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Model risk
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765457
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Back-testing market risk models
Dowd, Kevin - 2008
Persistent link: https://www.econbiz.de/10003765458
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Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
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Measuring market risk
Dowd, Kevin - 2002
Persistent link: https://www.econbiz.de/10001679763
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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
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Longevity bonds : financial engineering, valuation and hedging
Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - 2006
Persistent link: https://www.econbiz.de/10003359215
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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
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Mortality : dependent financial risk measures
Dowd, Kevin (contributor); Cairns, Andrew (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335207
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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
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Taking the long view
Blake, David; Boardman, Tom; Cairns, Andrew; Dowd, Kevin - 2009
Persistent link: https://www.econbiz.de/10003839482