D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 32 Citations 7,380 91 World Ranking 1781 National Ranking 209

Research.com Recognitions

Awards & Achievements

2016 - Fellow of the Royal Society of Edinburgh

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Normal distribution

Andrew J. G. Cairns mostly deals with Actuarial science, Econometrics, Longevity risk, Pension and Bond. His studies deal with areas such as Model risk, Equity, Hedge, Valuation and Asset allocation as well as Actuarial science. His work carried out in the field of Econometrics brings together such families of science as Mortality rate and Bayesian probability.

His study on Longevity risk is mostly dedicated to connecting different topics, such as Interest rate. His Pension research is multidisciplinary, relying on both Salary, Microeconomics, Asset and Welfare. His research integrates issues of Financial engineering, Financial economics, Reference population, Risk management and Incomplete markets in his study of Bond.

His most cited work include:

  • A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (612 citations)
  • A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (430 citations)
  • Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (289 citations)

What are the main themes of his work throughout his whole career to date?

Andrew J. G. Cairns focuses on Actuarial science, Econometrics, Pension, Longevity risk and Bond. His research in Actuarial science intersects with topics in Hedge, Finance, Financial economics, Valuation and Risk management. His work deals with themes such as Statistics, Markov chain, Yield curve, Interest rate and Mortality data, which intersect with Econometrics.

His work in the fields of Pension plan overlaps with other areas such as Work. His Longevity risk study combines topics in areas such as Stochastic modelling, Robustness, Financial instrument and Capital market. His research investigates the connection with Bond and areas like Market liquidity which intersect with concerns in Credit risk.

He most often published in these fields:

  • Actuarial science (43.12%)
  • Econometrics (26.88%)
  • Pension (25.00%)

What were the highlights of his more recent work (between 2013-2021)?

  • Actuarial science (43.12%)
  • Longevity risk (20.63%)
  • Mortality rate (9.38%)

In recent papers he was focusing on the following fields of study:

Andrew J. G. Cairns mostly deals with Actuarial science, Longevity risk, Mortality rate, Statistics and Capital market. His work in Actuarial science tackles topics such as Risk management which are related to areas like Portfolio optimization. His Longevity risk study results in a more complete grasp of Pension.

The Statistics study combines topics in areas such as Cohort effect, Econometrics and Multi population. His Econometrics research includes elements of Estimator and Epidemic dynamics. His Capital market study integrates concerns from other disciplines, such as Bond and Monetary economics.

Between 2013 and 2021, his most popular works were:

  • Longevity hedge effectiveness: a decomposition (63 citations)
  • Multi-population mortality models: fitting, forecasting and comparisons (32 citations)
  • Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds (32 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Normal distribution

His primary areas of investigation include Actuarial science, Longevity risk, Mortality rate, Econometrics and Statistics. His Actuarial science research incorporates elements of Hedge and Pension. His Pension study incorporates themes from Financial instrument and Venture capital.

His Longevity risk research is multidisciplinary, incorporating elements of Bond, Monetary economics and Capital market. His Econometrics study integrates concerns from other disciplines, such as Score test, Likelihood-ratio test, Estimator and Parametric statistics. In general Statistics, his work in Statistic and Sampling distribution is often linked to Process and Model parameters linking many areas of study.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

Andrew J. G. Cairns;David Blake;Kevin Dowd.
Journal of Risk and Insurance (2006)

1065 Citations

A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

A. J G Cairns;Blake David;Kevin Dowd;Guy D. Coughlan.
The North American Actuarial Journal (2009)

762 Citations

Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

Andrew J.G. Cairns;David Blake;Kevin Dowd.
Astin Bulletin (2006)

477 Citations

Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities

D. Blake;A. J. G. Cairns;K. Dowd.
British Actuarial Journal (2006)

447 Citations

Interest Rate Models An Introduction

Andrew John George Cairns.
(2010)

358 Citations

Mortality density forecasts: An analysis of six stochastic mortality models

Andrew J.G. Cairns;David Blake;Kevin Dowd;Guy D. Coughlan.
Insurance Mathematics & Economics (2011)

349 Citations

Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans

Andrew J.G. Cairns;David Blake;Kevin Dowd.
Journal of Economic Dynamics and Control (2006)

348 Citations

Modelling and management of mortality risk: a review

Andrew J. G. Cairns;David Blake;Kevin Dowd.
Scandinavian Actuarial Journal (2008)

334 Citations

Longevity Bonds: Financial Engineering, Valuation, and Hedging

David Blake;Andrew Cairns;Kevin Dowd;Richard MacMinn;Richard MacMinn.
Journal of Risk and Insurance (2006)

269 Citations

Bayesian Stochastic Mortality Modelling for Two Populations

Andrew J. G. Cairns;David Blake;Kevin Dowd;Guy D. Coughlan.
Astin Bulletin (2011)

260 Citations

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