David Blake : Citation Profile

City St George's

30

H index

61

i10 index

2728

Citations

RESEARCH PRODUCTION:

141

Articles

44

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   43 years (1981 - 2024). See details.
   Cites by year: 63
   Journals where David Blake has often published
   Relations with other researchers
   Recent citing documents: 130.    Total self citations: 79 (2.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl129
   Updated: 2025-12-13    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Blake.

Is cited by:

Bravo, Jorge (39)

Li, Hong (38)

Mitchell, Olivia (35)

De Waegenaere, Anja (30)

Regis, Luca (29)

luciano, elisa (26)

Li, Youwei (24)

Loisel, Stéphane (22)

Holzmann, Robert (21)

Milevsky, Moshe (19)

Broeders, Dirk (18)

Cites to:

Lee, Ronald (37)

Mitchell, Olivia (35)

Laibson, David (22)

Biffis, Enrico (20)

Thaler, Richard (20)

Milevsky, Moshe (19)

merton, robert (18)

Cummins, John (18)

wermers, russell (17)

Dowd, Kevin (16)

Timmermann, Allan (15)

Main data

Where David Blake has published?

Journals with more than one article published# docs
Journal of Risk & Insurance25
North American Actuarial Journal18
Insurance: Mathematics and Economics13
The Geneva Papers on Risk and Insurance - Issues and Practice7
JRFM5
ASTIN Bulletin4
Economic Journal4
Journal of Asset Management4
Applied Financial Economics3
Review of Behavioral Finance3
Journal of Economic Dynamics and Control3
Annals of Actuarial Science3
Asia-Pacific Journal of Risk and Insurance2
Review of Finance2
Scottish Journal of Political Economy2
Financial Analysts Journal2
British Actuarial Journal2
The Journal of Business2
European Economic Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany16
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Working Papers / Geary Institute, University College Dublin2

Recent works citing David Blake (2025 and 2024)

YearTitle of citing document
2025Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2024Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks. (2024). de Felice, Lewis ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2312.14355.

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2025Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data. (2025). Biswas, Suparna ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2402.14322.

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2025Phase transitions in debt recycling. (2025). Bartolucci, Silvia ; Aufiero, Sabrina ; Forer, Preben ; Vivo, Pierpaolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:2405.19104.

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2024A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388.

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2024Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914.

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2024Optimal post-retirement investment under longevity risk in collective funds. (2024). Dalby, James ; Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2409.15325.

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2024Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749.

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2025Long-range dependent mortality modeling with cointegration. (2025). Wong, Hoi Ying ; Wang, Ling ; Chiu, Mei Choi. In: Papers. RePEc:arx:papers:2503.09377.

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2025Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chiles Pension Reform. (2025). Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2504.17713.

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2025Quantile-Optimal Policy Learning under Unmeasured Confounding. (2025). Chen, Xiaohong ; Qi, Zhengling ; Yang, Zhuoran. In: Papers. RePEc:arx:papers:2506.07140.

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2025Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions. (2025). Zhou, Hongjuan. In: Papers. RePEc:arx:papers:2507.19445.

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2025Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. (2025). Dhaene, Jan ; Linders, Daniel ; Hanbali, Hamza. In: Papers. RePEc:arx:papers:2508.12606.

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2025Ranking Policies Under Loss Aversion and Inequality Aversion. (2025). Parker, Thomas ; Kurek, Radoslaw ; Kobus, Martyna. In: Papers. RePEc:arx:papers:2510.09590.

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2025A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment. (2025). Gabric, Lydia J ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2510.18721.

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2025The transformation of the life insurance industry: systemic risks and policy challenges. (2025). Lewrick, Ulf ; Gelos, Gaston ; Packer, Frank ; Garavito, Fabian ; Sushko, Vladyslav ; Todorov, Karamfil ; Aquilina, Matteo ; Pinter, Gabor. In: BIS Papers. RePEc:bis:bisbps:161.

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2024Institutional investor network and idiosyncratic volatility of stocks. (2024). Toh, Moau Yong ; Wang, Peijun ; Zhang, Yongmin ; Ma, Huiping ; Zhai, Xiaoying. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1261-1288.

