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Items where Author is "Cairns, A. J. G."

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Blake, D. ORCID: 0000-0002-2453-2090 and Cairns, A. J. G. (2021). Longevity Risk and Capital Markets: The 2019-20 Update. Insurance: Mathematics and Economics, 99, pp. 395-439. doi: 10.1016/j.insmatheco.2021.04.001

Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A.R. and Kessler, M. (2020). The Impact of Covid-19 on Future Higher-Age Mortality. London, UK: Pensions Institute.

Dowd, K., Cairns, A. J. G. and Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(1), S170-S181. doi: 10.1080/10920277.2019.1652102

Blake, D., Cairns, A. J. G., Dowd, K. and Kessler, A.R. (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, e1. doi: 10.1017/S1357321718000314

Dowd, K., Blake, D. and Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), 21.. doi: 10.3390/risks4030021

Blake, D., Boardman, T. and Cairns, A. J. G. (2014). Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. North American Actuarial Journal, 18(1), pp. 258-277. doi: 10.1080/10920277.2014.883229

Cairns, A. J. G., Dowd, K., Blake, D. and Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986

Coughlan, G. D., Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Cairns, A. J. G. and Dowd, K. (2013). Longevity Risk and Hedging Solutions. In: Dionne, G. (Ed.), Handbook of Insurance. (pp. 997-1035). New York, USA: Springer Science & Business Media. ISBN 978-1-4614-0154-4

This list was generated on Tue Jul 27 05:19:53 2021 UTC.