Professor Andrew Cairns, PhD, FFA
Consultancy and Sponsored Research
I am available for consultancy where there is an appropriate
interface between your needs and my research interests.
In particular, feel free to contact me to discuss work in the following fields:
- longevity risk and stochastic mortality modelling
- risk management options for longevity risk
- securitisation of longevity and mortality risk
- interest-rate modelling
- asset-liability modelling for pension funds and life insurers
There are also potential oportunities to:
- basic research;
- research leading to improvements in risk management and reserving;
- external audit of economic capital models and internal models;
- specialist CPD training.
- sponsor major research projects in longevity risk;
- sponsor PhD research students.
Past consultancy clients include:
JPMorgan LifeMetrics (2006-2010),
Canada Pension Plan Investment Board (CPPIB),
General Motors Pension Plan/Jenner & Block Attorneys,
Lane Clark and Peacock,
Barrie & Hibbert,
Banca della Svizzera Italiana (BSI),
and Benfield Greig.
Back to Andrew Cairns's
Andrew Cairns / Department of Actuarial Mathematics and Statistics/
Heriot-Watt University / Edinburgh, EH14 4AS