An overview of publications, presentations and press articles relating to this research programme

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Title Type of output Date Authors
LIFE Index  LIFE index values are available for free on request from Andrew Cairns October 2020 Cairns, A.J.G.

Longevity trend risk over limited time horizons

Paper June, 2020  Richards, S.J, Kleinow, T., Currie, I.D., Ritchie, G.P.

Cancer morbidity trends and regional differences in England—A Bayesian analysis

Paper  May, 2020  Arık A, Dodd E, Streftaris G

Fitting Multi-Population Mortality Models to Socio-Economic Groups

Paper  May, 2020  Wen, J., Kleinow, T., Cairns, A.J.G.

Age Heaping in Population Data of Emerging Countries

OICA conference presentation  April, 2020  Barajas, P.
Mortality in the U.S. by education level Paper April, 2020 Redondo Lourés, C., Cairns, A.J.G. 

CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family

Article December, 2019 Dowd, K., Cairns, A.J.G., and Blake, D.
Drivers of Mortality: Risk Factors and Inequality Working paper December, 2019 Cairns, A.J.G., Kleinow, T., Wen, J.

Session 1What Types of Data Are Available for Mortality Data

Session 2Mortality and Deprivation

Session 3Factor-Based GLM Model with Socio-Economic Inputs

Session 4Using Local Linear Regression to Model Socio-Economic and Geographical Effects

Session 5Mortality Data By Socio-Economic Group, Region and Cause of Death:
What Do the Patterns Tell Us?

Presentations

Annual ARC workshop, London

Modelling Socio-Economic Differences in English Mortality

December, 2019

Cairns, A.J.G., Kleinow, T., Wen, J.

How Neighbourhood Characteristics can Predict Your Longevity

A Bayesian Approach to Handle Small Population Effects in Stochastic Mortality Models 

Index Based Longevity Hedging
as a Practical Risk Mitigation Tool for
Deferred Pension Liabilities

Presentations

IFoA Life Conference, Dublin

November, 2019

Cairns, A.J.G.

 

Kleinow, T., Cheng, L.

 

Cairns, A.J.G, Rae, A.J.

Episode 36: Trends in Canadian Mortality by Pension Level. (With reference to the below article)

Podcast  January, 2020 Canadian Institute of Actuaries 

Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP

Article October, 2019 Wen, J., Kleinow, T., Cairns, A.J.G.
Modelling, Measurement and Management of U.S. Mortality Risk

Presentation

SOA Annual Meeting, Toronto

October, 2019 Cairns, A.J.G., Redondo Lourés, C.
Dying Quietly  Interview  September 2019  Bloomer, N. and Jeraj, S.

How Neighbourhood Characteristics can Predict Your Longevity

Index Based Longevity Hedging

Presentations               

15th Longevity Risk and Capital Market Solutions, Washington

September, 2019 Cairns, A.J.G.
Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP Paper September, 2019 Wen, J., Kleinow, T., Cairns, A.J.G.
US Mortality: Underlying Trends By
Socioeconomic Group and Cause of Death

Presentaion

Actuarial Research Conference, Indianapolis

August,  2019 Cairns, A.J.G., Redondo Lourés, C.
Fitting Multi-Population Mortality Models to Socio-Economic Groups Paper July, 2019 Wen, J., Cairns, A.J.G., Kleinow, T.
ARC Research on LSOA Mortality Pre-recorded webinar  June, 2019 Cairns, A.J.G.
Big Data and Socio-Economic Mortality

Presentation

IFoA Pensions Conference, Bristol

June, 2019 Cairns, A.J.G.

Still living with mortality: the longevity transfer market after one decade 

Abstract of the 2018 Edinburgh sessional discussion

February, 2019 Blake, D., Cairns, A.J.G.
Mortality in the US by Education Level  Working Paper January, 2019 Redondo Lourés, C., Cairns, A.J.G.
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index Paper December, 2018 Cairns, A.J.G., Kallestrup-Lamb, M., Rosenkjold, C.P.T., Blake, D., Dowd, K.
Minimum reversion in multivariate time series Working Paper November, 2018 Kleinow, T., Vellekoop, M.H.
Minimum Reversion in Multivariate Time Series -
Application to Human Mortality Data

Presentation 

University of Liverpool

November, 2018 Kleinow, T.

Cause of Death Mortality: International Trends by Socio-Economic Group

Mortality and Deprivation

Presentations     

IFoA Life Conference, Liverpool

November, 2018 Cairns, A.J.G., Kleinow, T.
ARC Webinar: Modelling, Measurement and Management of Longevity and Morbidity Risk

Webinar slides

Live webinar recording

October, 2018 Kleinow, T., Streftaris, G., Wood, G.
Longevity Trends, Past and Future: A Deep Dive into CPP and QPP Mortality

Presentation   

CPP Triennial Conference, Ottawa

September, 2018 Cairns, A.J.G.

Cause of Death Mortality: International Trends by Socio-Economic Group

Age Heaping in Population Data of Emerging
Countries

Educational attainment and cause of death
mortality in the United States

Quebec Pension Plan (QPP) multi-population
data analysis

Presentations               

14th International Longevity Risk and Capital Market Solutions, Amsterdam

September, 2018

Cairns, A.J.G., Barajaz Paz, A., Kleinow, T., Redondo Lourés, C., Wen, J.

Modelling of Cancer Morbidity Risk in a Bayesian Framework

Presentation 

EAJ Conference, Leuven

September, 2018 Arik, A.

Trends in Mortality by Pension Level: Evidence from the CPP and QPP

Presentation

CIA Annual Meeting, Toronto

June, 2018 Cairns, A.J.G.

How Big An Impact Does Socio-economic Status Have On Cause Of Death Rates?