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2024Interaction Between Age Pension Means Testing and Innovative Income Streams in Australia. (2024). Butt, Adam ; Ai, Wenqi ; Khemka, Gaurav. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:331:p:533-567.

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2024Wrong Kind of Transparency? Mutual Funds’ Higher Reporting Frequency, Window Dressing, and Performance. (2024). Zhang, Zilong ; Yeung, Eric P ; Xin, Xiangang. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:737-781.

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2024A behavioral gap in survival beliefs. (2024). de Giorgi, Enrico G ; Apicella, Giovanna. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:213-247.

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2025Portfolio optimization in DC pension scheme with unhedgeable stochastic wage. (2025). Menoncin, Francesco ; Vigna, Elena. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:740.

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2025Quantile-Optimal Policy Learning under Unmeasured Confounding. (2025). Chen, Siyu ; Qi, Zhengling ; Yang, Zhuoran. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2469.

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2024Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting. (2024). Shi, Yanlin ; Zhang, Jinhui ; It, Chong ; Kuen, Kenny Kam. In: Demographic Research. RePEc:dem:demres:v:50:y:2024:i:28.

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2024A Bayesian model for age at death with cohort effects. (2024). Brabec, Marek ; Dimai, Matteo. In: Demographic Research. RePEc:dem:demres:v:51:y:2024:i:33.

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2025A comprehensive database of estimates and forecasts of Spanish sex–age death rates by climate area, income level, and habitat size (2010–2050). (2025). Pava, Jose M ; Sifre-Armengol, Celia ; Benito, Josep Lled. In: Demographic Research. RePEc:dem:demres:v:52:y:2025:i:1.

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2024Impact of audit committee social capital on the adoption of COSO 2013. (2024). McCumber, William ; Farah, Nusrat ; Islam, Md Shariful ; Tadesse, Amanuel. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000445.

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2025Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated. (2025). Zhang, Jiannan ; Li, Shuanming ; Chen, Ping ; Jin, Zhuo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:490:y:2025:i:c:s0096300324006714.

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2025Financial incentives for delaying the public pension claiming age. (2025). Nakashima, Kunio ; Kitamura, Tomoki. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001242.

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2025Optimal investment-withdrawal strategy for variable annuities under a performance fee structure. (2025). Feng, Runhuan ; Hin, Kenneth Tsz ; Jing, Xiaochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001957.

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2025Phase transitions in debt recycling. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Forer, Preben ; Vivo, Pierpaolo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000107.

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2025Environmental, social, and governance investing and sustainability of pension funds: Evidence from the organisation for economic cooperation and development countries. (2025). Abdulrahman, Adam ; Otchere, Isaac ; Wang, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003055.

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2024Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network. (2024). Liu, Zhenchun ; Guo, Xiaoping ; Fan, Ningyuan ; Wang, Jianwei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001591.

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2025Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization. (2025). Liu, Wei ; Chen, YA ; Zhao, Zhen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002109.

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2024Venture capital investment in Latin America: The role of experience, distances, and network features. (2024). Santana, Veronica ; Guzella, Marcelo ; Buchbinder, Felipe. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000402.

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2024Ethnic wealth inequality in England and Wales, 1858–2018. (2024). Cummins, Neil. In: Explorations in Economic History. RePEc:eee:exehis:v:94:y:2024:i:c:s0014498324000433.

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2025Fund social network and MD&A disclosure quality. (2025). Zhu, Hanbin ; Ge, Yiyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001346.

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2025Global mutual fund flows. (2025). Bekiros, Stelios ; Vidal, Marta ; Vidal-Garca, Javier ; Trinidad-Segovia, Juan E. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002431.

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2024Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk. (2024). Liu, Xiaotong ; Wang, Jingda ; Cao, Chang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005483.

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2024Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Technological revolution and regulatory innovation: How governmental artificial intelligence adoption matters for financial regulation intensity. (2024). Lei, Pengfei ; Wu, Hanrui ; Li, Daozheng ; Pan, Martin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004678.

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2024Guidance or supervision: the impact of network relationship of institutional investors on corporate financialization. (2024). Yang, Ying ; Liu, Mengxi ; Ding, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005075.

