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

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Title Type of output Date Authors

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.

Modelling, Measurement and Management of U.S. Mortality Risk

Presentation

SOA Annual Meeting, Toronto

October, 2019 Cairns, A.J.G., Redondo Lourés, C.

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.
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

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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Events calendar

  • The Great Risk Transfer – Breakfast briefing and launch event

    Staple Inn Hall, High Holborn London WC1V 7QJ
    31 January 2019

    Spaces available

    Launch of the IFoA’s 2020 thought leadership campaign The Great Risk Transfer. The campaign will examine the trend of the transfer of risk from institutions to individuals, and how people can be better equipped to manage the financial risks they now face. At this breakfast event the IFoA will launch a call for evidence on this topic.

  • Sessional Meeting - Silent Cyber Assessment Framework

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

    Spaces available

    The (re)insurance industry is faced with a growing risk related to the development of information technology (IT). This growth is creating an increasingly digitally interconnected world with more and more dependence being placed on IT systems to manage processes. Note: Registration is from 17.30 in time for the sessional to begin at 18.00.

  • CPD Member Event in Shanghai, China

    Function Room, F39, S1 Fuson Group, the Bund Finance Centre, No.600 Zhongshang East 2nd Road, Huangpu District, Shanghai Chinese address:BFC外滩国际金融金融中心,S1复星集团,39层报告厅,上海中山东二路600号
    9 December 2019

    Spaces available

    The IFoA’s President-elect Tan Suee Chieh will visit Shanghai. We will host CPD and Awards Presenting event on Monday 9 December 2019. The event is part of Mr Tan’s first presidential trip to China.

  • Professional Skills Training - London (10 December 2019)

    Staple Inn, High Holborn, London WC1V 7QJ  
    10 December 2019

    Spaces available

    This event will be of interest to students and recently qualified actuaries.

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020.  The content and discussion at this session is particularly tailored to actuarial students and newly qualified actuaries working in any area and the format is interactive, so you should come along prepared to take part in the discussions with your peers.

  • IFoA Joint Member Event with the Sunshine Insurance Group, Beijing China

    Room TBC, Kuntai International Plaza, No.12, Chaowai Street, Chaoyang District, Beijing 地址:会议室待定,北京市朝阳区朝外大街乙12号1号楼昆泰国际大厦
    12 December 2019

    Spaces available

    The IFoA’s President-elect Tan Suee Chieh will visit Beijing. We will co-host CPD and Awards Presenting event with the Sunshine Insurance Group on Thursday 12 December 2019. The event is part of Mr Tan’s first presidential trip to China.

  • ARC Sessional Research Event: Drivers of Mortality - Risk Factors and Inequality

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    6 January 2020

    Spaces available

    The authors will focus on a large dataset obtained from the UK’s Office for National Statistics (ONS) and related sources. Data are available at the level of Lower Super Output Areas (LSOAs) – small geographical areas with, typically, 1000-2000 residents and include death counts, exposures and a significant number of socio-economic variables including the index of multiple deprivation (IMD).

  • SIAS Event: My Journey to Data Science, Big Data and AI

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    7 January 2020

    Spaces available

    Patrick Lee is an actuary who has made the transition to working in software architecture and artificial intelligence (AI). He holds Microsoft Professional qualifications in Data Science, Big Data and AI and is currently working towards a DevOps (the automation of software testing and deployment) qualification. He is a member of the IFoA Council and is also President of the Wessex Actuarial Society. He is also a member of the IFoA and the RSS's joint Data Science Focus Group and will talk on the ethical use of AI. 

  • Spaces available

    This presentation covers the detail for how the matching adjustment is calculated. A small simple example spreadsheet is provided and discussed in detail.

    For actuaries wanting to get more involved with the matching adjustment, this is the opportunity to get a detailed description of the mechanics involved. This includes cashflows derisking, PRA tests as well as hypothecation.

    The presentation is provided by James Sharpe who has worked on a number of matching adjustment calculations with several firms.

  • IFoA Volunteer Recognition Reception

    Staple Inn, 4 High Holborn, Holborn, London WC1V 6DR, UK
    15 January 2020

    Spaces available

    As a thank you to all our Institute and Faculty of Actuaries (IFoA) volunteers, you are invited to join us at Staple Inn Hall, for an evening of drinks, canapes and networking, in London.

    IFoA President, John Taylor, will be attending and will make a speech

    If you support the IFoA as a volunteer (member or non-member), or in any other role, and you are going to be in London on 15 January, please book your place and join us at this reception.

     

  • Sessional Meeting - Operational Risk Dependencies

    Royal College of Physicians of Edinburgh 9 Queen St Edinburgh EH2 1JQ
    20 January 2020

    Spaces available

    The Operational Risk Working Party aims to assist actuaries and others in the modelling and management of operational risk. One of the key challenges in modelling operational risk is the modelling of dependencies between operational risks, and between operational and non-operational risks such as market, credit and insurance risk. Their paper seeks to assist in this regard, and help develop good practice in setting assumptions and modelling operational risk dependencies. 

  • KSS event in Glasgow: Public Sector Pensions

    Hymans Robertson, Glasgow 20 Waterloo St, Glasgow
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Stirling: Public Sector Pensions

    M&G Prudential, Stirling Craigforth Campus, Stirling
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Edinburgh: Public Sector Pensions

    Hymans Robertson 1, Exchange Place, Semple St, Edinburgh
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • Professional Skills Training - London (11 February 2020)

    Staple Inn, High Holborn, London WC1V 7QJ         
    11 February 2020

    Spaces available

    A Trusted Profession

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • Sessional: Impact of E-cigarettes Working Party

    Royal College of Physicians, 9 Queen St, Edinburgh EH2 1JQ
    24 February 2020

    Spaces available

    This sessional meeting will be of direct interest to actuaries and others working in the in the Health and Care, Life or Pensions sectors or indeed actuaries with an interest in morbidity or mortality. Note: Registration is from 17.30 in time for the sessional to begin at 18.00.

  • Professional Skills Training - Edinburgh (25 February 2020)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    25 February 2020

    Spaces available

    A Trusted Profession

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • Spring Lecture 2020, Edinburgh - Vicky Pryce

    Assembly Rooms, 54 George St, Edinburgh EH2 2LR
    25 March 2020

    Spaces available

    What next in Economic Policy?

    Please join us on 25 March 2020 for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. 

  • IFoA Asia Conference 2020, Kuala Lumpur

    CCEC Nexus, 7, Jalan Kerinchi, Bangsar South, 59200 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, Malaysia
    24-25 June 2020
    Spaces available

    The sixth annual Asia Conference once again offers a prestigious line-up of home and international speakers discussing the insurance and financial industry’s innovation and change in Asia. This year's conference in Kuala Lumpur will be hosted by Tan Suee Chieh, IFoA’s first Asian President. He will also make his Presidential address at this conference and will expand on the important elements of IFoA’s new strategy. 

    Additionally, this landmark conference will showcase how the IFoA is reinventing itself to support its members to succeed and thrive in a digital age, within traditional businesses and beyond, as a global organisation. 

    Not to be missed by international industry players, opinion formers, academic and industry leaders, actuaries and non-actuaries.