Andrew J. G. Cairns

From MaRDI portal
Person:190768

Available identifiers

zbMath Open cairns.andrew-j-gWikidataQ102302220 ScholiaQ102302220MaRDI QIDQ190768

List of research outcomes





PublicationDate of PublicationType
Phantoms never die: living with unreliable population data2025-01-10Paper
The effect of the COVID-19 health disruptions on breast cancer mortality for older women: a semi-Markov modelling approach2024-11-04Paper
Modelling socio-economic mortality at neighbourhood level2023-07-13Paper
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States2022-02-11Paper
The Impact of DC Pension Systems on Population Dynamics2022-01-10Paper
Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati2022-01-10Paper
Cause of death specific cohort effects in U.S. mortality2021-07-06Paper
Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers2021-04-28Paper
Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model2021-04-28Paper
Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP2021-04-28Paper
MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX2019-11-22Paper
Stochastic Mortality Modeling: Key Drivers and Dependent Residuals2019-05-28Paper
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds2019-05-15Paper
Multi-population mortality models: fitting, forecasting and comparisons2018-07-13Paper
Small population bias and sampling effects in stochastic mortality modelling2018-04-03Paper
Factor risk quantification in annuity models2015-01-28Paper
Longevity hedge effectiveness: a decomposition2014-09-05Paper
Evaluating the goodness of fit of stochastic mortality models2012-02-10Paper
A Gravity Model of Mortality Rates for Two Related Populations2011-12-21Paper
Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging2011-12-21Paper
A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks2011-12-21Paper
Three retirement decision models for defined contribution pension plan members: a simulation study2011-08-01Paper
Modelling and management of mortality risk: a review2011-02-22Paper
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk2009-06-15Paper
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans2008-11-25Paper
https://portal.mardi4nfdi.de/entity/Q35157512008-07-29Paper
Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts2008-06-25Paper
On the control of defined-benefit pension plans2006-10-05Paper
Mortality-dependent financial risk measures2006-08-14Paper
https://portal.mardi4nfdi.de/entity/Q54783162006-07-13Paper
A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING2005-05-09Paper
Pensionmetrics 2: Stochastic pension plan design during the distribution phase.2003-11-16Paper
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time2003-09-12Paper
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase2002-07-02Paper
A discussion of parameter and model uncertainty in insurance2001-10-04Paper
Stochastic pension fund modelling1999-09-05Paper
https://portal.mardi4nfdi.de/entity/Q48735611996-06-03Paper
https://portal.mardi4nfdi.de/entity/Q40149601992-10-27Paper
https://portal.mardi4nfdi.de/entity/Q33621151992-01-01Paper
Model fitting and projection of the AIDS epidemic1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33487591990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42066041989-01-01Paper

Research outcomes over time

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