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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

CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family

Dowd, Kevin; Cairns, Andrew; Blake, David - 2020

Persistent link: https://www.econbiz.de/10012803786

Hedging annuity risks with the age-period-cohort two-population gravity model

Dowd, Kevin; Cairns, Andrew; Blake, David - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S170-S181

Persistent link: https://www.econbiz.de/10012440434

A two-factor model for stochastic mortality with parameter uncertainty : theory and calibration

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

Persistent link: https://www.econbiz.de/10003329670

Pricing death : frameworks for the valuation and securitization of mortality risk

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

Persistent link: https://www.econbiz.de/10003329673

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

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

CBDX : a workhorse mortality model from the Cairns-Blake-Dowd family

Dowd, Kevin; Cairns, Andrew; Blake, David - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 445-460

Persistent link: https://www.econbiz.de/10012307368

Still living with mortality : the longevity risk transfer market after one decade

Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018

Persistent link: https://www.econbiz.de/10011912097

Modelling socio-economic differences in mortality using a new affluence index

Cairns, Andrew; Kallestrup-Lamb, Malene; Rosenskjold, … - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 555-590

Persistent link: https://www.econbiz.de/10012115136