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person:"Blake, David"
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Blake, David
Fabozzi, Frank J.
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14
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Discussion paper / The Pensions Institute, Cass Business School, City University
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Insurance / Mathematics & economics
1
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1
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1
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011318350
Saved in:
2
Modelling longevity bonds : analysing the Swiss Re Kortis bond
Hunt, Andrew
;
Blake, David
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 12-29
Persistent link: https://www.econbiz.de/10011349873
Saved in:
3
The birth of the life market
Blake, David
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003814818
Saved in:
4
A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew
(
contributor
);
Blake, David
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329670
Saved in:
5
Longevity bonds : financial engineering, valuation and hedging
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
MacMinn, …
-
2006
Persistent link: https://www.econbiz.de/10003359215
Saved in:
6
Pricing risk on longevity bonds
Cairns, Andrew
;
Blake, David
;
Dawson, Paul
;
Dowd, Kevin
-
2005
Persistent link: https://www.econbiz.de/10003226507
Saved in:
7
Longevity bonds : financial engineering, valuation, and hedging
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
MacMinn, …
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
4
,
pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
Saved in:
8
A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew
;
Blake, David
;
Dowd, Kevin
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
4
,
pp. 687-718
Persistent link: https://www.econbiz.de/10003402086
Saved in:
9
A closed-form formula for calculating bond convexity
Blake, David
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 88-91
Persistent link: https://www.econbiz.de/10001205421
Saved in:
10
Debt-equity swaps as bond conversions : implications for pricing
Blake, David
- In:
Journal of banking & finance
15
(
1991
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10001101008
Saved in:
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