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The myth of Methuselah and the uncertainty of death: The mortality fan charts
Dowd, Kevin; Blake, David; Cairns, Andrew J. G. - In: Risks 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/10011709560
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Stochastic lifestyling : optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew; Blake, David; Dowd, Kevin - In: Journal of economic dynamics & control 30 (2006) 5, pp. 843-877
Persistent link: https://www.econbiz.de/10003317080
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Designing a defined-contribution plan : what to learn from aircraft designers
Blake, David; Cairns, Andrew; Dowd, Kevin - In: Financial analysts' journal : FAJ 65 (2009) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10003811204
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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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Evaluating the goodness of fit of stochastic mortality models
Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy D. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 255-265
Persistent link: https://www.econbiz.de/10008747090
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The impact of occupation and gender on pensions from defined contribution plans
Blake, David; Cairns, Andrew; Dowd, Kevin - In: The Geneva papers on risk and insurance - issues and … 32 (2007) 4, pp. 458-482
Persistent link: https://www.econbiz.de/10003553714
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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
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Survivor derivatives : a consistent pricing framework
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 579-596
Persistent link: https://www.econbiz.de/10008650419
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Mortality density forecasts : an analysis of six stochastic mortality models
Cairns, Andrew; Blake, David; Dowd, Kevin; Coughlan, Guy D. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 355-367
Persistent link: https://www.econbiz.de/10008989294
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The new life market
Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 501-557
Persistent link: https://www.econbiz.de/10010127214