Kevin Dowd

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Arbitrage problems with reflected geometric Brownian motion	2024-01-02	Paper
Discounting the Discounted Projection Approach	2023-02-10	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
How profitable are equity release mortgages?	2021-02-09	Paper
MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX	2019-11-22	Paper
The valuation of no-negative equity guarantees and equity release mortgages	2019-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4586566	2017-10-27	Paper
Longevity hedge effectiveness: a decomposition	2014-09-05	Paper
Evaluating the goodness of fit of stochastic mortality models	2012-02-10	Paper
A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks	2011-12-21	Paper
A Gravity Model of Mortality Rates for Two Related Populations	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
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
https://portal.mardi4nfdi.de/entity/Q4220711	1998-12-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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