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Items where Author is "Dowd, K."

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Number of items: 10.

Article

Dowd, K., Cairns, A. J. G. and Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, doi: 10.1080/10920277.2019.1652102

Dowd, K., Blake, D. ORCID: 0000-0002-2453-2090, Buckner, D. and Fry, J. (2019). The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages. Economics Letters, 184, 108669.. doi: 10.1016/j.econlet.2019.108669

Blake, D., Cairns, A. J. G., Dowd, K. and Kessler, A.R. (2019). Still living with mortality: The longevity risk transfer market after one decade. British Actuarial Journal, 24, e1. doi: 10.1017/S1357321718000314

Cairns, A.J.G., Blake, D., Dowd, K. and 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. and Cairns, A. J. G. (2016). The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts. Risks, 4(3), 21.. doi: 10.3390/risks4030021

Cairns, A. J. G., Dowd, K., Blake, D. and Coughlan, G. D. (2014). Longevity hedge effectiveness: A decomposition. Quantitative Finance, 14(2), pp. 217-235. doi: 10.1080/14697688.2012.748986

Blake, D., Cairns, A.J.G., Coughlan, G. D., Dowd, K. and 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

Dawson, P., Dowd, K., Cairns, A.J.G. and 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

Monograph

Dowd, K. and Blake, D. (2013). Good Practice Principles in Modelling Defined Contribution Pension Plans (PI-1302). UK: Pensions Institute.

Report

Harrison, D., Blake, D. and Dowd, K. (2014). VfM: Assessing value for money in defined contribution default funds. London: Cass Business School, ISSN 1367-580X.

This list was generated on Thu Feb 20 05:05:31 2020 UTC.