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International asset allocation with time-varying investment opportunities
Timmermann, Allan (contributor); Blake, David (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539984
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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
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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
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Survivor bonds and compulsory annuitization : two ways of helping the private sector reduce the costs of pension provision
Blake, David (contributor); Burrows, William (contributor);  … - 1999 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001540591
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Two decades of pension reform in the UK: what are the implications for occupational pension schemes?
Blake, David - In: Employee relations 22 (2000) 3, pp. 223-245
Persistent link: https://www.econbiz.de/10006779236
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Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
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Survivor derivatives : a consistent pricing framework
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 579-596
Persistent link: https://www.econbiz.de/10008650419
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Securitizing and tranching longevity exposures
Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003953340
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Editorial: Longevity risk and capital markets : the 2010 - 2011 update
Blake, David; Courbage, Christophe; MacMinn, Richard D.; … - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10009503516
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Special issue on longevity
Blake, David (contributor) - 2011
Persistent link: https://www.econbiz.de/10009503521