| 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 |
| https://portal.mardi4nfdi.de/entity/Q4586566 | 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 |
| Modelling 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 |
