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There's no time like the present : the cost of delaying retirement saving

Blake, David; Byrne, Alistair; Cairns, Andrew; Dowd, Kevin - 2006

Persistent link: https://www.econbiz.de/10003329686

Survivor swaps

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

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

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

Survivor swaps

Dowd, Kevin; Blake, David; Cairns, Andrew; Dawson, Paul - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10003302387

Mortality density forecasts : an analysis of six stochastic mortality models

Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - 2008

Persistent link: https://www.econbiz.de/10003814829

A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States

Cairns, Andrew J. G.; Blake, David P.; Dowd, Kevin; … - 2010

We compare quantitatively eight stochastic models explaining improvements in mortality rates in England &Wales and in the US. On the basis of the Bayes Information Criterion (BIC), we find that an extension of the Cairns, Blake & Dowd (2006b) model that incorporates the cohort effect fits the...

Persistent link: https://www.econbiz.de/10014210565