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.

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.