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Measuring market risk

Dowd, Kevin - 2002

Persistent link: https://www.econbiz.de/10001679763

After VaR : the theory, estimation, and insurance applications of quantile-based risk measures

Dowd, Kevin (contributor); Blake, David (contributor) - 2006

Persistent link: https://www.econbiz.de/10003286770

Mortality : dependent financial risk measures

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

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

After VAR : the theory, estimation, and insurance applications of quantile-based risk measures

Dowd, Kevin; Blake, David - In: The journal of risk and insurance : the journal of the … 73 (2006) 2, pp. 193-229

Persistent link: https://www.econbiz.de/10003335256

The myth of Methuselah and the uncertainty of death : the mortality fan charts

Dowd, Kevin (contributor); Blake, David (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003433504

A quantitative comparison of stochastic mortality models using data from England & Wales and the United States

Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - 2007

Persistent link: https://www.econbiz.de/10003434946

Extreme spectral risk measures : an application to futures clearinghouse margin requirements

Cotter, John; Dowd, Kevin - In: Journal of banking & finance 30 (2006) 12, pp. 3469-3485

Persistent link: https://www.econbiz.de/10003394484

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

Market risk measurement and management for energy firms

Aragonés, José R.; Blanco, Carlos; Dowd, Kevin; Mark, … - In: The professional risk managers' guide to the energy market, (pp. 67-79). 2008

Persistent link: https://www.econbiz.de/10003678195

Liquidity risk measurement and management for energy firms

Blanco, Carlos; Dowd, Kevin; Kremke, Kevin; Mark, Robert - In: The professional risk managers' guide to the energy market, (pp. 133-143). 2008

Persistent link: https://www.econbiz.de/10003678232