Items where Author is "Cairns, A. J. G."
Article
Mayhew, L. 
ORCID: 0000-0002-0380-1757, Chan, M. S. & Cairns, A. J. G. (2024).
The great health challenge – levelling up the UK.
Geneva Papers on Risk and Insurance: Issues and Practice, 49(2),
pp. 270-294.
doi: 10.1057/s41288-024-00317-0
Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. J. G., Kallestrup-Lamb, M. & Rangvid, J. (2023).
Longevity risk and capital markets: the 2021–22 update.
Journal of Demographic Economics, 89(3),
pp. 299-312.
doi: 10.1017/dem.2023.2
Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Dowd, K. , Coughlan, G. D., Jones, O. & Rowney, J. (2022).
A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme.
European Actuarial Journal, 12(1),
pp. 381-415.
doi: 10.1007/s13385-022-00309-1
Blake, D. ORCID: 0000-0002-2453-2090 & 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
Dowd, K., Cairns, A. J. G. & Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(sup1), S170-S181. doi: 10.1080/10920277.2019.1652102
Blake, D., Cairns, A. J. G., Dowd, K. & Kessler, A.R. (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, article number e1. doi: 10.1017/s1357321718000314
Dowd, K., Blake, D. & Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), article number 21. doi: 10.3390/risks4030021
Blake, D., Boardman, T. & 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. & Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986
Book Section
Coughlan, G. D., Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R. , Cairns, A. J. G. & 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.
doi: 10.1007/978-1-4614-0155-1_34
Monograph
Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A.R. & Kessler, M. (2020).
The Impact of Covid-19 on Future Higher-Age Mortality.
London, UK: Pensions Institute.