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Pension schemes and pension funds in the United Kingdom

Blake, David - 2003 - 2. ed.

Persistent link: https://www.econbiz.de/10004780948

Pension schemes and pension funds in the United Kingdom

Blake, David - 1995

Persistent link: https://www.econbiz.de/10013479984

Pension finance

Blake, David - 2006

Persistent link: https://www.econbiz.de/10004882477

Forward mortality rates in discrete time II : longevity risk and hedging strategies

Hunt, Andrew; Blake, David - 2016

Persistent link: https://www.econbiz.de/10011449869

Pricing risk on longevity bonds

Cairns, Andrew; Blake, David; Dawson, Paul; Dowd, Kevin - 2005

Persistent link: https://www.econbiz.de/10003226507

Optimal Dynamic Asset Allocation for Defined-Contribution Pension Plans

Cairns, Andrew J.G.; Blake, David; Dowd, Kevin - 2000

We develop an optimal asset allocatlon model for the accumulation phase of a defined contribution pension plan in the presence of non-hedgeable salary risk...

Persistent link: https://www.econbiz.de/10005847495

The cost of counterparty risk and collateralization in longevity swaps

Biffis, Enrico; Blake, David; Pitotti, Lorenzo; Sun, Ariel - 2011

Persistent link: https://www.econbiz.de/10009536147

Hedging annuity risks with the age-period-cohort two-population gravity model

Dowd, Kevin; Cairns, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S170-S181

Persistent link: https://www.econbiz.de/10012440434

Forward mortality rates in discrete time II, longevity risk and hedging strategies

Hunt, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S508-S533

Persistent link: https://www.econbiz.de/10012440452

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