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The myth of Methuselah and the uncertainty of death : the mortality fan charts

Dowd, Kevin; Blake, David; Cairns, Andrew - In: Risks : open access journal 4 (2016) 3, pp. 1-7

This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the … most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model … of male mortality that is known to provide a good fit to UK mortality data. The fan charts suggest that there are clear …

Persistent link: https://www.econbiz.de/10011507620

Modelling socio-economic differences in the mortality of Danish males using a new affluence index

Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - 2016

Persistent link: https://www.econbiz.de/10011474745

Sharing longevity risk : why governments should issue longevity bonds

Blake, David; Boardman, Tom; Cairns, Andrew - In: North American actuarial journal 18 (2014) 1, pp. 258-277

Persistent link: https://www.econbiz.de/10011339008

Modeling and management of longevity risk

Cairns, Andrew - In: Recreating sustainable retirement : resilience, …, (pp. 71-88). 2014

Persistent link: https://www.econbiz.de/10010458573

Multi-population mortality models : fitting, forecasting and comparisons

Enchev, Vasil; Kleinow, Torsten; Cairns, Andrew - In: Scandinavian actuarial journal (2017) 4, pp. 319-342

Persistent link: https://www.econbiz.de/10011772151

Stochastic mortality modeling : key drivers and dependent residuals

Mavros, George; Cairns, Andrew; Streftaris, George; … - In: North American actuarial journal 21 (2017) 3, pp. 343-368

Persistent link: https://www.econbiz.de/10011858058

Le nouveau marché du risque de longévité

Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: Revue d'économie financière : revue trimestrielle de … 122 (2016), pp. 129-164

Persistent link: https://www.econbiz.de/10011514480

Still living with mortality : the longevity risk transfer market after one decade

Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018

Persistent link: https://www.econbiz.de/10011912097

Modelling socio-economic differences in the mortality of Danish males using a new affluence index

Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - 2016

Persistent link: https://www.econbiz.de/10011489281

The birth of the life market

Blake, David (contributor); Cairns, Andrew (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003814818

A service of the