关注
David P Blake
David P Blake
Bayes Business School
在 city.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
13272006
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
9252009
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
5242006
Survivor bonds: Helping to hedge mortality risk
D Blake, W Burrows
Journal of Risk and Insurance, 339-348, 2001
5032001
Financial market analysis
D Blake
John Wiley & Sons, 1999
5031999
Living with mortality: Longevity bonds and other mortality-linked securities
D Blake, AJG Cairns, K Dowd
British Actuarial Journal 12 (1), 153-197, 2006
4632006
Asset allocation dynamics and pension fund performance
D Blake, BN Lehmann, A Timmermann
The Journal of Business 72 (4), 429-461, 1999
4571999
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
4132011
Modelling and management of mortality risk: a review
AJG Cairns, D Blake, K Dowd
Scandinavian Actuarial Journal 2008 (2-3), 79-113, 2008
3992008
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
3942006
Mutual fund performance: evidence from the UK
D Blake, A Timmermann
Review of Finance 2 (1), 57-77, 1998
3891998
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
3192006
Survivor swaps
K Dowd, D Blake, AJG Cairns, P Dawson
Journal of Risk and Insurance 73 (1), 1-17, 2006
3172006
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
3122011
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
2732006
Pension economics
D Blake
John Wiley & Sons, 2006
2672006
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
2512001
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
2502003
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
2482021
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
2192010
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