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A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States
Cairns, Andrew; Blake, David P.; Dowd, Kevin; Coughlan, … - 2010
We compare quantitatively eight stochastic models explaining improvements in mortality rates in England &Wales and in the US. On the basis of the Bayes Information Criterion (BIC), we find that an extension of the Cairns, Blake & Dowd (2006b) model that incorporates the cohort effect fits the...
Persistent link: https://www.econbiz.de/10014210565
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Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - 2005
Persistent link: https://www.econbiz.de/10003286784
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Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - 2008
Persistent link: https://www.econbiz.de/10003814829
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A quantitative comparison of stochastic mortality models using data from England & Wales and the United States
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - 2007
Persistent link: https://www.econbiz.de/10003434946
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Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003302387
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Cause of death specific cohort effects in U.S. mortality
Lourés, Cristian Redondo; Cairns, Andrew - In: Insurance / Mathematics & economics 99 (2021), pp. 190-199
Persistent link: https://www.econbiz.de/10012649226
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Does asymmetric information justify bank capital adequacy regulation?
Dowd, Kevin - In: The Cato journal : an interdisciplinary journal of … 19 (1999) 1, pp. 39-47
Persistent link: https://www.econbiz.de/10001424589
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Automatic stabilizing mechanisms under free banking
Dowd, Kevin - In: The Cato journal : an interdisciplinary journal of … 7 (1988) 3, pp. 555-821
Persistent link: https://www.econbiz.de/10001268687
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Re-examining the case for government deposit insurance
Dowd, Kevin - In: Southern economic journal 59 (1993) 3, pp. 363-370
Persistent link: https://www.econbiz.de/10001137188
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A note on the demand for non-durable goods
Dowd, Kevin - In: Journal of macroeconomics 13 (1991) 3, pp. 543-551
Persistent link: https://www.econbiz.de/10001108903