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[Rezension von: Blake, David, Pension schemes and pension funds in the United Kingdom]

Napier, Christopher - In: Economica 63 (1996) 251, pp. 525-526

Persistent link: https://www.econbiz.de/10001348391

Testing a non-linear model of portfolio behaviour with time-varying expectations and risks : the case of UK private sector pension funds

Blake, David - In: Applied financial economics 1 (1991) 2, pp. 105-121

Persistent link: https://www.econbiz.de/10001114492

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

Modelling mortality for pension schemes

Hunt, Andrew; Blake, David - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 601-629

Persistent link: https://www.econbiz.de/10011729641

Longevity risk management and the development of a value-based longevity index

Chang, Yang; Sherris, Michael - In: Risks : open access journal 6 (2018) 1, pp. 1-20

The design and development of post-retirement income products require the assessment of longevity risk, as well as a basis for hedging these risks. Most indices for longevity risk are age-period based. We develop and assess a cohort-based value index for life insurers and pension funds to manage...

Persistent link: https://www.econbiz.de/10011811547