Similar Search Results - EconBiz

Turning pension plans into pension planes : what investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers

Blake, David (contributor); Cairns, Andrew (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003740874

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 UK mortality data. The fan charts suggest that there are clear …

Persistent link: https://www.econbiz.de/10011507620

Modelling and management of mortality risk : a review

Cairns, Andrew (contributor); Blake, David (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741027

A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration

Cairns, Andrew (contributor); Blake, David (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003329670

Pricing death : frameworks for the valuation and securitization of mortality risk

Cairns, Andrew (contributor); Blake, David (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003329673

Longevity bonds : financial engineering, valuation and hedging

Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - 2006

Persistent link: https://www.econbiz.de/10003359215

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

Persistent link: https://www.econbiz.de/10003286784

Mortality : dependent financial risk measures

Dowd, Kevin (contributor); Cairns, Andrew (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003335207

Taking the long view

Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009

Persistent link: https://www.econbiz.de/10003839482

Options on normal underlyings with an application to the pricing or survivor swaptions

Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774

Persistent link: https://www.econbiz.de/10003900592

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