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Modelling and management of mortality risk: a review
Cairns, Andrew; Blake, David; Dowd, Kevin - In: Scandinavian actuarial journal : Actuarial Society of … (2008) 2-3, pp. 79-113
Persistent link: https://www.econbiz.de/10008171891
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PERSPECTIVES - 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/10008261828
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Options on normal underlyings with an application to the pricing of survivor swaptions
Dawson, Paul; Dowd, Kevin; Cairns, Andrew J.G.; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774
Persistent link: https://www.econbiz.de/10008265735
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What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom
Blake, David - In: Economica 75 (2008) 298, pp. 342-361
Persistent link: https://www.econbiz.de/10007988787
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A Closed-Form Formula for Calculating Bond Convexity
Blake, David; Orszag, J.Michael - In: The journal of fixed income 6 (1996) 1, pp. 88-91
Persistent link: https://www.econbiz.de/10007310990
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Pension Schemes and Pension Funds in the United Kingdom
Blake, David; Kritzman, Mark - In: The journal of finance : the journal of the American … 51 (1996) 2, pp. 778-780
Persistent link: https://www.econbiz.de/10007313226
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Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew J.G.; Blake, David; Dowd, Kevin - In: Journal of economic dynamics & control 30 (2006) 5, pp. 843-878
Persistent link: https://www.econbiz.de/10007259880
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After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures
Dowd, Kevin; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 2, pp. 193-230
Persistent link: https://www.econbiz.de/10007261616
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Returns from active management in international equity markets: evidence from a panel of UK pension funds
Blake, David; Timmermann, Allan - In: The journal of asset management 6 (2005-06) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10007270105
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A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
Cairns, Andrewj G.; 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/10007383166