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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

Survivor swaps

Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - 2005

Persistent link: https://www.econbiz.de/10003286784

Taking the long view

Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009

Persistent link: https://www.econbiz.de/10003839482

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

Evaluating the goodness of fit of stochastic mortality models

Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 255-265

Persistent link: https://www.econbiz.de/10008747090

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

Mortality density forecasts : an analysis of six stochastic mortality models

Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367

Persistent link: https://www.econbiz.de/10008989294

Longevity insurance annuities : lessons from the United Kingdom

Blake, David; Turner, John A. - 2013

Persistent link: https://www.econbiz.de/10010234136

The myth of Methuselah and the uncertainty of death : the mortality fan charts

Dowd, Kevin; Blake, David; Cairns, Andrew - In: Risks : open access journal 4 (2016) 3, pp. 1-7

This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to...

Persistent link: https://www.econbiz.de/10011507620

Mortality-linked securities and derivatives

Biffis, Enrico; Blake, David - 2009

Persistent link: https://www.econbiz.de/10003803147