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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
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Longevity bonds : financial engineering, valuation and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - 2006
Persistent link: https://www.econbiz.de/10003359215
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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
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Mortality : dependent financial risk measures
Dowd, Kevin (contributor); Cairns, Andrew (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335207
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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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Longevity risk and capital markets : the 2007 - 2008 update
McMinn, Richard (contributor); Wang, Jennifer (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790645
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Sharing longevity risk : why governments should issue longevity bonds
Blake, David; Boardman, Tom; Cairns, Andrew - 2010
Persistent link: https://www.econbiz.de/10008807953
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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
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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
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Longevity risk and capital markets
MacMinn, Richard D. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003393184