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Securitizing and tranching longevity exposures

Biffis, Enrico; Blake, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 186-197

Persistent link: https://www.econbiz.de/10003953340

Bayesian stochastic mortality modelling for two populations

Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - 2010

Persistent link: https://www.econbiz.de/10008807954

Securitizing and tranching longevity exposures

Biffis, Enrico (contributor); Blake, David (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003746924

Modelling and management of mortality risk : a review

Cairns, Andrew (contributor); Blake, David (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741027

Designing a defined contribution pension Plan? : what can you learn from commercial aircraft designers?

Blake, David (contributor); Cairns, Andrew (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003770012

Overregulating your pension out of existance : the long term consequences of British pension policy over the last 30 years

Blake, David (contributor) - 2006

Persistent link: https://www.econbiz.de/10003359217

Sharing longevity risk : why governments should issue longevity bonds

Blake, David; Boardman, Tom; Cairns, Andrew - 2010

Persistent link: https://www.econbiz.de/10008807953

NDC v FDC : Pros, Cons and Replication

Blake, David - 2009

Persistent link: https://www.econbiz.de/10008808018

Sharing longevity risk : why governments should issue longevity bonds

Blake, David; Boardman, Tom; Cairns, Andrew - In: North American actuarial journal 18 (2014) 1, pp. 258-277

Persistent link: https://www.econbiz.de/10011339008

Mental time travel and retirement savings

Blake, David; Pickles, John - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-13

We portray the valuation of retirement savings in terms of a mental time travel journey in which a proposed contribution to a pension plan is projected forward to the plan member's retirement date and this projected value is then discounted back to today, thereby giving a present or personal...

Persistent link: https://www.econbiz.de/10012798695