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2024Mutual fund liquidity management and family affiliation. (2024). Xu, Zhaojin ; Popescu, Marius. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007116.

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2025Portfolio climate risk and fund flow performance. (2025). Lu, Shuai ; Li, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015514.

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2024Optimal investment in defined contribution pension schemes with forward utility preferences. (2024). Chong, Wing Fung ; Hin, Kenneth Tsz. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:192-211.

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2024Longevity hedge effectiveness using socioeconomic indices. (2024). Laursen, Nicolai Sogaard ; Kallestrup-Lamb, Malene. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:242-251.

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2024Quantile mortality modelling of multiple populations via neural networks. (2024). Marino, Zelda ; Corsaro, Stefania ; Scognamiglio, Salvatore. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:114-133.

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2024Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:154-169.

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2024Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94.

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2024A buy-hold-sell pension saving strategy. (2024). Steffensen, Mogens ; Khemka, Gaurav ; Warren, Geoffrey J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:1-16.

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2024Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. (2024). Chen, Shaoying ; Yang, Yang ; Zhang, Zhimin ; Cui, Zhenyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:179-193.

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2024Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?. (2024). Milevsky, Moshe ; Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:238-250.

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2024Pension funds with longevity risk: an optimal portfolio insurance approach. (2024). Mancinelli, Daniele ; di Giacinto, Marina ; Oliva, Immacolata ; Marino, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:268-297.

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2025Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235.

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2025Estimating the impact of COVID-19 on mortality using granular data. (2025). van Berkum, Frank ; Melenberg, Bertrand ; Vellekoop, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:144-156.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563.

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2025Boosting domain-specific models with shrinkage: An application in mortality forecasting. (2025). Li, Han ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:191-207.

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2025Sensitivity and uncertainty in the Lee–Carter mortality model. (2025). Tuljapurkar, Shripad ; Zuo, Wenyun ; Damle, Anil. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:781-797.

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2024Price impact under heterogeneous beliefs and restricted participation. (2024). Anthropelos, Michail ; Kardaras, Constantinos. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

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2024Gender effects for loss aversion: A reconsideration. (2024). Georgalos, Konstantinos. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:105:y:2024:i:c:s0167487024000680.

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2025A lattice-based approach for life insurance pricing in a stochastic correlation framework. (2025). Costabile, Massimo ; Massab, Ivar ; Russo, Emilio ; Staino, Alessandro ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:145-159.

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2024Retirement savings behaviours and COVID-19: Evidence from Thailand. (2024). Lhaopadchan, Suntharee ; Treepongkaruna, Sirimon ; Gerrans, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001008.

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2025The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010.

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2025Managing financial investments in supply chain networks: The roles of network power and control. (2025). Fan, Yanmei ; Gao, DI ; Zhou, Jing. In: International Journal of Production Economics. RePEc:eee:proeco:v:280:y:2025:i:c:s0925527324003335.

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2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

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2025Institutional investor cliques and ESG performance: Evidence from Chinese firms. (2025). Chen, Yinong ; Li, Chunhong ; Xiang, Cheng ; Qiu, Wenkang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002424.

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2024COVID-19 and US females’ portfolio decisions. (2024). Apergis, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004830.

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2025Fund social network and abnormal positive tone in MD&A disclosures. (2025). Zhu, Hanbin ; Ge, Yiyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001352.

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2024Network centrality, style drift, and mutual fund performance. (2024). Liao, Yinkai ; Yi, LI ; Xiao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001417.

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2024Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782.

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2025The impact mechanism of interactive carbon disclosure on firm value moderated by investors’ online social networks. (2025). Zhu, Jing ; Zhang, Chen ; Sun, Jiaojiao ; Ding, Jiajun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000273.

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2024Insurance business and social sustainability: A proposal. (2024). Di Lorenzo, Emilia ; D'Amato, Valeria ; Sibillo, Marilena ; Piscopo, Gabriella ; Trotta, Annarita. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s003801212400079x.

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2024Ethnic wealth inequality in England and Wales, 1858-2018. (2024). Cummins, Neil. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124610.

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2025Phase transitions in debt recycling. (2025). Bartolucci, Silvia ; Caccioli, Fabio ; Vivo, Pierpaolo ; Forer, Preben ; Aufiero, Sabrina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127108.

