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person:"Blake, David"
~person:"Franses, Philip Hans"
~person:"Koop, Gary"
~subject:"Finanzmarkt"
~subject:"Forecasting model"
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Finanzmarkt
Forecasting model
Großbritannien
139
United Kingdom
136
Pensionskasse
34
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31
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29
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29
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20
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Blake, David
Franses, Philip Hans
Koop, Gary
Garratt, Anthony
20
Kapetanios, George
18
Sylla, Richard Eugene
13
Price, Simon
12
Gupta, Rangan
11
Labhard, Vincent
11
Londono, Juan M.
11
Dowd, Kevin
10
Knüppel, Malte
10
Taylor, Mark P.
10
Doepke, Matthias
9
Goodhart, Charles A. E.
9
Lee, Kevin C.
9
Marcellino, Massimiliano
9
Mayer, Colin P.
9
Pesaran, M. Hashem
9
Rousseau, Peter L.
9
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9
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9
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9
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9
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9
Zhou, Hao
9
Zilibotti, Fabrizio
9
Caporale, Guglielmo Maria
8
Clements, Michael P.
8
Ghysels, Eric
8
Jagannathan, Ravi
8
Jordà, Òscar
8
Jumah, Adusei
8
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8
Mitchell, James
8
Weale, Martin
8
Hall, Stephen G.
7
Hendry, David F.
7
Neuenkirch, Matthias
7
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Discussion paper / The Pensions Institute, Cass Business School, City University
6
Insurance / Mathematics & economics
4
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
28
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1
Longevity risk and capital markets : the 2019-20 update
Blake, David
;
Cairns, Andrew
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 395-439
Persistent link: https://www.econbiz.de/10012649241
Saved in:
2
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
Saved in:
3
Longevity risk and capital markets : the 2014-15 update
Blake, David
;
Morales, Marco
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 279-297
Persistent link: https://www.econbiz.de/10011685154
Saved in:
4
Mortality-linked securities and derivatives
Biffis, Enrico
;
Blake, David
-
2009
Persistent link: https://www.econbiz.de/10003803147
Saved in:
5
Financial sophistication and pension plan decisions
Byrne, Alistair
;
Blake, David
;
Mannion, Graham
-
2009
Persistent link: https://www.econbiz.de/10003803154
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Real-time prediction with UK monetary aggregates in the presence of model uncertainty
Garratt, Anthony
;
Koop, Gary
;
Vahey, Shaun P.
;
Mise, Emi
-
2008
Persistent link: https://www.econbiz.de/10003786815
Saved in:
10
Financial risks and the pension protection fund : can it survive them?
Blake, David
(
contributor
);
Cotter, John
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003535793
Saved in:
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