Actuarial Research Centre

Andrew Cairns is Director of the Actuarial Research Centre (ARC), the Institute and Faculty of Actuaries' network of actuarial researchers around the world.
  • postdoctoral research positions are now available.

    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.
    Short biography: bio

    Consultancy and Sponsored Research: There are possibilities to hire me on a consultancy basis and to sponsor major new research projects.

    Recent papers, talks and other news:

  • List of recent publications.
  • Download recent presentations.


  • F71AH Financial Economics 1

  • F71PT Portfolio Theory

  • F71EM: Enterprise Risk Management II - module home page.

    Gilts Database: (UK government bonds data: prices, amounts, indices)
    Book: Interest Rate Models: An Introduction, published by Princeton University Press.

    Research: Principal research interests are:


    How to find the Department of Actuarial Mathematics and Statistics:
    Campus Map: The Colin Maclaurin building is number 1 on the map.
  • MSc in Financial Maths home page
  • MSc in Actuarial Science home page
  • MSc in Actuarial Management home page
  • News and selected financial links.