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

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Title Type of output Date Authors

Longevity trend risk over limited time horizons

Paper May, 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

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

  • Spaces available

    This webinar is intended to raise awareness of the shifting landscape of climate liability risk and what it means for actuaries, including how it impacts on their professional and legal duties. Presentations will cover the legal risks around climate change for investment consultants and actuaries advising DB pension schemes as well as consideration of climate risk for insurers.

  • Spaces available

    Climate change risks are likely to become material for many risk management and investment decisions. This will require to incorporate explicitly climate change in the tools used for risk management and investment decisions. At present existing climate change tools are often too crude for decision making.

  • Current Issues in Life Assurance (CILA) Webinar series

    Webinar Series
    15 July 2020 - 3 August 2020

    Spaces available

    CILA is one of the pre-eminent events in the annual 'Life' calendar. Due to COVID-19 we are running the programme as a series of webinars covering topics aimed at practicing life actuaries from life offices, consulting firms and other employers of actuaries and those who work in or advise on, the life assurance market in the UK and Europe.

  • Spaces available

    Current Issues in Life Assurance

    For annuity writers, a key challenge is the need to fund capital-consumptive new business strain (NBS) as a consequence of writing the business intended to fund future distributions.

    Reinsurance, investment strategy and capital provision all have roles to play. Here, we:

  • Spaces available

    Current Issues in Life Assurance

    Mortality in 2020 is now dominated by one thing, although – in our future-focused world – the pandemic is just one of many mortality considerations.  In this session, three well-regarded mortality/longevity specialists provide an overview of:

  • Spaces available

    Because of Covid-19, forecasters predict a severe recession in 2020, followed by a V or U-shaped recovery. This impacts both individuals and companies. However, compared to previous recessions, the impact on banks of higher credit losses should be mitigated to some extent by government actions. 

  • Spaces available

    Part of the Protection, Health and Care Conference 2020 webinar series

    This session will provide an overview of the Population Health Management Working Party's research including defining impactability and impactability modelling, discussing some examples of specific modelling approaches, considering the practical challenges across the NHS as well as wider public perception and ethical issues.

  • Spaces available

    Many actuaries consider career opportunities in the Finance and Investment practice area after having started off in more traditional actuarial roles such as valuations, capital management or pricing. This session is aimed at helping actuaries to better understand roles in Finance and Investment and how they can fine tune their skills to pursue such careers.

  • Mortality and Longevity Webinar Series 2020

    Webinar Series
    22 July 2020 - 10 August 2020

    Spaces available

    Due to COVID-19, we are running this programme via a series of webinars commencing 22nd July.

    This webinar series will provide topical and practical updates and discussion on the latest thinking and innovations in mortality and longevity, and is designed to be very accessible to a broad range of experience.

     

  • Spaces available

    Predictive risk assessment and risk stratification models based on postcode-level consumer classification are widely used for life insurance underwriting. However, these are socio-economic models not directly related to health information. Similar to precision medicine, precision life insurance should aim to tailor policy pricing/reserving to the individual health characteristics of each client.

  • Spaces available

    As insurers look towards their internal model calibration process for 2020 final year financials and statutory returns, actuaries need to deal with the complexity of adequately modelling their business in 2020 and beyond. This discussion will look at what poor model selection and calibration could look like – using inappropriate historical data; using incorrect 2020 mortality data; inappropriate stochastic model recalibration (or lack thereof). What about being prudent vs setting a best estimate? How do you allow for tail risks during a tail risk event?  This is the fourth webinar in the Extreme Mortality Events series presented by Chair of the Life Board of the Institute and Faculty of Actuaries, Colin Dutkiewicz. 

  • Spaces available

    This webinar has been re-scheduled from its original date of the 1st July. Although ESG has many buyers across the asset allocation community, from pension funds to sovereign wealth funds, it still hasn’t found its place within the core asset management strategy desks where the money is actually invested. The problem as well as the opportunity is Fixed Income. Plenty of strategies exist for incorporating ESG within Equities, from screening, integration to a combination. ESG has picked up relatively quickly within Equities with rating,indices created using ESG factors. This talk will discuss how we price a quantifiable ESG credit risk premium and make it alpha worthy in a strategy. 

