Kevin Dowd

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Phantoms never die: living with unreliable population data	2025-01-10	Paper
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
After VAR: the theory, estimation, and insurance applications of quantile-based risk measures	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 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
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

This page was built for person: Kevin Dowd