Items where Author is "Blake, D."
Cairns, A. J. G. 
ORCID: 0000-0001-9732-4850, Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A. , Kessler, M. & Mathur, R. (2024).
Covid-19 mortality: the Proportionality Hypothesis.
European Actuarial Journal,
doi: 10.1007/s13385-024-00400-9
Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2024).
Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies.
Review of Behavioral Finance,
doi: 10.1108/rbf-11-2023-0303
Blake, D. ORCID: 0000-0002-2453-2090 & Li, J. (2024).
Longevity risk and capital markets: the 2022–2023 update.
The Geneva Papers on Risk and Insurance - Issues and Practice, 49(2),
pp. 229-233.
doi: 10.1057/s41288-024-00314-3
Blake, D. ORCID: 0000-0002-2453-2090 (2023).
Target2: The Silent Bailout System That Keeps the Euro Afloat.
Journal of Risk and Financial Management, 16(12),
article number 506.
doi: 10.3390/jrfm16120506
Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. J. G., Kallestrup-Lamb, M. & Rangvid, J. (2023).
Longevity risk and capital markets: the 2021–22 update.
Journal of Demographic Economics, 89(3),
pp. 299-312.
doi: 10.1017/dem.2023.2
Blake, D. ORCID: 0000-0002-2453-2090 (2023).
Productivity and exports – how SMART planning can resolve the UK’s two most serious economic crises.
London, UK: City, Univeristy of London.
Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (2022).
Smart defaults: Determining the number of default funds in a pension scheme.
The British Accounting Review, 54(4),
article number 101042.
doi: 10.1016/j.bar.2021.101042
Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Dowd, K. , Coughlan, G. D., Jones, O. & Rowney, J. (2022).
A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme.
European Actuarial Journal, 12(1),
pp. 381-415.
doi: 10.1007/s13385-022-00309-1
Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2022).
Mental time travel and the valuation of financial investments.
Review of Behavioral Finance, 14(3),
pp. 327-344.
doi: 10.1108/RBF-06-2020-0133
Blake, D. ORCID: 0000-0002-2453-2090 (2022).
The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated.
Journal of Risk and Financial Management, 15(6),
article number 245.
doi: 10.3390/jrfm15060245
Blake, D. ORCID: 0000-0002-2453-2090 (2022).
Nudges and Networks: How to Use Behavioural Economics to Improve the Life-Cycle Savings-Consumption Balance.
Journal of Risk and Financial Management, 15(5),
article number 217.
doi: 10.3390/jrfm15050217
Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022).
Good Practice Principles in Modelling Defined Contribution Pension Plans.
Journal of Risk and Financial Management, 15(3),
article number 108.
doi: 10.3390/jrfm15030108
Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2022).
Projecting Mortality Rates to Extreme Old Age with the CBDX Model.
Forecasting, 4(1),
pp. 208-218.
doi: 10.3390/forecast4010012
Blake, D. ORCID: 0000-0002-2453-2090 & Kearns, H. (2022).
Looking into longevity: Q & A with Professor David Blake.
London, UK: Insight Investment.
Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2021).
Mental Time Travel and Retirement Savings.
Journal of Risk and Financial Management, 14(12),
article number 581.
doi: 10.3390/jrfm14120581
Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Making Astrology Look Respectable: On the Extraordinary Abuse of Economic Models in the EU Referendum Debate.
Advances in Politics and Economics, 4(4),
pp. 15-79.
doi: 10.22158/ape.v4n4p15
Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2021).
Quantifying Loss Aversion: Evidence from a UK Population Survey.
Journal of Risk and Uncertainty, 63,
pp. 27-57.
doi: 10.1007/s11166-021-09356-7
Blake, D. ORCID: 0000-0002-2453-2090 (2021).
The UK is the Eurozone’s Dumping Ground.
Review of Economics and Finance, 19,
pp. 124-141.
doi: 10.35341/1923-7529.2021.19.13
Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Striking Similarities: The Origins of the European Economic Community.
Advances in Politics and Economics, 4(1),
pp. 1-19.
doi: 10.22158/ape.v4n1p1
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2021).
Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies.
