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~isPartOf:"Discussion paper / The Pensions Institute, Cass Business School, City University"
~person:"Blake, David"
~person:"Eeckhoudt, Louis R."
~subject:"Risiko"
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Blake, David
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10
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Discussion paper / The Pensions Institute, Cass Business School, City University
Journal of risk and uncertainty : JRU
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Theory and decision : an international journal for multidisciplinary advances in decision science
5
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A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew
(
contributor
);
Blake, David
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329670
Saved in:
2
Longevity bonds : financial engineering, valuation and hedging
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
MacMinn, …
-
2006
Persistent link: https://www.econbiz.de/10003359215
Saved in:
3
After VaR : the theory, estimation, and insurance applications of quantile-based
risk
measures
Dowd, Kevin
(
contributor
);
Blake, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003286770
Saved in:
4
Mortality : dependent financial
risk
measures
Dowd, Kevin
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335207
Saved in:
5
Taking the long view
Blake, David
;
Boardman, Tom
;
Cairns, Andrew
;
Dowd, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003839482
Saved in:
6
Longevity
risk
and capital markets : the 2007 - 2008 update
McMinn, Richard
(
contributor
);
Wang, Jennifer
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003790645
Saved in:
7
Sharing longevity
risk
: why governments should issue longevity bonds
Blake, David
;
Boardman, Tom
;
Cairns, Andrew
-
2010
Persistent link: https://www.econbiz.de/10008807953
Saved in:
8
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:
9
Pension liability valuation and asset allocation in the presence of funding
risk
Inkmann, Joachim
(
contributor
);
Blake, David
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535819
Saved in:
10
Longevity
risk
and capital markets
MacMinn, Richard D.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003393184
Saved in:
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