Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) Full Text: DOI OpenURL
Redondo Lourés, Cristian; Cairns, Andrew J. G. Cause of death specific cohort effects in U.S. mortality. (English) Zbl 1467.91149 Insur. Math. Econ. 99, 190-199 (2021). MSC: 91G05 62P05 62M20 PDF BibTeX XML Cite \textit{C. Redondo Lourés} and \textit{A. J. G. Cairns}, Insur. Math. Econ. 99, 190--199 (2021; Zbl 1467.91149) Full Text: DOI OpenURL
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David Hedging annuity risks with the age-period-cohort two-population gravity model. (English) Zbl 1461.91243 N. Am. Actuar. J. 25, Suppl. 1, S170-S181 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Dowd} et al., N. Am. Actuar. J. 25, S170--S181 (2021; Zbl 1461.91243) Full Text: DOI Link OpenURL
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin Modelling socio-economic differences in mortality using a new affluence index. (English) Zbl 1427.91201 ASTIN Bull. 49, No. 3, 555-590 (2019). MSC: 91D20 60J85 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 49, No. 3, 555--590 (2019; Zbl 1427.91201) Full Text: DOI Link OpenURL
Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew J. G. Multi-population mortality models: fitting, forecasting and comparisons. (English) Zbl 1401.62206 Scand. Actuar. J. 2017, No. 4, 319-342 (2017). MSC: 62P05 62P25 91B30 91D20 PDF BibTeX XML Cite \textit{V. Enchev} et al., Scand. Actuar. J. 2017, No. 4, 319--342 (2017; Zbl 1401.62206) Full Text: DOI Link OpenURL
Chen, Liang; Cairns, Andrew J. G.; Kleinow, Torsten Small population bias and sampling effects in stochastic mortality modelling. (English) Zbl 1394.91201 Eur. Actuar. J. 7, No. 1, 193-230 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{L. Chen} et al., Eur. Actuar. J. 7, No. 1, 193--230 (2017; Zbl 1394.91201) Full Text: DOI Link OpenURL
Karabey, Uǧur; Kleinow, Torsten; Cairns, Andrew J. G. Factor risk quantification in annuity models. (English) Zbl 1304.91116 Insur. Math. Econ. 58, 34-45 (2014). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{U. Karabey} et al., Insur. Math. Econ. 58, 34--45 (2014; Zbl 1304.91116) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. Longevity hedge effectiveness: a decomposition. (English) Zbl 1294.91072 Quant. Finance 14, No. 2, 217-235 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., Quant. Finance 14, No. 2, 217--235 (2014; Zbl 1294.91072) Full Text: DOI Link OpenURL
Cairns, Andrew J. G. Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging. (English) Zbl 1230.91068 Insur. Math. Econ. 49, No. 3, 438-453 (2011). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{A. J. G. Cairns}, Insur. Math. Econ. 49, No. 3, 438--453 (2011; Zbl 1230.91068) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. (English) Zbl 07472689 N. Am. Actuar. J. 13, No. 1, 1-35 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., N. Am. Actuar. J. 13, No. 1, 1--35 (2009; Zbl 07472689) Full Text: DOI OpenURL
Blake, David; Dowd, Kevin; Cairns, Andrew J. G. Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. (English) Zbl 1141.91485 Insur. Math. Econ. 42, No. 3, 1062-1066 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Blake} et al., Insur. Math. Econ. 42, No. 3, 1062--1066 (2008; Zbl 1141.91485) Full Text: DOI OpenURL
MacDonald, Bonnie-Jeanne; Cairns, Andrew J. G. The impact of DC pension systems on population dynamics. (English) Zbl 1480.91228 N. Am. Actuar. J. 11, No. 1, 17-48 (2007). MSC: 91G05 91D20 91G10 PDF BibTeX XML Cite \textit{B.-J. MacDonald} and \textit{A. J. G. Cairns}, N. Am. Actuar. J. 11, No. 1, 17--48 (2007; Zbl 1480.91228) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin Pricing death frameworks for the valuation and securitization of mortality risk. (English) Zbl 1162.91403 Astin Bull. 36, No. 1, 79-120 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 36, No. 1, 79--120 (2006; Zbl 1162.91403) Full Text: DOI OpenURL
Blake, David; Cairns, Andrew J. G.; Dowd, Kevin Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (English) Zbl 1043.62086 Insur. Math. Econ. 33, No. 1, 29-47 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{D. Blake} et al., Insur. Math. Econ. 33, No. 1, 29--47 (2003; Zbl 1043.62086) Full Text: DOI OpenURL
Cairns, Andrew J. G. A discussion of parameter and model uncertainty in insurance. (English) Zbl 0971.62063 Insur. Math. Econ. 27, No. 3, 313-330 (2000). MSC: 62P05 62F15 PDF BibTeX XML Cite \textit{A. J. G. Cairns}, Insur. Math. Econ. 27, No. 3, 313--330 (2000; Zbl 0971.62063) Full Text: DOI OpenURL