Narrow search
Showing 1 - 10 of 85
Cover Image
Optimal Dynamic Asset Allocation for Defined-Contribution Pension Plans
Cairns, Andrew J.G.; Blake, David; Dowd, Kevin - 2000
We develop an optimal asset allocatlon model for the accumulation phase of a defined contribution pension plan in the presence of non-hedgeable salary risk...
Persistent link: https://www.econbiz.de/10005847495
Cover Image
The stakeholder pension lottery : an analysis of the default funds in UK stakeholder pension schemes
Blake, David; Byrne, Alistair; Cairns, Andrew; Dowd, Kevin - 2005
Persistent link: https://www.econbiz.de/10003001625
Cover Image
Good practice principles in modelling defined contribution pension plans
Dowd, Kevin; Blake, David - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21
We establish 16 good practice principles for modelling defined contribution pension plans. These principles cover the following issues: model specification and calibration; modelling quantifiable uncertainty; modelling member choices; modelling member characteristics, such as occupation and...
Persistent link: https://www.econbiz.de/10013161732
Cover Image
Optimal dynamic asset allocation for defined-contribution pension plans
Cairns, Andrew (contributor); Blake, David (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539413
Cover Image
Pension metrics : stochastic pension plan design and value-at-risk during the accumulation phase
Blake, David (contributor); Cairns, Andrew (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539997
Cover Image
Pension metrics : stoachastic pension plan design during the distribution phase
Blake, David (contributor); Cairns, Andrew (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540000
Cover Image
What should be done about the underfunding of defined benefit pension schemes? : a case study of Ireland
Cotter, John; Blake, David; Dowd, Kevin - 2014
Persistent link: https://www.econbiz.de/10010362926
Cover Image
What should be done about the underfunding of defined benefit pension schemes?
Cotter, John; Blake, David; Dowd, Kevin - 2012
Persistent link: https://www.econbiz.de/10009515752
Cover Image
Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew; Blake, David; Dowd, Kevin - In: Journal of economic dynamics & control 30 (2006) 5, pp. 843-877
Persistent link: https://www.econbiz.de/10003317080
Cover Image
Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew (contributor); Blake, David (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003358255