North American Actuarial Journal, 25(sup1),
S508-S533.
doi: 10.1080/10920277.2019.1649160
Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R., Tsai, J. C. & Wang, J. (2021).
L13: Longevity Risk and Capital Markets: The 2017-18 Update.
North American Actuarial Journal, 25(sup1),
S280-S308.
doi: 10.1080/10920277.2019.1644469
Blake, D. & MacMinn, R. (2021). Longevity Risk and Capital Markets: The 2016-17 Update. North American Actuarial Journal, 25(sup1), S1-S6. doi: 10.1080/10920277.2019.1652101
Blake, D. ORCID: 0000-0002-2453-2090 & Cairns, A. J. G. (2021).
Longevity Risk and Capital Markets: The 2019-20 Update.
Insurance: Mathematics and Economics, 99,
pp. 395-439.
doi: 10.1016/j.insmatheco.2021.04.001
Dowd, K., Cairns, J. G. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family.
Annals of Actuarial Science, 14(2),
pp. 445-460.
doi: 10.1017/s1748499520000159
Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Longevity Risk and Capital Markets: The 2018-19 Update.
Annals of Actuarial Science, 14(2),
pp. 219-261.
doi: 10.1017/s1748499520000202
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Identifiability in age/period mortality models.
Annals of Actuarial Science, 14(2),
pp. 461-499.
doi: 10.1017/S1748499520000111
Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Striking similarities: The origins of the European Economic Community.
City, University of London.
Blake, D. ORCID: 0000-0002-2453-2090 (2020).
How bright are the prospects for UK trade and prosperity post-Brexit?.
Journal of Self-Governance and Management Economics, 8(1),
pp. 7-99.
doi: 10.22381/JSME8120201
Blake, D. ORCID: 0000-0002-2453-2090 (2020).
The UK is the Eurozone's Dumping Ground.
City, University of London.
Hunt, A. & Blake, D. (2020). A Bayesian approach to modeling and projecting cohort effects. North American Actuarial Journal, 25(sup1), S235-S254. doi: 10.1080/10920277.2019.1649157
Hunt, A. & Blake, D. (2020). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(sup1), S215-S234. doi: 10.1080/10920277.2019.1649156
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing.
North American Actuarial Journal, 25(sup1),
S482-S507.
doi: 10.1080/10920277.2019.1649159
Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (2020).
Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey (PI-2003).
London, UK: Pensions Institute.
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Identifiability in Age/Period/Cohort Mortality Models.
Annals of Actuarial Science, 14(2),
pp. 500-536.
doi: 10.1017/s1748499520000123
Cairns, A. J. G., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A.R. & Kessler, M. (2020).
The Impact of Covid-19 on Future Higher-Age Mortality.
London, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090, Kallestrup-Lamb, M., Kjaergaard, S. & Rosenkjold, C. (2020).
Insight into Stagnating Life Expectancy: Analysing Cause of Death Patterns across Socio-economic Groups (PI-2001).
London, UK: Pensions Institute.
Reynolds, B., Blake, D. ORCID: 0000-0002-2453-2090 & Lyddon, R.
(2020).
Managing Euro Risk: Saving Investors from Systemic Risk. London, UK: Politeia.
Blake, D. ORCID: 0000-0002-2453-2090 (2020).
Nudges and Networks: How to use behavioural economics to improve the life cycle savings-consumption balance (PI-2009).
London, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090, Duffield, M., Tonks, I. , Haig, A., Blower, D. & MacPhee, L. (2020).
One size fits all: How many default funds does a pension scheme need?.
London, UK: Pensions Institute.
Dowd, K. & Blake, D. ORCID: 0000-0002-2453-2090 (2019).
On the Projection of Mortality Rates to Extreme Old Age (PI-1909).
London, UK: Pensions Institute.
Dowd, K., Cairns, J. G. & Blake, D. ORCID: 0000-0002-2453-2090 (2019).
A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments (PI-1907).
London, UK: Pensions Institute.
Dowd, K., Cairns, A. J. G. & Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(sup1), S170-S181. doi: 10.1080/10920277.2019.1652102
Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. & Fry, J. (2019).
The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages.
Economics Letters, 184,
article number 108669.
doi: 10.1016/j.econlet.2019.108669
Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Wright, I. D. (2019).
