The following pages link to David Blake (Q230665):
Displaying 40 items.
- (Q315612) (redirect page) (← links)
- Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion (Q315615) (← links)
- (Q473235) (redirect page) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- (Q492629) (redirect page) (← links)
- Modelling longevity bonds: analysing the Swiss Re Kortis bond (Q492630) (← links)
- (Q589144) (redirect page) (← links)
- Longevity risk and capital markets: the 2008-2009 update (Q659193) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Evaluating the goodness of fit of stochastic mortality models (Q661248) (← links)
- Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (Q931196) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Pension schemes as options on pension fund assets: implications for pension fund management (Q1282144) (← links)
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
- Identifiability, cointegration and the gravity model (Q1697266) (← links)
- Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (Q1994303) (← links)
- The valuation of no-negative equity guarantees and equity release mortgages (Q2327079) (← links)
- Mortality-dependent financial risk measures (Q2499824) (← links)
- Longevity hedge effectiveness: a decomposition (Q2879022) (← links)
- Modelling and management of mortality risk: a review (Q3077713) (← links)
- A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (Q3107264) (← links)
- A Gravity Model of Mortality Rates for Two Related Populations (Q3107265) (← links)
- (Q3515751) (← links)
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (Q3632862) (← links)
- MODELLING MORTALITY FOR PENSION SCHEMES (Q4563805) (← links)
- (Q4586566) (← links)
- Take (smoothed) risks when you are young, not when you are old: How to get the best from your pension plan (Q4810717) (← links)
- Mutual Fund Performance: Evidence from the UK (Q4939317) (← links)
- MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX (Q4972117) (← links)
- Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (Q4987098) (← links)
- On the Structure and Classification of Mortality Models (Q4987101) (← links)
- A Bayesian Approach to Modeling and Projecting Cohort Effects (Q4987102) (← links)
- Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (Q4987112) (← links)
- Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (Q4987113) (← links)
- A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (Q5029052) (← links)
- Fund Flows, Manager Changes, and Performance Persistence* (Q5237874) (← links)
- Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (Q5742656) (← links)
- A General Procedure for Constructing Mortality Models (Q5742665) (← links)
- Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds (Q5742674) (← links)
- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (Q5956045) (← links)
