Andrew J. G. Cairns

Demography · 2000–2013

A researcher in the Science corpus: 17 papers; trusts 31 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

• Demography — 90 citations into it; #85 of 4,236 by trust here, #153 by citations
• Economics and Econometrics — 58 citations into it; #4,925 of 23,481 by trust here, #9,259 by citations
• General Health Professions — 56 citations into it; #218 of 4,781 by trust here, #277 by citations
• Finance — 41 citations into it; #2,788 of 10,518 by trust here, #6,671 by citations
• Accounting — 16 citations into it; #1,594 of 8,970 by trust here, #2,463 by citations
• Management Science and Operations Research — 15 citations into it; #2,147 of 11,946 by trust here, #6,024 by citations
• Statistics and Probability — 8 citations into it
• Health — 7 citations into it; #128 of 2,035 by trust here, #306 by citations

Whom Andrew J. G. Cairns trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David P. Blake
2. M. Dahl
3. Shaun S. Wang
4. Kevin Dowd
5. Denise Draper
6. R. Plat
7. M. Milevsky
8. Enrico Biffis
9. Nan Li
10. Johnny Siu-Hang Li

Who trusts Andrew J. G. Cairns overall

1. David P. Blake
2. Elena Vigna
3. Kevin Dowd
4. Johnny Siu-Hang Li
5. Elisa Luciano
6. Daniel Bauer
7. Andrew Ngai
8. H. Booth
9. Mary R. Hardy
10. Zoltan Butt

Papers from Andrew J. G. Cairns's perspective

Ordered by how strongly the researchers Andrew J. G. Cairns trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Poisson log-bilinear regression approach to the construction of projected lifetables
2. Premium Calculation by Transforming the Layer Premium Density
3. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
4. Valuation and hedging of life insurance liabilities with systematic mortality risk
5. Mortality derivatives and the option to annuitise
6. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
7. The fair value of guaranteed annuity options
8. Modelling Extremal Events for Insurance and Finance
9. A cohort-based extension to the Lee-Carter model for mortality reduction factors
10. SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK

Their papers

• A discussion of parameter and model uncertainty in insurance (2000) — 158 citations
• Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006) — 297 citations
• The New Life Market (2013) — 114 citations
• A Gravity Model of Mortality Rates for Two Related Populations (2011) — 166 citations
• Modelling and management of longevity risk: Approximations to survivor functions and dynamic hedging (2011) — 61 citations
• Interest Rate Models An Introduction (2010) — 105 citations
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009) — 714 citations
• Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans (2006) — 363 citations
• Mortality-dependent financial risk measures (2006) — 50 citations
• A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration (2006) — 989 citations
• Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006) — 180 citations
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (2006) — 392 citations
• A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (2004) — 46 citations
• Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003) — 208 citations
• Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (2001) — 183 citations
• Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (2000) — 179 citations
• 1 STOCHASTIC PROCESSES : LEARNING THE LANGUAGE By (2000)