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:
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.
- 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.
Covid-19
- Cairns, A.J.G., Blake, D. (2024)
ADM's APPLE:
The Accelerated Deaths Model
with an Application to the Covid-19 Pandemic.
(Download slides)
Presented at the Longevity 19 (L19) Conference, Amsterdam
- Cairns, A.J.G., Blake, D., Kessler, A.R., Kessler, M., and Mathur, R. (2024)
Covid-19: The Proportionality Hypothesis.
To appear in European Actuarial Journal
Postprint, Heriot-Watt University. (Updated, 15 August 2024)
Full PDF
available on ResearchGate
-
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)
Latest research, papers and presentations from the Modelling Measurement and Management of Longevity and Morbidity Risk research programme funded by the ARC.
Upcoming conferences and webinars
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:
- 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.
- 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.
- Arik, A., Cairns, A.J.G., Dodd, E., Macdonald, A.S., and Streftaris, G. (2024)
The effect of the COVID-19 health disruptions on breast
cancer mortality for older women: A semi-Markov modelling approach.
Scandinavian Actuarial Journal, 2024(8): 848–879.
- Cairns, A.J.G. (2023)
The Common Cohort Effect Model for Cause of Death Data.
- 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.
- Arik, A., Cairns, A.J.G., Dodd, E., Macdonald, A.S., and Streftaris, G. (2023)
Estimating the Impact of the COVID-19 Pandemic on Breast Cancer Deaths among Older Women
- Cairns, A.J.G., Wen, J, and Kleinow, T. (2023)
Estimating neighbourhood death rates using the random forest algorithm.
Longevity Bulletin, 15: 22-29.
- 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)
-
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,
(Journal open access PDF)
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:
How to find the Department of Actuarial Mathematics and Statistics:
Campus Map: The Colin Maclaurin building is number 1 on the map.
E-mail: A.J.G.Cairns@hw.ac.uk