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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

Le nouveau marché du risque de longévité

Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: Revue d'économie financière : revue trimestrielle de … 122 (2016), pp. 129-164

Persistent link: https://www.econbiz.de/10011514480

Phantoms never die : living with unreliable mortality data

Cairns, Andrew; Blake, David; Dowd, Kevin; Kessler, Amy - 2014

Persistent link: https://www.econbiz.de/10010429328

Facing up to uncertain life expectancy : the longevity fan charts

Dowd, Kevin; Blake, David; Cairns, Andrew - In: Demography : a publication of the Population … 47 (2010) 1, pp. 67-78

Persistent link: https://www.econbiz.de/10008934986

The distribution of future annuity prices under interest-rate and longevity risks

Dowd, Kevin (contributor); Blake, David (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003746920

Modelling socio-economic differences in the mortality of Danish males using a new affluence index

Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - 2016

Persistent link: https://www.econbiz.de/10011474745

Pricing risk on longevity bonds

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

Persistent link: https://www.econbiz.de/10003226507

Living with mortality : longevity bonds and other mortality-linked securities

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

Persistent link: https://www.econbiz.de/10003262062

The stakeholder pension lottery : an analysis of the default funds in UK stakeholder pension schemes

Blake, David; Byrne, Alistair; Cairns, Andrew; Dowd, Kevin - 2005

Persistent link: https://www.econbiz.de/10003001625

Longevity bonds : financial engineering, valuation, and hedging

Blake, David; Cairns, Andrew; Dowd, Kevin; MacMinn, … - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 647-672

Persistent link: https://www.econbiz.de/10003402082

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