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

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Title Type of output Date Authors

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


University of Liverpool

November, 2018 Kleinow, T.

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

Mortality and Deprivation


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

Webinar video

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


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

Educational attainment and cause of death
mortality in the United States

Quebec Pension Plan (QPP) multi-population
data analysis


14th International Longevity Risk and Capital Market Solutions, Amsterdam

September, 2018

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

Modelling of Cancer Morbidity Risk in a Bayesian Framework


EAJ Conference, Leuven

September, 2018 Arik, A.

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


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


International Congress of Actuaries, Berlin    

June, 2018 Cairns, A.J.G.

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


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


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-Loures, 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


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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Events calendar

  • Implications of 2019 IFRS 17 Exposure Draft

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    24 July 2019

    Fully booked.

    The International Accounting Standards Board (IASB) recently published an Exposure Draft (ED) of limited changes to its insurance contracts standard IFRS 17, effective date 2022.

  • Insurance Investment Roundtable with the IFoA & PRA - 25 July 2019

    EY Offices 1 More London Place London, SE1 2AF
    25 July 2019

    Spaces available

    The IFoA hosts regular roundtable meetings with the PRA on best practice in insurance investment and the application of the Prudent Person Principle, which governs insurance investment under Solvency II.

  • SIAS Event: Climate Zero to Climate Hero

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    3 September 2019 - 4 September 2019

    Spaces available

    An introductory session to help you get ahead with climate change.

    • Science, terminology and initiatives: handy facts to keep in your back pocket 
    • Getting your point across: how to influence people and avoid common traps and pitfalls
    • Taking action: what are actuaries expected to do...and what are we actually doing?
  • KSS event – The Regulatory Perspective

    Deloitte Saltire Court 20 Castle Terrace Edinburgh EH1 2EG
    5 September 2019

    Spaces available

    This KSS talk, presented by the FCA Head of Department in Scotland, will focus on the following 3 main areas:

    • FCA business plan priorities
    • The future of regulation
    • FCA Engagement in Scotland
  • Sessional Research Event - Risk Margin Working Party

    Staple Inn Hall, High Holborn London, WC1V 7QJ
    9 September 2019

    Spaces available

    For life insurers in the UK, the risk margin is one of the most controversial aspects of the Solvency II regime. Following its implementation, the risk margin came under considerable criticism for being too large and too sensitive to interest rate movements. These criticisms are particularly valid for annuity business – such business is of great significance to the national system for retirement provision. This criticism has led to political interest, and the risk margin was a major element of the Treasury Committee inquiry into Solvency II.

  • GIRO Conference 2019

    EICC, The Exchange, 150 Morrison St, Edinburgh EH3 8EE
    24-26 September 2019
    Spaces available

    GIRO is attended annually by over 800 delegates and speakers who are keen to discuss key topics such as Pricing, Reserving, Modelling and the future of the insurance industry. GIRO 2018 was a huge success and we have opened bookings early for what we hope will be another brilliant conference at the EICC in Edinburgh this year. 


  • The Future of the Actuarial Profession

    Staple Inn Hall, High Holborn London WC1V 7QJ
    3 October 2019

    Spaces available

    Three actuaries – and CEOs – discuss their views on how the business world is changing and what that might mean for actuaries in the future.

  • Spaces available

    Have you ever thought about working in wider fields? Would you like to play a role in the fight against climate change to make the planet better? 

    It can be difficult to do this - but seeing an example you can follow can make it more realistic. In this ‘green’ case study a template is outlined to show how actuaries can apply their skills more broadly - and in doing so, to make a difference.

  • Sessional Meeting - Autonomous Vehicles and impacts on the wider insurance industry

    Staple Inn, High Holborn, London WC1V 7QJ         
    28 October 2019

    Spaces available

    The Institute and Faculty of Actuaries is running a sessional meeting on autonomous vehicles on 28th October.  The session will showcase the work of the IFoA “Autonomous Vehicles” working party alongside a number of expert external presenters. 

  • Life Conference 2019

    The Convention Centre Dublin, Spencer Dock, North Wall Quay, Dublin 1
    20-22 November 2019
    Spaces available

    The Life Conference is the premier event for professionals interested in life insurance.  Offering a wide range of workshops and plenary sessions it’s the perfect opportunity to discover what’s hot and current in life insurance ensuring you get up to date on the latest thinking and innovation whilst meeting and exchanging ideas with a broad range of professionals.

  • Autumn Lecture 2019, London - Rt Hon Nicky Morgan MP

    Lincoln's Inn The Treasury Office, London WC2A 3TL
    2 December 2019

    Fully booked.

    The IFoA is pleased to announce that this year’s Autumn Lecture will feature the Rt Hon Nicky Morgan MP as its guest speaker.  Nicky has previously served as Financial Secretary to the Treasury and Minister for Women. She now chairs the Treasury Select Committee whose remit is to examine the expenditure, administration and policy of HM Treasury, along with all of its agencies and associated bodies.

  • Autumn Lecture 2019: Live Streaming

    2 December 2019

    Spaces available

    Watch the live stream of this year's Autumn Lecture with guest speaker Rt Hon Nicky Morgan MP.