Assessing the Economic Impact of Longevity Hedges

Presentations

International Congress of Actuaries, Berlin    

June, 2018 Cairns, A.J.G.

Critical illness insurance rates: are they changing over time and how?

Presentation 

IFoA Health and Care Conference, Brighton

May, 2018 Streftaris, G., Dodd, E.

Mortality and Deprivation

Socio-Economic Differences in Mortality by Cause of Death

Inherited Heart Disorders: and Implications for Life Insurance and Health Insurance

Presentations 

ARC Programme Annual Workshop, Edinburgh      

April, 2018

Kleinow, T., Cairns, A.J.G., Hacariz, O., Macdonald, A.

2018 ARC Programme Annual Workshop Poster Session Posters April, 2018 Redondo-Lourés, C., Wen, J., Xie, C., Barajas, A., Yiu, A., Hacariz, O.

Still Living with Mortality: The Longevity Risk Transfer Market After One Decade

Paper January, 2018 Blake, D.,  Cairns, A.J.G., Dowd, K., Kessler, A.

Still Living with Mortality: The Longevity Risk Transfer Market After One Decade

Sessional discussion, Edinburgh

January, 2018

Blake, D.,  Cairns, A.J.G., Dowd, K., Kessler, A.

A stochastic implementation of the APCI model for mortality projections Sessional October, 2017

Richards, S.J., Currie, I.D., Kleinow, T., Ritchie, G.P.

A stochastic implementation of the APCI model for mortality projections

Paper October, 2017

Richards, S.J., Currie, I.D., Kleinow, T., Ritchie, G.P.

Socio-Economic Differences in Mortality by Cause of Death
13th Longevity and Capital Markets Conference, Taipei

Presentation 

September, 2017

Cairns, A.J.G.

Modelling, measurement and management of longevity and morbidity risk

Webinar May 2017 Cairns, A.J.G., Haberman, S.

Basis Risk in Index Based Longevity Hedges: A Guide For Longevity Hedgers

Working Paper  2017 Cairns, A.J.G., El Boukfaoui, G.

Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index

Working Paper 2017 Cairns, A.J.G., Kallestrup-Lamb, M., Rosenskjold, C.P.T., Blake, D., Dowd, K.

Stochastic Mortality Modelling: Key Drivers and Dependent Residuals

 Publication  2017 Mavros, G., Cairns, A.J.G., Streftaris, G., Kleinow, T.

Small Population Bias and Sampling Effects in Stochastic Mortality Modelling

Publication November, 2016 Chen, L., Cairns, A.J.G., Kleinow, T.

For a full list of presentations on this programme please visit Professor Cairns’ website.

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  • Spaces available

    Climate-Related Risk - This free to view webinar on Climate-Related Risk is the first in a series focusing on some of the ‘Hotspots’ identified in the JFAR Risk Perspective bringing the Risk Perspective to life with practical illustrations and insights from subject experts from the IFoA and other Regulators

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    Recent decades have seen institutions, such as employers and financial services, give people more choice and flexibility, but these freedoms have come with more responsibilities. Individuals are now responsible for managing more of their own financial risks, from ensuring they put enough money into their pension to securing affordable protection to be financially resilient.

  • Actuarial Innovation in the COVID-19 era

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    26 April 2021 - 7 May 2021
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    Join us for this brand new IFoA webinar weries comprising of a fortnight of webinars, panel sessions and a hackathon, that showcase the range of ways in which the actuarial profession has added value, in the public interest, to the understanding and management of the current and future pandemics through insight and learning.

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    This event is now temporarily closed on Monday 26 April, but the session will be repeated on Tuesday 27 April, 09.00-10.30. Please click here to register your place. 

    Actuaries have a lot to offer biodiversity management over the next decade as the world develops more depth to its response to this global challenge. This sessional offers an opportunity to learn about this emergent risk, to contribute to our thinking as a profession and help us develop the next steps forward.

  • Europe Town Hall

    28 April 2021

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    IFoA Immediate Past President John Taylor would like to invite you to the Institute and Faculty of Actuaries’ (IFoA) virtual Europe Town Hall, hosted by John Taylor with IFoA Council Members Alan Rae, Jennifer Hartley, Maribel Vasquez Flores and IFoA Chief Executive, Stephen Mann.

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    Sessional Meeting - Free to viewMis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis.  However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year.  This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work

  • Finance & Investment Virtual Conference 2021

    Available to watch globally in May.
    10-12 May 2021
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    This year's Finance and Investment Virtual Conference takes on the timely theme of ‘resilience’, something we have all learnt a lot more about in the last year! Our diverse range of talks will explore the theme of resilience in a variety of ways including in building robust investment portfolios, in the incorporation of ESG factors, in govern

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    This talk will explore the potential benefits that wearable tech can bring to health & protection insurers and their customers. The traditional approach of integrating wearables into insurance has largely focused on measuring steps and using rewards-based incentive programs to encourage more activity.

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    Join us for this talk with Professor Sir Adrian Smith as part of the 'Dr Patrick Poon Presidential Speaker Series'. Professor Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In November 2020, he became President of the Royal Society, in addition to his leadership of the Turing. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. He received a knighthood in the 2011 New Year Honours list.

     

  • CILA 2021

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    19-21 May 2021
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    We continue to live in a world of global uncertainty. Survival depends on our ability to simultaneously navigate through the diverse root-causes, ranging from: the consequences of Climate Change; on-going financial consequences of the COVID pandemic; or self-imposed changes in regulatory requirements and accounting standards.

  • Pensions Conference 2021

    Online webinar series
    16-22 June 2021
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    Welcome to the programme for our 2nd Virtual Pensions Conference. This year's conference features 11 webinars offering members and non-members the opportunity to get up to date content from leading experts in the pension industry. There will also be opportunity to ask questions and contribute to the discussion.