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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
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Issues in pension funding
Blake, David - 2014 - [Nachdr. der Ausg.] 1992
Persistent link: https://www.econbiz.de/10010417319
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Longevity risk and capital markets : the 2014-15 update
Blake, David; Morales, Marco - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 279-297
Persistent link: https://www.econbiz.de/10011685154
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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
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Longevity insurance annuities : lessons from the United Kingdom
Blake, David; Turner, John A. - 2013
Persistent link: https://www.econbiz.de/10010234136
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UK pension fund management after Myners : the hunt for correlation begins
Blake, David (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751965
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The impact of wealth on consumption and retirement behaviour in the UK
Blake, David - In: Applied financial economics 14 (2004) 8, pp. 555-576
Persistent link: https://www.econbiz.de/10002068116
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Modelling the composition of personal sector wealth in the UK
Blake, David - In: Applied financial economics 14 (2004) 9, pp. 611-630
Persistent link: https://www.econbiz.de/10002091399
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The United Kingdom: examining the switch from low public pensions to high-cost private pensions
Blake, David - In: Social security pension reform in Europe, (pp. 317-341). 2002
Persistent link: https://www.econbiz.de/10001707324