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    Items where Author is "Blake, D."

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    Number of items: 137.

    Article

    Blake, D. ORCID: 0000-0002-2453-2090 & Cairns, A. J. G. (2025). Longevity risk and capital markets: the 2023–2024 update. European Actuarial Journal, 15(2), pp. 505-508. doi: 10.1007/s13385-025-00421-y

    Cairns, A. J. G. ORCID: 0000-0001-9732-4850, Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A. , Kessler, M. & Mathur, R. (2025). Covid-19 mortality: the Proportionality Hypothesis. European Actuarial Journal, 15(2), pp. 509-554. doi: 10.1007/s13385-024-00400-9

    Cairns, A., Blake, D. ORCID: 0000-0002-2453-2090, Kessler, A. & Kessler, M. (2025). The Impact of Covid-19 on Higher-Age Mortality. Medical Research Archives, 13(1), doi: 10.18103/mra.v13i1.6186

    Blake, D. ORCID: 0000-0002-2453-2090 & Pickles, J. (2025). Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies. Review of Behavioral Finance, 17(1), pp. 1-18. 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, 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 & 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 & 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

    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

    Hunt, A. & Blake, D. (2021). 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. 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

    Dowd, K., Cairns, A. J. G. & Blake, D. (2021). 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

    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

    Hunt, A. & Blake, D. (2021). On the Structure and Classification of Mortality Models. North American Actuarial Journal, 25(sup1), S215-S234. doi: 10.1080/10920277.2019.1649156

    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

    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

    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

    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). 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

    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

    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. (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

    Blake, D. (2018). Longevity: A New Asset Class. Journal of Asset Management, 19(5), pp. 278-300. doi: 10.1057/s41260-018-0084-9

    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

    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

    Hunt, A. & Blake, D. (2018). Identifiability, cointegration and the gravity model. Insurance: Mathematics and Economics, 78, pp. 360-368. doi: 10.1016/j.insmatheco.2017.09.014

    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

    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

    Inkmann, J., Blake, D. & Shi, Z. (2017). 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

    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

    Hunt, A. & Blake, D. (2017). Modelling Mortality for Pension Schemes. ASTIN Bulletin, 47(2), pp. 601-629. doi: 10.1017/asb.2016.40

    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

    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

    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

    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),

    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

    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

    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

    Blake, D. & Turner, J.A. (2014). Longevity Insurance Annuities. Benefits Quarterly, 30(1), pp. 39-47.

    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

    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

    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., 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., 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, 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

    Book

    Reynolds, B., Blake, D. ORCID: 0000-0002-2453-2090 & Lyddon, R. (2020). Managing Euro Risk: Saving Investors from Systemic Risk. London, UK: Politeia.

    Book Section

    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.

    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

    Monograph

    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.

    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.

    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.

    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.

    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.

    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.

    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.

    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). 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.

    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. 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.

    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 (PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.

    Dowd, K. & Blake, D. (2013). Good Practice Principles in Modelling Defined Contribution Pension Plans (PI-1302). 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 (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.

    Other

    Blake, D. ORCID: 0000-0002-2453-2090 (2025). Written evidence to the House of Lords Financial Services Regulation Committee Inquiry into the growth of private markets in the UK following reforms introduced after 2008, 19 August 2025. London, UK: UK Parliament.

    Report

    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 & Kearns, H. (2022). Looking into longevity: Q & A with Professor David Blake. London, UK: Insight Investment.

    Blake, D. (2018). Brexit and the City. London: City, University of London.

    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. 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. (2016). Independent Review of Retirement Income Report: We Need a National Narrative: Building a Consensus around Retirement Income. UK: Independent Review of Retirement Income.

    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.

    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.

    Harrison, D. & Blake, D. (2014). The Future of Retirement Income. London: Cass Business School.

    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.

    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.

    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. 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. 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. 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.

    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 (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.

    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 & Orszag, JM (1997). Portability and Preservation of Pension Rights in the UK. London, UK: UK Office of Fair Trading.

    Working Paper

    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). The UK is the Eurozone's Dumping Ground. City, University of London.

    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.

    Blake, D. (2018). Target2: The silent bailout system that keeps the Euro afloat. London: City, University of London.

    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.

    This list was generated on Fri Oct 17 16:56:54 2025 UTC.