Quantifying Loss Aversion: Evidence from a UK Population Survey (PI-1912).
London, UK: Pensions Institute.
Blake, D. (2019). Modelling Socio-Economic Differences in Mortality Using a New Affluence Index. ASTIN Bulletin - The Journal of the International Actuarial Association, 49(3), pp. 555-590. doi: 10.1017/asb.2019.14
Blake, D., Cairns, A. J. G., Dowd, K. & Kessler, A.R. (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, article number e1. doi: 10.1017/s1357321718000314
Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. & Fry, J. (2019).
The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages (PI-1911).
London, UK: Pensions Institute.
Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2018). Fund Flows, Manager Changes, and Performance Persistence. Review of Finance, 22(5), pp. 1911-1947. doi: 10.1093/rof/rfx017
Blake, D. (2018). Longevity: A New Asset Class. Journal of Asset Management, 19(5), pp. 278-300. doi: 10.1057/s41260-018-0084-9
Blake, D. (2018). Brexit and the City. London: City, University of London.
Blake, D. (2018). Target2: The silent bailout system that keeps the Euro afloat. London: City, University of London.
Rossi, A. G., Blake, D., Timmermann, A. , Tonks, I. & Wermers, R. (2018). Network Centrality and Delegated Investment Performance. Journal of Financial Economics, 128(1), pp. 183-206. doi: 10.1016/j.jfineco.2018.02.003
Blake, D. ORCID: 0000-0002-2453-2090 & Roy, M. (2018).
Bringing Black Box Thinking to the Pensions Industry.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D., El Karoui, N., Loisel, S. & MacMinn, R. (2018). Longevity Risk and Capital Markets: The 2015-16 Update. Insurance: Mathematics and Economics, 78, pp. 157-173. doi: 10.1016/j.insmatheco.2017.10.002
Blake, D. ORCID: 0000-0002-2453-2090 (2018).
Longevity: A New Asset Class (PI-1805).
London, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A., Dowd, K. & Kessler, A.R. (2018).
Still Living with Mortality: The Longevity Risk Transfer Market after One Decade (PI-1804).
London, UK: Pensions Institute.
Hunt, A. & Blake, D. (2017). Identifiability, cointegration and the gravity model. Insurance: Mathematics and Economics, 78, pp. 360-368. doi: 10.1016/j.insmatheco.2017.09.014
Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods. Journal of Financial and Quantitative Analysis, 52(3), pp. 1279-1299. doi: 10.1017/s0022109017000229
Blake, D. ORCID: 0000-0002-2453-2090 & Roy, M. (2017).
Greatest Good 2: Response to the Department for Work& Pensions Green Paper, Security and Sustainabilityin Defined Benefit Pension Scheme.
London, UK: Pensions Institute, Cass Business School.
Blake, D. & Morales, M. (2017). Longevity Risk and Capital Markets: The 2014-15 Update. Journal Of Risk And Insurance, 84(S1), pp. 279-297. doi: 10.1111/jori.12213
Sarno, L., Blake, D. & Zinna, G. (2017). The market for lemmings: The herding behavior of pension funds. Journal of Financial Markets, 36, pp. 17-39. doi: 10.1016/j.finmar.2017.03.001
Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2017). New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods (PI - 1404). London, UK: Pension Institute, ISSN 1367 - 580X.
Hunt, A. & Blake, D. (2017). Modelling Mortality for Pension Schemes. ASTIN Bulletin, 47(2), pp. 601-629. doi: 10.1017/asb.2016.40
Cairns, A.J.G., Blake, D., Dowd, K. & Kessler, A.R. (2016). Phantoms never die: Living with unreliable population data. Journal of the Royal Statistical Society. Series A: Statistics in Society, 179(4), pp. 975-1005. doi: 10.1111/rssa.12159
Dowd, K., Blake, D. & Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), article number 21. doi: 10.3390/risks4030021
Biffis, E., Blake, D., Pitotti, L. & Sun, A. (2016). The Cost of Counterparty Risk and Collateralization in Longevity Swaps. Journal Of Risk And Insurance, 83(2), pp. 387-419. doi: 10.1111/jori.12055
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 1: Introduction from “We Need a National Narrative: Building a Consensus around Retirement Income”, the Report of the Independent Review of Retirement Income.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 29-60). London, UK: Independent Review of Retirement Income.
