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Blake, David - In: The journal of asset management 19 (2018) 5, pp. 278-300

Persistent link: https://www.econbiz.de/10011942562

Age-dependent investing : optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners

Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 38 (2014), pp. 105-124

Persistent link: https://www.econbiz.de/10010387853

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

Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion

Blake, David; Wright, Douglas; Zhang, Yumeng - In: Journal of economic dynamics & control 37 (2013) 1, pp. 195-209

Persistent link: https://www.econbiz.de/10009703603

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

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 and capital markets : the 2015-16 update

Blake, David; El Karoui, Nicole; Loisel, Stéphane; … - In: Insurance / Mathematics & economics 78 (2018), pp. 157-173

Persistent link: https://www.econbiz.de/10011825252

Le nouveau marché du risque de longévité

Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: Revue d'économie financière : revue trimestrielle de … 122 (2016), pp. 129-164

Persistent link: https://www.econbiz.de/10011514480

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