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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...

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