Zobrazeno 1 - 10
of 106
pro vyhledávání: '"Andrew J. G. Cairns"'
Publikováno v:
Risks, Vol 4, Iss 3, p 21 (2016)
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 mo
Externí odkaz:
https://doaj.org/article/85ab7cefadc04c9888c8147a6ad50979
Publikováno v:
Insurance: Mathematics and Economics. 99:190-199
We use a stochastic age–period–cohort mortality model to analyse US data for years 1989–2015 and ages 50-75, separated by gender, educational attainment, and cause of death. The paper focuses, in particular, on the fitted cohort effect for each
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87ee88c379b1a08deae652ecdf98ca91
https://doi.org/10.1016/j.insmatheco.2021.03.026
https://doi.org/10.1016/j.insmatheco.2021.03.026
Autor:
Andrew J. G. Cairns, David Blake
Publikováno v:
Annals of Actuarial Science. 14:219-261
This Special Issue of the Annals of Actuarial Science contains 12 contributions to the academic literature all dealing with longevity risk and capital markets. Draft versions of the papers were presented at Longevity 14: The Fourteenth International
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ac4fdb0f919d9791331f97fbc8877bf
https://doi.org/10.1017/s1748499520000202
https://doi.org/10.1017/s1748499520000202
Publikováno v:
Annals of Actuarial Science. 15:144-172
We compare results for 12 multi-population mortality models fitted to 10 distinct socio-economic groups in England, subdivided using the Index of Multiple Deprivation. Using the Bayes Information Criterion to compare models, we find that a special ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::367c02ec6123f5ba8eb6128151955428
https://doi.org/10.1017/s1748499520000184
https://doi.org/10.1017/s1748499520000184
Publikováno v:
Annals of Actuarial Science. 14:384-419
Different mortality rates for different socio-economic groups within a population have been consistently reported throughout the years. In this study, we aim to exploit data from multiple public sources, including highly detailed cause-of-death data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce60100282e8479f4af75bcfd08e1562
https://doi.org/10.1017/s1748499520000044
https://doi.org/10.1017/s1748499520000044
Publikováno v:
North American Actuarial Journal. 24:533-561
This article looks at the mortality of Canadian pensioners subdivided by pension level using data from the Canada Pension Plan (CPP) and Quebec Pension Plan (QPP). Differing pension levels (11 grou...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f23c5bf865ddcbbacb7bb32893c815cc
https://doi.org/10.1080/10920277.2019.1679190
https://doi.org/10.1080/10920277.2019.1679190
Publikováno v:
North American Actuarial Journal. 25:S97-S118
This article considers the assessment of longevity basis risk in the context of a general index-based hedge. We develop a detailed framework for measuring the impact of a hedge on regulatory or eco...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eff3f1c66d7f8aceb69aa72254d8ee7d
https://doi.org/10.1080/10920277.2019.1651658
https://doi.org/10.1080/10920277.2019.1651658
Publikováno v:
The North American actuarial journal, 2019, Vol.25(sup1), pp.S170-S181 [Peer Reviewed Journal]
We consider the effectiveness of an illustrative annuity hedging problem in which a forward annuity predicated on one population is hedged by a position in a forward annuity predicated on another population. Our analysis makes use of the age-period-c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d319b31409e676829a4b4f1685f5a295
https://doi.org/10.1080/10920277.2019.1652102
https://doi.org/10.1080/10920277.2019.1652102
Publikováno v:
PLoS ONE, Vol 16, Iss 7, p e0253854 (2021)
PLoS ONE
PLoS ONE
Background We identify socioeconomic disparities by region in cancer morbidity and mortality in England for all-cancer and type-specific cancers, and use incidence data to quantify the impact of cancer diagnosis delays on cancer deaths between 2001
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc647837ca22e657fcaf0046abee57f4
https://doaj.org/article/b2c4a8d0eb0b49e191d185e74019b7c5
https://doaj.org/article/b2c4a8d0eb0b49e191d185e74019b7c5
Publikováno v:
Annals of Actuarial Science
Annals of actuarial science, 2020, Vol.14(2), pp.445-460 [Peer Reviewed Journal]
Annals of actuarial science, 2020, Vol.14(2), pp.445-460 [Peer Reviewed Journal]
The purpose of this paper is to identify a workhorse mortality model for the adult age range (i.e., excluding the accident hump and younger ages). It applies the “general procedure” (GP) of Hunt & Blake [(2014), North American Actuarial Journal,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4c35218cd0ca39e7c13ce027db4449a
https://doi.org/10.2139/ssrn.3552249
https://doi.org/10.2139/ssrn.3552249