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Mortality : dependent financial risk measures

Dowd, Kevin (contributor); Cairns, Andrew (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003335207

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

Designing a defined-contribution plan : what to learn from aircraft designers

Blake, David; Cairns, Andrew; Dowd, Kevin - In: Financial analysts' journal : FAJ 65 (2009) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10003811204

Turning pension plans into pension planes : what investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers

Blake, David (contributor); Cairns, Andrew (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003740874

A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives : with An Application to the UK Universities Superannuation Scheme

Cairns, Andrew; Blake, David P.; Dowd, Kevin; Coughlan, … - 2022

We propose a general framework that can be used to analyse the mortality experience of a large portfolio of lives. The objective of the framework is to provide a firm evidence base to support the setting of future mortality assumptions for the portfolio as a whole or subgroup-by-subgroup. The...

Persistent link: https://www.econbiz.de/10014084343