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Measuring market risk
Dowd, Kevin - 2002
Persistent link: https://www.econbiz.de/10001679763
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The myth of Methuselah and the uncertainty of death : the mortality fan charts
Dowd, Kevin; Blake, David; Cairns, Andrew - In: Risks : open access journal 4 (2016) 3, pp. 1-7
This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...
Persistent link: https://www.econbiz.de/10011507620
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"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario - In: Journal of financial services research : JFSR 49 (2016) 1, pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
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Mortality : dependent financial risk measures
Dowd, Kevin (contributor); Cairns, Andrew (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335207
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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. 193-229
Persistent link: https://www.econbiz.de/10003335256
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After VaR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin (contributor); Blake, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003286770
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The myth of Methuselah and the uncertainty of death : the mortality fan charts
Dowd, Kevin (contributor); Blake, David (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003433504
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Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John; Dowd, Kevin - In: Journal of banking & finance 30 (2006) 12, pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
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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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Market risk measurement and management for energy firms
Aragonés, José R.; Blanco, Carlos; Dowd, Kevin; Mark, … - In: The professional risk managers' guide to the energy market, (pp. 67-79). 2008
Persistent link: https://www.econbiz.de/10003678195