Prof Andrew J.G. Cairns FRSE
Maxwell Institute, Edinburgh, and
Department of Actuarial Mathematics and Statistics
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK

tel: (+44) 131 451 3245
fax: (+44) 131 451 3249
e-mail: A.J.G.Cairns@hw.ac.uk

Short biography and CV:

• Bio
• CV

Cause of Death Modelling

Recent papers and slides

• Cairns, A.J.G. (2024)
  Cause-of-Death Mortality Data: Unravelling the Mysteries of All-Cause Mortality. (Slides)
  Keynote presentation at JoCo 2024
• Cairns, A.J.G. (2023)
  The Common Cohort Effect Model for Cause of Death Data.
  
  • Working paper (PDF)
• Cairns, A.J.G. and Redondo Loures, C. (2023)
  Higher-Age US Mortality By Education and Cause of Death: Trends, Inequality and Controllable Risk Factors.
  
  • 2023 Living to 100 Compendium
  • Living to 100 Symposium paper (PDF)
  • Slides (PDF), Living to 100 Symposium, January 2023.
  • Video (MP4).

Covid-19

• Cairns, A.J.G., Blake, D. (2024)
  ADM's APPLE: The Accelerated Deaths Model with an Application to the Covid-19 Pandemic. Preprint available on Researchgate.
  Presented at the Longevity 19 (L19) Conference, Amsterdam. (Download slides)
• Cairns, A.J.G., Blake, D., Kessler, A., Kessler, M., and Mathur, R. (2024)
  Covid-19 Mortality: The Proportionality Hypothesis.
  European Actuarial Journal, 15: 509-554. (Open access online version) (PDF postprint)
• Cairns, A.J.G. (2023)
  Covid 19: The Proportionality Hypothesis Revisited
  PDF Slides.
• Cairns, A.J.G., Blake, D., Kessler, A.R., and Kessler, M. (2020)
  The Impact of Covid-19 on Future Higher-Age Mortality.
  Working paper, Heriot-Watt University.
  Full PDF available on ResearchGate.
  
• May 2020 Webinar (MP4 file)

ARC Longevity, Mortality and Morbidity Research Programme

Latest research, papers and presentations from the Modelling Measurement and Management of Longevity and Morbidity Risk research programme funded by the ARC.
You can also access outputs on the IFoA's VLE: ARC project home page.

Upcoming conferences and webinars

• Actuarial, Finance, Risk and Insurance Congress 2 (AFRIC 2), Masai Mara, Kenya
• Gompertz at 200, Amsterdam, Netherlands
• Longevity 20 conference, Singapore

Modelling, Measurement and Management of Longevity Risk

Andrew Cairns is co-inventor of the CBD stochastic mortality models and author of the LifeMetrics open source R code for fitting stochastic mortality models that can be used for modelling, measurement and management of longevity risk.

Recent papers, talks and other news:

• Cairns, A.J.G. (2025)
  A Socio-Economic Mortality Index for Scotland
  (PDF slides)
  20th Longevity and Capital Markets Conference, Singapore, September 2025.
• Cairns, A.J.G., Blake, D., Kessler, A., Kessler, M., and Mathur, R. (2024)
  Covid-19 Mortality: The Proportionality Hypothesis.
  European Actuarial Journal, 15: 509-554. (Open access online version)
• Cairns, A.J.G. (2025)
  From Gompertz to Mortality Modelling in the 21st Century. (PDF Slides)
  Invited talk at Gompertz 200 - Celebrating Two Centuries of Longevity Research
  Amsterdam, May 2025.
• Andrew J.G. Cairns, Jie Wen and Torsten Kleinow (2024)
  Drivers of Mortality: Risk Factors and Inequality
  Journal of the Royal Statistical Society, Series A. 187: 989-1012.
  • high resolution PDF
  • PDF (journal website; open access)
    
• Mayhew, L., Chen, M.S., and Cairns, A.J.G. (2024)
  The great health challenge: levelling up the U.K.
  Geneva Papers on Risk and Insurance - Issues and Practice, 49: 270-294.
  • published version: Geneva Papers website
  • Postprint (PDF)
• Cairns, A.J.G. and Redondo Loures, C. (2023)
  Higher-Age US Mortality By Education and Cause of Death: Trends, Inequality and Controllable Risk Factors.
  
  • 2023 Living to 100 Compendium
  • Living to 100 Symposium paper (PDF)
  • Slides (PDF), Living to 100 Symposium, January 2023.
  • Video (MP4).
• Wen, J., Cairns, A.J.G., and Kleinow, T. (2023)
  Modelling Socio-Economic Mortality at Neighbourhood Level
  ASTIN Bulletin, 53: 285-310. (Open access journal version)
  (Postprint)

Full list of publications.

Selected presentations.

Gilts Database: (UK government bonds data: prices, amounts, indices)

Research: Principal research interests are:

• modelling, measurement and management of longevity risk;
• stochastic mortality modelling;
• securitisation of mortality risk;
• enterprise risk management;
• models for the term structure of interest rates;
• liquidity risk on corporate bonds;
• financial risk management in renewable energy.

Professional:

• Editor of Insurance: Mathematics and Economics since 2023.
• Member of the Advisory Board of the Academy for the Mathematical Sciences since 2014
• Fellow of the Royal Society of Edinburgh since 2016.
• Director of the Actuarial Research Centre of the Institute and Faculty of Actuaries from 2016-2020.
• Editor in Chief of ASTIN Bulletin from 2005-2016 (co-editor/editor 1996-2005).
• Fellow of the Faculty of Actuaries since 1993.
• Fellow of the Pensions Institute.
• Corresponding Member of the Swiss Association of Actuaries

How to find the Department of Actuarial Mathematics and Statistics:
Campus Map: The Colin Maclaurin building is number 1 on the map.