| Publication | Date of Publication | Type |
|---|
| Phantoms never die: living with unreliable population data | 2025-01-10 | Paper |
| A quantitative comparison of stochastic mortality models using data from England and Wales and the United States | 2022-02-11 | Paper |
| Hedging annuity risks with the age-period-cohort two-population gravity model | 2021-04-28 | Paper |
| On the Structure and Classification of Mortality Models | 2021-04-28 | Paper |
| A Bayesian approach to modeling and projecting cohort effects | 2021-04-28 | Paper |
| Forward mortality rates in discrete time. I: Calibration and securities pricing | 2021-04-28 | Paper |
| Forward mortality rates in discrete time. II: Longevity risk and hedging strategies | 2021-04-28 | Paper |
| Modelling socio-economic differences in mortality using a new affluence index | 2019-11-22 | Paper |
| Fund flows, manager changes, and performance persistence | 2019-10-25 | Paper |
| The valuation of no-negative equity guarantees and equity release mortgages | 2019-10-11 | Paper |
| A general procedure for constructing mortality models | 2019-05-15 | Paper |
| Keeping some skin in the game: how to start a capital market in longevity risk transfers | 2019-05-15 | Paper |
| Sharing longevity risk: why governments should issue longevity bonds | 2019-05-15 | Paper |
| Age-dependent investing: optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners | 2018-11-01 | Paper |
| Modelling mortality for pension schemes | 2018-06-04 | Paper |
| Identifiability, cointegration and the gravity model | 2018-02-15 | Paper |
| After VAR: the theory, estimation, and insurance applications of quantile-based risk measures | 2017-10-27 | Paper |
| Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion | 2016-09-22 | Paper |
| Modelling longevity bonds: analysing the Swiss Re Kortis bond | 2015-08-20 | Paper |
| Improved inference in the evaluation of mutual fund performance using panel bootstrap methods | 2014-11-24 | Paper |
| Longevity hedge effectiveness: a decomposition | 2014-09-05 | Paper |
| Longevity risk and capital markets: the 2008-2009 update | 2012-02-10 | Paper |
| Evaluating the goodness of fit of stochastic mortality models | 2012-02-10 | Paper |
| Securitizing and tranching longevity exposures | 2012-02-10 | Paper |
| A gravity model of mortality rates for two related populations | 2011-12-21 | Paper |
| A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks | 2011-12-21 | Paper |
| Modeling and management of mortality risk: a review | 2011-02-22 | Paper |
| Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk | 2009-06-15 | Paper |
| Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans | 2008-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3515751 | 2008-07-29 | Paper |
| Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts | 2008-06-25 | Paper |
| Mortality-dependent financial risk measures | 2006-08-14 | Paper |
| Take (smoothed) risks when you are young, not when you are old: How to get the best from your pension plan | 2004-08-16 | Paper |
| Pensionmetrics 2: Stochastic pension plan design during the distribution phase. | 2003-11-16 | Paper |
| Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase | 2002-07-02 | Paper |
| Mutual Fund Performance: Evidence from the UK | 2000-06-01 | Paper |
| Pension schemes as options on pension fund assets: implications for pension fund management | 1999-03-28 | Paper |
