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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~isPartOf:"UCD Geary Institute discussion paper series"
~subject:"Risikomodell"
~subject:"Sterblichkeit"
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RISK MANAGEMENT - Financial Ri...
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Risikomodell
Sterblichkeit
Mortality
26
Großbritannien
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Theorie
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Blake, David
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Discussion paper / The Pensions Institute, Cass Business School, City University
UCD Geary Institute discussion paper series
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Insurance / Mathematics & economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
CREATES research paper
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Demography : a publication of the Population Association of America ; the statistical study of human populations
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Economics letters
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Pensions Institute Discussion Paper
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Pensions Institute Discussion Paper, PI-1909, December 2019
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ECONIS (ZBW)
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Modelling and management of mortality risk : a review
Cairns, Andrew
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Blake, David
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003741027
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A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew
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contributor
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Blake, David
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003329670
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3
Pricing death : frameworks for the valuation and securitization of mortality risk
Cairns, Andrew
(
contributor
);
Blake, David
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003329673
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4
Longevity bonds : financial engineering, valuation and hedging
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
MacMinn, …
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2006
Persistent link: https://www.econbiz.de/10003359215
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5
Survivor swaps
Dowd, Kevin
;
Blake, David
;
Cairns, Andrew
;
Dawson, Paul
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2005
Persistent link: https://www.econbiz.de/10003286784
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6
Mortality : dependent financial risk measures
Dowd, Kevin
(
contributor
);
Cairns, Andrew
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003335207
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7
Taking the long view
Blake, David
;
Boardman, Tom
;
Cairns, Andrew
;
Dowd, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003839482
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8
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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9
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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10
Longevity risk and the Grim Reaper's toxis tail : the survivor fan charts
Blake, David
(
contributor
);
Dowd, Kevin
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003446938
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