The research published 19 papers in leading international journals, as well as one longer report and three magazine articles. Professor Andrew Cairns and co-author Ghali El Boukfaoui were awarded a Best Paper prize by the International Congress of Actuaries for 'Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers.' Several more papers are in preparation.
- Cairns, A.J.G., Blake, D., Dowd, K., Coughlan, G., Jones, O. and Rowney, J. (2022) A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme. European Actuarial Journal, doi.org/10.1007/s13385-022-00309-1
- Arık, A., Dodd, E., Cairns, A., and Streftaris, G. (2021) Socioeconomic disparities in cancer incidence and mortality in England and the impact of age-at-diagnosis on cancer mortality. PLoS ONE, 16(7): e0253854.
- Redondo Loures, C., and Cairns, A.J.G. (2021) Cause of Death Specific Cohort Effects in U.S. Mortality. Insurance: Mathematics and Economics, 99: 190-199.
- Schnurch, S., Kleinow, T., and Korn, R., (2021) Clustering-Based Extensions of the Common Age Effect Multi-Population Mortality Model. Risks 9: 45.
- Blake, D., and Cairns, A.J.G. (2021) Longevity Risk and Capital Markets: The 2019-20 Update. Insurance: Mathematics and Economics, 99: 395-431.
- Glei, D., Barajas Paz, A., Aburto, J.M., and Barbieri, M., (2021) Mexican Mortality 1990-2016: Comparison of Adjusted and Unadjusted Estimates. Demographic Research, 44: 719-758.
- Wen, J., Cairns, A.J.G., and Kleinow, T., (2021) Fitting Multi-Population Mortality Models to Socio-Economic Groups. Annals of Actuarial Science, 15: 144-172.
- Hacariz, O., Kleinow, T., and Macdonald, A.S. (2021) Genetics, insurance and hypertrophic cardiomyopathy. Scandinavian Actuarial Journal, 2021, 54-81.
- Arik, A., Dodd, E., Streftaris, G. (2020) Cancer morbidity trends and regional differences in England - A Bayesian analysis. PLoS One 15(5): e0232844.
- Andrew J.G.Cairns, Torsten Kleinow and Jie Wen (2020) Drivers of Mortality - Risk Factors and Inequality (Working paper)
- Dowd, K., Cairns, A.J.G., and Blake, D. (2020) CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family. Annals of Actuarial Science 14: 445-460.
- Redondo Loures, C., and Cairns, A.J.G. (2019) Mortality In The US By Education Level. Annals of Actuarial Science, 14: 384-419.
- Wen, J., Kleinow, T., and Cairns, A.J.G. (2020) Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP. North American Actuarial Journal. 24: 533-561.
- Cairns, A.J.G., and El Boukfaoui, G. (2021) Basis Risk in Index Based Longevity Hedges: A Guide For Longevity Hedgers, North American Actuarial Journal, 25:sup1, S97-S118.
- Wen, J., Kleinow, T., and Cairns, A.J.G. (2019) Trends in Canadian Mortality By Pension Level: Evidence From the CPP and QPP. Full report (2019) published by the Canadian Institute of Actuaries and the Institute and Faculty of Actuaries.
- Cairns, A.J.G., Kallestrup-Lamb, M., Rosenskjold, C.P.T., Blake, D., and Dowd, K., (2019) Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index. ASTIN Bulletin 49: 555-590.
- Kleinow, T., and Vellekoop, M.H. (2018) Minimum reversion in multivariate time series. (Working paper)
- Blake, D., Cairns, A.J.G., Dowd, K., and Kessler, A.R. (2019) Still living with mortality: the longevity risk transfer market after one decade. Presented at a Sessional Research Meeting of the Institute and Faculty of Actuaries, Edinburgh, 29 January, 2018. British Actuarial Journal, 24: e1; 1-80.
- Richards, Stephen J., Currie, Iain. D., Kleinow, Torsten, Ritchie, Gavin P. (2017) A stochastic implementation of the APCI model for mortality projections, Presented at a Sessional Research Meeting of the Institute and Faculty of Actuaries, London, 16 October 2017. British Actuarial Journal 24: e13; 1-26.
- Chen, L., Cairns, A.J.G., and Kleinow, T. (2017) Small Population Bias and Sampling Effects in Stochastic Mortality Modelling, European Actuarial Journal 7: 193-230.
- Mavros, G., Cairns, A.J.G., Streftaris, G., and Kleinow, T. (2017) Stochastic Mortality Modelling: Key Drivers and Dependent Residuals, North American Actuarial Journal 21: 343-368.
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