Andrew J. G. Cairns

Available identifiers

zbMath Open cairns.andrew-j-gWikidataQ102302220 ScholiaQ102302220MaRDI QIDQ190768

List of research outcomes

Publication	Date of Publication	Type
Modelling socio-economic mortality at neighbourhood level	2023-07-13	Paper
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States	2022-02-11	Paper
The Impact of DC Pension Systems on Population Dynamics	2022-01-10	Paper
Authors’ Reply: The Impact of DC Pension Systems on Population Dynamics - Discussion by Mark Malnati	2022-01-10	Paper
Cause of death specific cohort effects in U.S. mortality	2021-07-06	Paper
Trends in Canadian Mortality by Pension Level: Evidence from the CPP and QPP	2021-04-28	Paper
Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers	2021-04-28	Paper
Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model	2021-04-28	Paper
MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX	2019-11-22	Paper
Stochastic Mortality Modeling: Key Drivers and Dependent Residuals	2019-05-28	Paper
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds	2019-05-15	Paper
Multi-population mortality models: fitting, forecasting and comparisons	2018-07-13	Paper
Small population bias and sampling effects in stochastic mortality modelling	2018-04-03	Paper
Factor risk quantification in annuity models	2015-01-28	Paper
Longevity hedge effectiveness: a decomposition	2014-09-05	Paper
Evaluating the goodness of fit of stochastic mortality models	2012-02-10	Paper
Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging	2011-12-21	Paper
A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks	2011-12-21	Paper
A Gravity Model of Mortality Rates for Two Related Populations	2011-12-21	Paper
Three retirement decision models for defined contribution pension plan members: a simulation study	2011-08-01	Paper
Modelling and management of mortality risk: a review	2011-02-22	Paper
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk	2009-06-15	Paper
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans	2008-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q3515751	2008-07-29	Paper
Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts	2008-06-25	Paper
On the control of defined-benefit pension plans	2006-10-05	Paper
Mortality-dependent financial risk measures	2006-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q5478316	2006-07-13	Paper
A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING	2005-05-09	Paper
Pensionmetrics 2: Stochastic pension plan design during the distribution phase.	2003-11-16	Paper
Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time	2003-09-12	Paper
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase	2002-07-02	Paper
A discussion of parameter and model uncertainty in insurance	2001-10-04	Paper
Stochastic pension fund modelling	1999-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q4873561	1996-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q4014960	1992-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q3362115	1992-01-01	Paper
Model fitting and projection of the AIDS epidemic	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3348759	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4206604	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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