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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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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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Longevity insurance annuities : lessons from the United Kingdom
Blake, David; Turner, John A. - 2013
Persistent link: https://www.econbiz.de/10010234136
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What is a promise from the government worth? : Measuring and assessing political risk in state and personal pension schemes in the United Kingdom
Blake, David (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002230533
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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
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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
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Mortality-linked securities and derivatives
Biffis, Enrico; Blake, David - 2009
Persistent link: https://www.econbiz.de/10003803147
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Taking the long view
Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009
Persistent link: https://www.econbiz.de/10003839482
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Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367
Persistent link: https://www.econbiz.de/10008989294