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 2: How to ensure that savers can get the best products in retirement.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 61-198). London, UK: Independent Review of Retirement Income.
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 3: Supporting savers to make the right choice at retirement for them and their family and how to build on the lessons of auto-enrolment.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 199-436). London, UK: Independent Review of Retirement Income.
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 4: Helping savers to manage longevity risk.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 437-468). London, UK: Independent Review of Retirement Income.
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 5: The role of the National Employment Savings Trust in helping savers to access good quality retirement products.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 469-490). London, UK: Independent Review of Retirement Income.
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 6: The role of collective pension schemes and how these could be introduced in the UK.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 491-538). London, UK: Independent Review of Retirement Income.
Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Chapter 7: Conclusion: Developing a National Narrative.
In: Blake, D. ORCID: 0000-0002-2453-2090 (Ed.),
We Need a National Narrative: Building a Consensus around Retirement Income.
(pp. 539-595). London, UK: Independent Review of Retirement Income.
Blake, D. (2016). Independent Review of Retirement Income Report: We Need a National Narrative: Building a Consensus around Retirement Income. UK: Independent Review of Retirement Income.
Blake, D. & Hunt, A. (2016). Basis Risk and Pension Schemes: A Relative Modelling Approach (PI-1601). London, UK: Pensions Institute.
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2016).
The Good, the Bad and the Healthy: The Medical Underwriting Revolution in the Defined Benefit De-Risking Market.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2016).
Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (PI-1602).
London, UK: Pensions Institute.
Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2015).
The greatest good for the greatest number: An examination of early intervention strategies for trustees and sponsoring employers of stressed defined benefit schemes.
London, UK: Pensions Institute.
Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2015).
Supporting Materials for The Greatest Good for the Greatest Number: An examination of early intervention strategies for trustees and sponsoring employers of stressed defined benefit schemes.
London, UK: Pensions Institute.
Harrison, D & Blake, D. ORCID: 0000-0002-2453-2090 (2015).
The meaning of life: An uncertain future for the traditional life company business model in the UK’s private sector pensions market.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Inkmann, J., Blake, D. & Shi, Z. (2015). Managing Financially Distressed Pension Plans in the Interest of Beneficiaries. Journal of Risk and Insurance, 84(2), pp. 539-565. doi: 10.1111/jori.12090
Tan, K.S., Blake, D. & MacMinn, R. (2015). Longevity Risk and Capital Markets: The 2013-14 Update. Insurance: Mathematics and Economics, 63, pp. 1-11. doi: 10.1016/j.insmatheco.2015.03.015
Seng Tang, K., Blake, D. & MacMinn, R. (2015). Longevity Risk and Capital Markets: The 2013-14 Update (PI-1502). London, UK: Pensions Institute.
Hunt, A. & Blake, D. (2015). Modelling longevity bonds: Analysing the Swiss Re Kortis bond. Insurance: Mathematics and Economics, 63, pp. 12-29. doi: 10.1016/j.insmatheco.2015.03.017
Blake, D., Rossi, A., Timmermann, T. , Tonks, I. & Wermers, R. (2015). Decentralization in Pension Fund Management. Journal of Investment Management, 13(3),
Hunt, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2015).
Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (PI-1511).
Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090 & MacMinn, R. (2015).
Longevity Risk and Capital Markets: The 2016-17 Update (PI-1806).
London, UK: Pensions Institute.
Harrison, D. & Blake, D. (2014). The Future of Retirement Income. London: Cass Business School.
Blake, D. (2014). The consequences of not having to buy an annuity (PI-1409). London, UK: Pensions Institute.
Blake, D. (2014). On the Disclosure of the Cost of Investment Management (PI-1407). London, UK: Pensions Institute.
Bessler, W., Blake, D., Lückoff, P. & Tonks, I. (2014). Why Does Mutual Fund Performance Not Persist? The impact and interaction of fund flows and manager changes (PI-1009). London, UK: Pensions Institute.
Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. North American Actuarial Journal, 18(1), pp. 14-21. doi: 10.1080/10920277.2013.872552
Blake, D., Boardman, T. & Cairns, A. J. G. (2014). Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds. North American Actuarial Journal, 18(1), pp. 258-277. doi: 10.1080/10920277.2014.883229
Blake, D. ORCID: 0000-0002-2453-2090 & Haig, A. (2014).
How do savers think about and respond to risk? Evidence from a population survey and lessons for the investment industry.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 & Dowd, K. (2014).
VfM: Assessing value for money in defined contribution default funds.
London: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D., Wright, I. D. & Zhang, Y. (2014). Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Journal of Economic Dynamics and Control, 38(1), pp. 105-124. doi: 10.1016/j.jedc.2013.11.001
Hunt, A. & Blake, D. (2014). A General Procedure for Constructing Mortality Models. North American Actuarial Journal, 18(1), pp. 116-138. doi: 10.1080/10920277.2013.852963
Blake, D., Caulfield, T., Ioannidis, C. & Tonks, I. (2014). Improved inference in the evaluation of mutual fund performance using panel bootstrap methods. Journal of Econometrics, 183(2), pp. 202-210. doi: 10.1016/j.jeconom.2014.05.010
Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.
Blake, D. & Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.
Cairns, A. J. G., Dowd, K., Blake, D. & Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986
Coughlan, G. D., Blake, D. ORCID: 0000-0002-2453-2090, MacMinn, R. , Cairns, A. J. G. & Dowd, K. (2013).
Longevity Risk and Hedging Solutions.
In: Dionne, G. (Ed.),
Handbook of Insurance.
(pp. 997-1035). New York, USA: Springer Science & Business Media.
doi: 10.1007/978-1-4614-0155-1_34
Harrison, D, Blake, D. ORCID: 0000-0002-2453-2090 & Key, T. (2013).
Returning to the Core - Rediscovering a Role for Real Estate in Defined Contribution Pension Schemes.
London, UK: The Pensions Institute, ISSN 1367-580X.
Biffis, E. & Blake, D. (2013). Informed intermediation of longevity exposures. Journal of Risk and Insurance, 80(3), pp. 559-584. doi: 10.1111/j.1539-6975.2013.01524.x
Dowd, K. & Blake, D. (2013). Good Practice Principles in Modelling Defined Contribution Pension Plans (PI-1302). UK: Pensions Institute.
Blake, D. & Boardman, T. (2013). Spend more today safely: Using behavioral economics to improve retirement expenditure decisions with SPEEDOMETER plans. Risk Management and Insurance Review, 17(1), pp. 83-112. doi: 10.1111/rmir.12007
Blake, D., Cairns, A.J.G., Coughlan, G. D. , Dowd, K. & MacMinn, R. (2013). The New Life Market. Journal of Risk and Insurance, 80(3), pp. 501-558. doi: 10.1111/j.1539-6975.2012.01514.x
Blake, D., Rossi, A.G., Timmermann, A. , Tonks, I. & Wermers, R. (2013). Decentralized Investment Management: Evidence from the Pension Fund Industry. Journal of Finance, 68(3), pp. 1133-1178. doi: 10.1111/jofi.12024
Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2013).
A Healthier Way to De-Risk: The Introduction of Medical Underwriting to the Defined Benefit De-Risking Market.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D., Wright, I. D. & Zhang, Y. (2013). Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Journal of Economic Dynamics and Control, 37(1), pp. 195-209. doi: 10.1016/j.jedc.2012.08.001
Blake, D. ORCID: 0000-0002-2453-2090 & Harrison, D. (2012).
An Evaluation of Investment Governance in London Local Government Pension Schemes: A Discussion Paper for Stakeholders to the London Funds.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Harrison, D., Blake, D. ORCID: 0000-0002-2453-2090 & Dowd, K. (2012).
Caveat Venditor: The Brave New World of Auto-Enrolment should be Governed by the Principle of Seller not Buyer Beware.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D., Courbage, C., MacMinn, R. & Sherris, M. (2011). Longevity Risk and Capital Markets: The 2010-2011 Update. The Geneva Papers On Risk And Insurance: Issues And Practice, 36(4), pp. 489-500. doi: 10.1057/gpp.2011.27
Dawson, P., Dowd, K., Cairns, A.J.G. & Blake, D. (2010). Survivor Derivatives: A Consistent Pricing Framework. Journal Of Risk And Insurance, 77(3), pp. 579-596. doi: 10.1111/j.1539-6975.2010.01356.x
Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Tonks, I. (2010).
