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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

Modelling socio-economic differences in the mortality of Danish males using a new affluence index

Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - 2016

Persistent link: https://www.econbiz.de/10011474745

Le nouveau marché du risque de longévité

Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: Revue d'économie financière : revue trimestrielle de … 122 (2016), pp. 129-164

Persistent link: https://www.econbiz.de/10011514480

Still living with mortality : the longevity risk transfer market after one decade

Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018

Persistent link: https://www.econbiz.de/10011912097

Modelling socio-economic differences in the mortality of Danish males using a new affluence index

Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - 2016

Persistent link: https://www.econbiz.de/10011489281

The birth of the life market

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

Persistent link: https://www.econbiz.de/10003814818

Backtesting stochastic mortality models : an ex-post evaluation of multi-period-ahead density forecasts

Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - 2008

Persistent link: https://www.econbiz.de/10003814823

Evaluating the goodness of fit of stochastic mortality models

Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - 2008

Persistent link: https://www.econbiz.de/10003814826

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

Taking the long view

Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009

Persistent link: https://www.econbiz.de/10003839482

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