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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
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Discussion paper / The Pensions Institute, Cass Business School, City University
Insurance / Mathematics & economics
287
The journal of risk and insurance : the journal of the American Risk and Insurance Association
106
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
95
Risks : open access journal
94
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
72
Scandinavian actuarial journal
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Astin bulletin : the journal of the International Actuarial Association
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Working paper / National Bureau of Economic Research, Inc.
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Études et dossiers / Association Internationale pour l'Étude de l'Économie de l'Assurance
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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NBER working paper series
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NBER Working Paper
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Journal of health economics
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Journal of risk finance : the convergence of financial products and insurance
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Convergence of capital and insurance markets
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Risk management and insurance review
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Journal of risk and uncertainty : JRU
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The handbook of insurance-linked securities
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Asia-Pacific journal of risk and insurance : APJRI
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Working paper / Risk Management and Decision Processes Center, Wharton School, University of Pennsylvania
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European journal of operational research : EJOR
13
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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The journal of insurance issues : official journal of the Western Risk and Insurance Association
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Working paper
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Discussion paper / Tinbergen Institute
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Economic modelling
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The European journal of health economics : HEPAC ; health economics in prevention and care
12
The journal of risk & insurance
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11
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CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
-
2020
Persistent link: https://www.econbiz.de/10012803786
Saved in:
2
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
Saved in:
3
Longevity : a new asset class
Blake, David
-
2018
Persistent link: https://www.econbiz.de/10011912099
Saved in:
4
Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011412911
Saved in:
5
Forward mortality rates in discrete time II : longevity risk and hedging strategies
Hunt, Andrew
;
Blake, David
-
2016
Persistent link: https://www.econbiz.de/10011449869
Saved in:
6
Longevity risk and capital markets : the 2013 - 14 update
Tan, Ken Seng
;
Blake, David
;
MacMinn, Richard D.
-
2015
Persistent link: https://www.econbiz.de/10010515324
Saved in:
7
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George
;
Cairns, Andrew
;
Kleinow, Torsten
; …
-
2014
Persistent link: https://www.econbiz.de/10010362818
Saved in:
8
Robust hedging of longevity risk
Cairns, Andrew
-
2012
Persistent link: https://www.econbiz.de/10009573349
Saved in:
9
Key q-duration : a framework for hedging longevity risk
Li, Johnny Siu-Hang
;
Luo, Ancheng
-
2011
Persistent link: https://www.econbiz.de/10009536145
Saved in:
10
Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging
Cairns, Andrew
-
2011
Persistent link: https://www.econbiz.de/10009536153
Saved in:
11
Longevity risk and capital markets : the 2009 - 2010 update
Blake, David
;
Brockett, Patrick L.
;
Cox, Samuel H.
; …
-
2011
Persistent link: https://www.econbiz.de/10008904666
Saved in:
12
One-year value-at-risk for longevity and mortality
Plat, Richard
-
2010
Persistent link: https://www.econbiz.de/10008905055
Saved in:
13
On stochastic mortality modeling
Plat, Richard
-
2009
Persistent link: https://www.econbiz.de/10003814814
Saved in:
14
Risk and valuation of mortality contingent catastrophe bonds
Bauer, Daniel
(
contributor
);
Kramer, Florian W.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003638565
Saved in:
15
Completing the survivor derivatives market
Dawson, Paul
;
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
-
2007
Persistent link: https://www.econbiz.de/10003583412
Saved in:
16
Living with mortality : longevity bonds and other mortality-linked securities
Blake, David
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003262062
Saved in:
17
Survivor swaps
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew
;
Dawson, Paul
-
2005
Persistent link: https://www.econbiz.de/10003286784
Saved in:
18
Pricing risk on longevity bonds
Cairns, Andrew
;
Blake, David
;
Dawson, Paul
;
Dowd, Kevin
-
2005
Persistent link: https://www.econbiz.de/10003226507
Saved in:
19
Portfolio regulation of life insurance companies and pension funds
Davis, E. Philip
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539993
Saved in:
20
Survivor bonds and compulsory annuitization : two ways of helping the private sector reduce the costs of pension provision
Blake, David
(
contributor
);
Burrows, William
(
contributor
); …
-
1999
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001540591
Saved in:
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