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Mortality-linked securities and derivatives
Biffis, Enrico; Blake, David - 2009
Persistent link: https://www.econbiz.de/10003803147
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Longevity : a new asset class
Blake, David - 2018
Persistent link: https://www.econbiz.de/10011912099
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Financial sophistication and pension plan decisions
Byrne, Alistair; Blake, David; Mannion, Graham - 2009
Persistent link: https://www.econbiz.de/10003803154
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Target-driven investing : optimal investment strategies in defined contribution pension plans under loss aversion
Blake, David; Wright, Douglas; Zhang, Yumeng - 2011
Persistent link: https://www.econbiz.de/10009537381
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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 - 2011
Persistent link: https://www.econbiz.de/10009537388
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The distribution of future annuity prices under interest-rate and longevity risks
Dowd, Kevin (contributor); Blake, David (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003746920
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Securitizing and tranching longevity exposures
Biffis, Enrico (contributor); Blake, David (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003746924
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Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility
Blake, David (contributor); Wright, Douglas (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003740993
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Basis risk and pensions schemes : a relative modelling approach
Hunt, Andrew; Blake, David - 2016
Persistent link: https://www.econbiz.de/10011412911
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Still living with mortality : the longevity risk transfer market after one decade
Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018
Persistent link: https://www.econbiz.de/10011912097