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Finance : a characteristics approach
Blake, David (ed.) - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001401329
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Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011412911
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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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Sharing longevity risk : why governments should issue longevity bonds
Blake, David; Boardman, Tom; Cairns, Andrew - In: North American actuarial journal 18 (2014) 1, pp. 258-277
Persistent link: https://www.econbiz.de/10011339008
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Modelling mortality for pension schemes
Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629
Persistent link: https://www.econbiz.de/10011729641
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Longevity risk and capital markets : the 2015-16 update
Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
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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
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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
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Longevity insurance annuities : lessons from the United Kingdom
Blake, David; Turner, John A. - 2013
Persistent link: https://www.econbiz.de/10010234136