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Completing the survivor derivatives market

Dawson, Paul; Blake, David; Cairns, Andrew; Dowd, Kevin - 2007

Persistent link: https://www.econbiz.de/10003583412

Options on normal underlyings

Dawson, Paul; Blake, David; Cairns, Andrew; Dowd, Kevin - 2007

Persistent link: https://www.econbiz.de/10003583418

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

Facing up to the uncertainty of life : the longevity fan charts

Blake, David (contributor); Cairns, Andrew (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003393188

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

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

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