A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
Cairns, Andrew J. G., Blake, David, Dowd, Kevin
Published in The Journal of risk and insurance (01.12.2006)
Published in The Journal of risk and insurance (01.12.2006)
Get full text
Journal Article
Basis Risk in Index-Based Longevity Hedges: A Guide for Longevity Hedgers
Cairns, Andrew J. G., El Boukfaoui, Ghali
Published in North American actuarial journal (01.01.2021)
Published in North American actuarial journal (01.01.2021)
Get full text
Journal Article
Mortality density forecasts: An analysis of six stochastic mortality models
Cairns, Andrew J.G., Blake, David, Dowd, Kevin, Coughlan, Guy D., Epstein, David, Khalaf-Allah, Marwa
Published in Insurance, mathematics & economics (01.05.2011)
Published in Insurance, mathematics & economics (01.05.2011)
Get full text
Journal Article
The great health challenge: levelling up the U.K
Mayhew, Les, Chan, Mei Sum, Cairns, Andrew J. G.
Published in Geneva papers on risk and insurance. Issues and practice (01.04.2024)
Published in Geneva papers on risk and insurance. Issues and practice (01.04.2024)
Get full text
Journal Article
Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin, Cairns, Andrew J.G., Blake, David, Coughlan, Guy D., Epstein, David, Khalaf-Allah, Marwa
Published in Insurance, mathematics & economics (01.12.2010)
Published in Insurance, mathematics & economics (01.12.2010)
Get full text
Journal Article
Longevity hedge effectiveness: a decomposition
Cairns, Andrew J.G., Dowd, Kevin, Blake, David, Coughlan, Guy D.
Published in Quantitative finance (01.02.2014)
Published in Quantitative finance (01.02.2014)
Get full text
Journal Article
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
Cairns, Andrew J. G., Blake, David, Dowd, Kevin, Coughlan, Guy D., Epstein, David, Ong, Alen, Balevich, Igor
Published in North American actuarial journal (01.01.2009)
Published in North American actuarial journal (01.01.2009)
Get full text
Journal Article
Small population bias and sampling effects in stochastic mortality modelling
Chen, Liang, Cairns, Andrew J. G., Kleinow, Torsten
Published in European actuarial journal (01.07.2017)
Published in European actuarial journal (01.07.2017)
Get full text
Journal Article
Survivor Swaps
Dowd, Kevin, Blake, David, Cairns, Andrew J. G., Dawson, Paul
Published in The Journal of risk and insurance (01.03.2006)
Published in The Journal of risk and insurance (01.03.2006)
Get full text
Journal Article
Survivor Derivatives: A Consistent Pricing Framework
Dawson, Paul, Dowd, Kevin, Cairns, Andrew J. G., Blake, David
Published in The Journal of risk and insurance (01.09.2010)
Published in The Journal of risk and insurance (01.09.2010)
Get full text
Journal Article
Factor risk quantification in annuity models
Karabey, Uǧur, Kleinow, Torsten, Cairns, Andrew J.G.
Published in Insurance, mathematics & economics (01.09.2014)
Published in Insurance, mathematics & economics (01.09.2014)
Get full text
Journal Article
Drivers of mortality: risk factors and inequality
Cairns, Andrew J G, Kleinow, Torsten, Wen, Jie
Published in Journal of the Royal Statistical Society. Series A, Statistics in society (07.10.2024)
Published in Journal of the Royal Statistical Society. Series A, Statistics in society (07.10.2024)
Get full text
Journal Article
Fructan synthesis, accumulation and polymer traits. II. Fructan pools in populations of perennial ryegrass (Lolium perenne L.) with variation for water-soluble carbohydrate and candidate genes were not correlated with biosynthetic activity and demonstrated constraints to polymer chain extension
Gallagher, Joe A, Cairns, Andrew J, Thomas, David, Timms-Taravella, Emma, Skøt, Kirsten, Charlton, Adam, Williams, Peter, Turner, Lesley B
Published in Frontiers in plant science (15.10.2015)
Published in Frontiers in plant science (15.10.2015)
Get full text
Journal Article