Narrow search
Showing 1 - 10 of 34
Cover Image
Reply to "Survivor bonds: a comment on Blake and Burrows"
Blake, David - In: The journal of risk and insurance : the journal of the … 70 (2003) 2, pp. 349-351
Persistent link: https://www.econbiz.de/10001768803
Cover Image
After VAR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 2, pp. 193-229
Persistent link: https://www.econbiz.de/10003335256
Cover Image
Survivor swaps
Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003302387
Cover Image
Survivor derivatives : a consistent pricing framework
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 579-596
Persistent link: https://www.econbiz.de/10008650419
Cover Image
Informed intermediation of longevity exposures
Blake, David; Biffis, Enrico - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 559-584
Persistent link: https://www.econbiz.de/10010127213
Cover Image
The new life market
Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 501-557
Persistent link: https://www.econbiz.de/10010127214
Cover Image
Longevity risk and capital markets : the 2011–2012 update
Blake, David; MacMinn, Richard D.; Maurer, Raimond - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 495-500
Persistent link: https://www.econbiz.de/10010127215
Cover Image
Longevity risk and capital markets
MacMinn, Richard D.; Brockett, Patrick L.; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 551-557
Persistent link: https://www.econbiz.de/10003402064
Cover Image
Longevity bonds : financial engineering, valuation, and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
Cover Image
A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration
Cairns, Andrew; Blake, David; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 687-718
Persistent link: https://www.econbiz.de/10003402086