Ending Compulsory Annuitisation: Quantifying the Consequences.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D. ORCID: 0000-0002-2453-2090, Cannon, E. & Tonks, I. (2010).
Ending Compulsory Annuitisation: What are the Consequences?.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D. ORCID: 0000-0002-2453-2090, Blond, P., Cummings, C. , Hurman, N., McGee, F., Reeve, J., Schoenborn, A., Stockwell, M., Taylor, K. & Williams, P. (2010).
Saving Britain: A White Paper on Rebuilding Britain’s Savings Culture.
London, UK: Pensions Institute: Cass Business School.
Blake, D., Byrne, A. & Mannion, G. (2010). Pension Plan Decisions. Review of Behavioural Finance, 2(1), pp. 19-36. doi: 10.1108/19405979201000002
Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2008).
Apocalyptic Demography? Putting Longevity Risk in Perspective.
CIMA; Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090, Khorasanee, Z., Pickles, J. & Tyrrall, D. (2008).
An unreal number: how company pension accounting fosters an illusion of certainty.
London, UK: Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D., Wright, I. D. & Zhang, Y. (2008). Optimal funding and investment strategies in defined contribution pension plans under Epstein-Zin utility (Actuarial Research Paper No. 186). London, UK: Faculty of Actuarial Science & Insurance, City University London.
Byrne, A., Harrison, D. & Blake, D. ORCID: 0000-0002-2453-2090 (2007).
Dealing With the Reluctant Investor: Innovation and governance in DC pension investment.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Harrison, D., Byrne, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2006).
Annuities and Accessibility – How the industry can empower consumers to make rational choices.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Harrison, D., Byrne, A., Rhodes, W. & Blake, D. ORCID: 0000-0002-2453-2090 (2005).
Pyrrhic Victory? The unintended consequences of the Pensions Act 2004.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Harrison, D, Byrne, A & Blake, D. ORCID: 0000-0002-2453-2090 (2004).
Delivering DC? Barriers to participation in the company-sponsored pensions market.
London, UK: The Pensions Institute; Cass Business School, ISSN 1367-580X.
Blake, D. ORCID: 0000-0002-2453-2090, Cairns, A. & Dowd, K. (2004).
Long-term Value at Risk.
Journal of Risk Finance, 5(2),
pp. 52-57.
doi: 10.1108/eb022986
Blake, D. ORCID: 0000-0002-2453-2090 (2003).
Financial System Requirements for Successful Pension Reform.
Pensions, 9(1),
pp. 59-87.
doi: 10.1057/palgrave.pm.5940250
Blake, D. ORCID: 0000-0002-2453-2090 (2002).
Out of the GAR Frying Pan into the GIR Fire: An Independent Evaluation of the Current State of the With-Profits Fund of the Equitable Life Assurance Society.
London, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090 (2001).
An Assessment of the Adequacy and Objectivity of the Information Provided by the Board of the Equitable Life Assurance Society in Connection with the Compromise Scheme Proposal of 6 December 2001.
London, UK: Pensions Institute.
Timmermann, A. & Blake, D. ORCID: 0000-0002-2453-2090 (2000).
International Investment Performance: Evidence from Institutional Investors’ Foreign Equity Holdings (PI-0008).
London, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090 & Hudson, R. (2000).
Improving Security and Flexibility in Retirement: Full Technical Report.
London, UK: Retirement Income Working Party.
Blake, D. ORCID: 0000-0002-2453-2090 (1999).
Financial System Requirements for Successful Pension Reform (PI-9906).
Lodnon, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090 & Orszag, J. M. (1998).
The Simple Economics of Funded and Unfunded Pension Systems (PI-9802).
London, UK: Pensions Institute.
Blake, D. ORCID: 0000-0002-2453-2090 & Orszag, JM (1997).
Portability and Preservation of Pension Rights in the UK.
London, UK: UK Office of Fair Trading.