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2025Age-Specific Mortality Forecasting in Kazakhstan: Alternative Approaches to the Lee–Carter Model. (2025). Omarkulov, Bauyrzhan ; Zakirova, Rimma ; Mukhanova, Meruyert ; Koichubekov, Berik. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:3:p:346-:d:1600654.

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2025A Selective Systematic Review and Bibliometric Analysis of Gender and Financial Literacy Research in Developing Countries. (2025). Maina, Carol Wangari ; Gyrke, Dina Koponicsn. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:145-:d:1609005.

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2024A Contrast-Tree-Based Approach to Two-Population Models. (2024). Lizzi, Matteo. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:10:p:152-:d:1485645.

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2024A Quantitative Comparison of Mortality Models with Jumps: Pre- and Post-COVID Insights on Insurance Pricing. (2024). Ahin, Ule ; Ozen, Selin. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:53-:d:1356870.

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2024Two-Population Mortality Forecasting: An Approach Based on Model Averaging. (2024). Haberman, Steven ; Zhu, Rui ; Millossovich, Pietro ; de Mori, Luca. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:60-:d:1365205.

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2024COVID-19 and Excess Mortality: An Actuarial Study. (2024). Alonso-Garcia, Jennifer ; Delbrouck, Camille. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:61-:d:1367677.

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2024Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing. (2024). Shang, Han Lin ; Wang, Shaokang ; Tickle, Leonie. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:7:p:117-:d:1440233.

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2025Uncertainty in Pricing and Risk Measurement of Survivor Contracts. (2025). Dominic, Len Patrick ; So, Kenrick Raymond ; Cruz, Stephanie Claire ; Marcella, Elias Antonio ; Briones, Jeric. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:35-:d:1594125.

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2024Does Food Expenditure Decrease after Retirement, and for Whom?. (2024). Kimhi, Ayal ; Sender, Maya. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:1992-:d:1347846.

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2025Pension Policy and Personal Finance: Defined-Contribution Plans and Retirement Strategies in the United Kingdom. (2025). Panos, Georgios ; Petrakis, Ioannis. In: Working Papers. RePEc:gla:glaewp:2025_06.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Zhang, Xiang ; Yuan, Zhining ; Costola, Michele ; Maillet, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2024Climate Risk and its Impact on Insurance. (2024). Milhaud, Xavier ; Popp, Max ; Garrido, Jose ; Olympio, Anani. In: Post-Print. RePEc:hal:journl:hal-04684629.

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2024Climate Risk and its Impact on Insurance. (2024). Milhaud, Xavier ; Popp, Max ; Garrido, Jose ; Olympio, Anani. In: Post-Print. RePEc:hal:journl:hal-04684634.

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2024Fund Characteristics, Managerial Skills and Performance Persistence: Evidence from India. (2024). Majumdar, Sudipta ; Mishra, Rohan Kumar ; Chandra, Abhijeet. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09417-8.

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2024Network Nexus: Exploring the Impact of Alumni Connections of Managers on Mutual Fund Performance in India. (2024). Chandra, Abhijeet ; Bose, Sankalp ; Kundu, Sayantan ; Majumdar, Sudipta. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09435-6.

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2025Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China. (2025). Liu, Wenling ; Xu, Fengmin ; Jing, Kui ; Hua, Ziyue. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10677-3.

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2024The impact of climate risk on the asset side and liability side of the insurance industry: evidence from China. (2024). Rui, Xue ; Zhao, Tianxiang ; Yang, Sitong ; Li, Shouwei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09700-2.

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2024The performance of asset allocation mutual funds. (2024). Yin, Zhengnan ; Sherman, Meadhbh ; Osullivan, Niall. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:4:d:10.1007_s11408-024-00457-2.

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2025A Contractarian Approach to Actuarial Fairness. (2025). Teira, David ; Pradier, Pierre-Charles ; Heras, Antonio J. In: Journal of Business Ethics. RePEc:kap:jbuset:v:196:y:2025:i:3:d:10.1007_s10551-023-05602-x.

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2024Do All Savings Matter Equally? Saving Types and Emotional Well-Being Among Older Adults: Evidence from Panel Data. (2024). