The following pages link to Andrew J. G. Cairns (Q190768):
Displayed 42 items.
- (Q230666) (redirect page) (← links)
- (Q588158) (redirect page) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
- Model fitting and projection of the AIDS epidemic (Q807504) (← links)
- Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (Q931196) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Stochastic pension fund modelling (Q1381473) (← links)
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
- Small population bias and sampling effects in stochastic mortality modelling (Q1707555) (← links)
- Cause of death specific cohort effects in U.S. mortality (Q2038236) (← links)
- Three retirement decision models for defined contribution pension plan members: a simulation study (Q2276201) (← links)
- Mortality-dependent financial risk measures (Q2499824) (← links)
- On the control of defined-benefit pension plans (Q2507944) (← links)
- Factor risk quantification in annuity models (Q2513616) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (Q3107264) (← links)
- A Gravity Model of Mortality Rates for Two Related Populations (Q3107265) (← links)
- (Q3348759) (← links)
- (Q3362115) (← links)
- (Q3515751) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- (Q4014960) (← links)
- (Q4206604) (← links)
- Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161) (← links)
- Multi-population mortality models: fitting, forecasting and comparisons (Q4575467) (← links)
- A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
- (Q4873561) (← links)
- MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX (Q4972117) (← links)
- Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP (Q4987080) (← links)
- Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers (Q4987092) (← links)
- Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
- The Impact of DC Pension Systems on Population Dynamics (Q5019712) (← links)
- Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati (Q5019758) (← links)
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
- Stochastic Mortality Modeling: Key Drivers and Dependent Residuals (Q5379229) (← links)
- (Q5478316) (← links)
- Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds (Q5742674) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
- Modelling socio-economic mortality at neighbourhood level (Q6174078) (← links)