31 results on '"Cairns, Andrew"'
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2. Longevity Risk and Capital Markets: The 2019-20 Update
3. Longevity Risk and Capital Markets: The 2018-19 Update
4. The Impact of COVID-19 on Future Higher-Age Mortality
5. CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family
6. A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments
7. Modelling Socio-Economic Differences in Mortality Using a New Affl uence Index
8. Still Living with Mortality: The Longevity Risk Transfer Market After One Decade
9. Still Living with Mortality: The Longevity Risk Transfer Market after One Decade
10. Still Living With Mortality: The Longevity Risk Transfer Market After One Decade
11. Phantoms Never Die: Living with Unreliable Population Data
12. Modeling and Management of Longevity Risk
13. Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds
14. Longevity Hedge Effectiveness: A Decomposition
15. Longevity Hedge Effectiveness: A Decomposition
16. Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds
17. The Birth of the Life Market
18. Evaluating the Goodness of Fit of Stochastic Mortality Models
19. Completing the Survivor Derivatives Market: A General Pricing Framework
20. Taking the Long View
21. Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions
22. Facing Up to Uncertain Life Expectancy: The Longevity Fan Charts
23. Modelling and Management of Mortality Risk: A Review
24. The Distribution of Future Annuity Prices under Interest-Rate and Longevity Risks
25. Turning Pension Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans can Learn from Commercial Aircraft Designers
26. Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models
27. Turning Pensions Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn from Commercial Aircraft Designers
28. Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts
29. The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts
30. A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States
31. The Stakeholder Pension Lottery: An Analysis of the Default Funds in UK Stakeholder Pension Schemes
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