  • Spaces available

    Part of the Protection, Health and Care Conference 2020 webinar series

    With the rising prevalence of dementia, how can we manage this risk effectively and can insurance do more? Matt Singleton, Ageing Lead at Swiss Re, will cover these topics and demonstrate how insurance could help people address their concerns.

  • Spaces available

    Current Issues in Life Assurance

    This talk will look at a range of such techniques (e.g. mass lapse risk transfer, contract boundaries, risk margin relief, non-standard longevity risk transfer) that have been applied or considered by UK and EU insurers, and the pros and cons of each.

     

  • Spaces available

    Current Issues in Life Assurance.

    The International Association of Insurance Supervisors announced on 14 November 2019 the adoption of v2.0 of the global Insurance Capital Standard (ICS) which will undergo confidential reporting for 5 years starting from 2020. This session will include specific experiences from Legal and General (L&G) as well as global industry perspectives from EY.

  • Spaces available

    Current Issues in Life Assurance

    This session will cover the PRA supervisory statement on financial impacts related to climate change, industry insights into PRA climate risk business plans, examples climate risk strategy setting out key workstreams and activity steps for successful execution, an overview of a climate risk strategy execution timeline and the future.     

  • Spaces available

    Part of the Protection, Health and Care Conference 2020 webinar series. Using new and unique research and data from the UK, US, Sweden and China, this presentation investigates how consumers use the internet through their insurance journey and analyzes the role culture and generation plays in their online behaviour. We use this research to show the online landscape for insurance sales in the UK and suggest ways to shape new products and effectively engage with the consumer who is buying them.

  • Spaces available

    Chief Medical Officer (CMO) for Gen Re Life/Health Research and Development, Dr John O'Brien, will discuss the impacts of Gene Modification for life/health insurance. 

  • Spaces available

    As an industry, it has been important to be able to look to the future to identify the next quantifiable risk. In this session, I will explore some of the less tangible, but none-the-less concerning risks to future health, such as the health risks associated with exposure to pesticides, ingestion of plastic in the food chain, and the hazards of indoor air pollution through exposure to volatile organic compounds.

  • Spaces available

    The working party will help the industry to update and enhance how potential risk from diabetes and excess mortality is considered, including the need to understand the underwriting implications as treatments improve, and potentially to develop new products that are tailored to those with diabetes.

  • Spaces available

    Part of the Protection, Health and Care Conference 2020 webinar series. Modelling the structure and trends of cancer morbidity risk is important for pricing and reserving in related health insurance fields such as critical illness insurance and care provision. We model the dynamics of cancer incidence over time in different regions in England, using 1981-2016 ONS data. The modelling allows estimation of cancer rates at various age, year, gender and region levels, following a Bayesian setting to account for statistical uncertainty. Our analysis indicates significant regional variation in cancer incidence rates. 

  • Spaces available

    Part of the Protection, Health and Care Conference 2020 webinar series. In this talk we will outline the steps Aviva took in pulling together our first large-scale disclosures on the exposure of our business to climate change published in March 2019; in line with the recommendations of the Taskforce on Climate-related Financial Disclosures. After touching on why insurers have such an important role in climate change, we'll cover a brief “how-to” guide for those who have not yet embarked on thinking about these topics before giving a case study of how the learnings from a TCFD disclosure exercise can be applied to investment portfolios.

  • Spaces available

    Part of the Protection, Health and Care Conference 2020 webinar series. 

    The insurance industry currently underwrites customers with diabetes based on a range of factors, medical expertise and various medical studies. The work undertaken by the Diabetes Working Party would help the industry to approach this using current research findings to update and enhance how potential risk from diabetes is considered. This includes the need to understand the underwriting implications as treatments improve, and potentially to develop new products that are tailored to those with diabetes. This webinar will present our latest findings in the management of this important chronic condition which will include research in collaboration with the ARC.