A two‐factor model for stochastic mortality with parameter uncertainty: theory and calibration AJG Cairns, D Blake, K Dowd Journal of Risk and Insurance 73 (4), 687-718, 2006 | 1327 | 2006 |
A quantitative comparison of stochastic mortality models using data from England and Wales and the United States AJG Cairns, D Blake, K Dowd, GD Coughlan, D Epstein, A Ong, I Balevich North American Actuarial Journal 13 (1), 1-35, 2009 | 925 | 2009 |
Pricing death: Frameworks for the valuation and securitization of mortality risk AJG Cairns, D Blake, K Dowd ASTIN Bulletin: The Journal of the IAA 36 (1), 79-120, 2006 | 524 | 2006 |
Survivor bonds: Helping to hedge mortality risk D Blake, W Burrows Journal of Risk and Insurance, 339-348, 2001 | 503 | 2001 |
Financial market analysis D Blake John Wiley & Sons, 1999 | 503 | 1999 |
Living with mortality: Longevity bonds and other mortality-linked securities D Blake, AJG Cairns, K Dowd British Actuarial Journal 12 (1), 153-197, 2006 | 463 | 2006 |
Asset allocation dynamics and pension fund performance D Blake, BN Lehmann, A Timmermann The Journal of Business 72 (4), 429-461, 1999 | 457 | 1999 |
Mortality density forecasts: An analysis of six stochastic mortality models AJG Cairns, D Blake, K Dowd, GD Coughlan, D Epstein, M Khalaf-Allah Insurance: Mathematics and Economics 48 (3), 355-367, 2011 | 413 | 2011 |
Modelling and management of mortality risk: a review AJG Cairns, D Blake, K Dowd Scandinavian Actuarial Journal 2008 (2-3), 79-113, 2008 | 399 | 2008 |
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans AJG Cairns, D Blake, K Dowd Journal of Economic Dynamics and Control 30 (5), 843-877, 2006 | 394 | 2006 |
Mutual fund performance: evidence from the UK D Blake, A Timmermann Review of Finance 2 (1), 57-77, 1998 | 389 | 1998 |
After VaR: the theory, estimation, and insurance applications of quantile‐based risk measures K Dowd, D Blake Journal of Risk and Insurance 73 (2), 193-229, 2006 | 319 | 2006 |
Survivor swaps K Dowd, D Blake, AJG Cairns, P Dawson Journal of Risk and Insurance 73 (1), 1-17, 2006 | 317 | 2006 |
Bayesian stochastic mortality modelling for two populations AJG Cairns, D Blake, K Dowd, GD Coughlan, M Khalaf-Allah ASTIN Bulletin: The Journal of the IAA 41 (1), 29-59, 2011 | 312 | 2011 |
Longevity bonds: financial engineering, valuation, and hedging D Blake, A Cairns, K Dowd, R MacMinn Journal of Risk and Insurance 73 (4), 647-672, 2006 | 273 | 2006 |
Pension economics D Blake John Wiley & Sons, 2006 | 267 | 2006 |
Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase D Blake, AJG Cairns, K Dowd Insurance: Mathematics and Economics 29 (2), 187-215, 2001 | 251 | 2001 |
Pensionmetrics 2: Stochastic pension plan design during the distribution phase D Blake, AJG Cairns, K Dowd Insurance: Mathematics and Economics 33 (1), 29-47, 2003 | 250 | 2003 |
Effect of COVID-19 pandemic lockdowns on planned cancer surgery for 15 tumour types in 61 countries: an international, prospective, cohort study J Glasbey, A Ademuyiwa, A Adisa, E AlAmeer, AP Arnaud, F Ayasra, ... The Lancet Oncology 22 (11), 1507-1517, 2021 | 248 | 2021 |
Backtesting stochastic mortality models: an ex post evaluation of multiperiod-ahead density forecasts K Dowd, AJG Cairns, D Blake, GD Coughlan, D Epstein, M Khalaf-Allah North American Actuarial Journal 14 (3), 281-298, 2010 | 219 | 2010 |