Andrew Cairns

Heriot-Watt University - Edinburgh / United Kingdom

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 1149615

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Andrew Cairns's MOST POPULAR ARTICLES

1-) A two‐factor model for stochastic mortality with parameter uncertainty: theory and calibrationAJG Cairns, D Blake, K DowdJournal of Risk and Insurance 73 (4), 687-718, 200611882006

2-) A quantitative comparison of stochastic mortality models using data from England and Wales and the United StatesAJG Cairns, D Blake, K Dowd, GD Coughlan, D Epstein, A Ong, I BalevichNorth American Actuarial Journal 13 (1), 1-35, 20098412009

3-) Pricing death: Frameworks for the valuation and securitization of mortality riskAJG Cairns, D Blake, K DowdASTIN Bulletin: The Journal of the IAA 36 (1), 79-120, 20064922006

4-) Living with mortality: Longevity bonds and other mortality-linked securitiesD Blake, AJG Cairns, K DowdBritish Actuarial Journal 12 (1), 153-197, 20064682006

5-) Mortality density forecasts: An analysis of six stochastic mortality modelsAJG Cairns, D Blake, K Dowd, GD Coughlan, D Epstein, M Khalaf-AllahInsurance: Mathematics and Economics 48 (3), 355-367, 20114252011

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