Similar Search Results

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

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

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

Sharing longevity risk : why governments should issue longevity bonds

Blake, David; Boardman, Tom; Cairns, Andrew - In: North American actuarial journal 18 (2014) 1, pp. 258-277

Persistent link: https://www.econbiz.de/10011339008

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

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/10011489281

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

Modelling the liquidity premium on corporate bonds

Loon, Paul R. F. van; Cairns, Andrew; McNeil, Alexander J. - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 264-289

Persistent link: https://www.econbiz.de/10011541988

Phantoms never die : living with unreliable mortality data

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

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