Kevin Dowd

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Phantoms never die: living with unreliable population data Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-10	Paper
Arbitrage problems with reflected geometric Brownian motion Finance and Stochastics	2024-01-02	Paper
Discounting the Discounted Projection Approach North American Actuarial Journal	2023-02-10	Paper
A quantitative comparison of stochastic mortality models using data from England and Wales and the United States North American Actuarial Journal	2022-02-11	Paper
Hedging annuity risks with the age-period-cohort two-population gravity model North American Actuarial Journal	2021-04-28	Paper
How profitable are equity release mortgages? Economics Letters	2021-02-09	Paper
Modelling socio-economic differences in mortality using a new affluence index ASTIN Bulletin	2019-11-22	Paper
The valuation of no-negative equity guarantees and equity release mortgages Economics Letters	2019-10-11	Paper
After VAR: the theory, estimation, and insurance applications of quantile-based risk measures	2017-10-27	Paper
Longevity hedge effectiveness: a decomposition Quantitative Finance	2014-09-05	Paper
Evaluating the goodness of fit of stochastic mortality models Insurance Mathematics & Economics	2012-02-10	Paper
A gravity model of mortality rates for two related populations North American Actuarial Journal	2011-12-21	Paper
A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks North American Actuarial Journal	2011-12-21	Paper
Modeling and management of mortality risk: a review Scandinavian Actuarial Journal	2011-02-22	Paper
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk ASTIN Bulletin	2009-06-15	Paper
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans Journal of Economic Dynamics and Control	2008-11-25	Paper
scientific article; zbMATH DE number 5305361 (Why is no real title available?)	2008-07-29	Paper
Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts Insurance Mathematics & Economics	2008-06-25	Paper
Mortality-dependent financial risk measures Insurance Mathematics & Economics	2006-08-14	Paper
Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Insurance Mathematics & Economics	2003-11-16	Paper
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase Insurance Mathematics & Economics	2002-07-02	Paper
scientific article; zbMATH DE number 1228098 (Why is no real title available?)	1998-12-02	Paper

Research outcomes over time

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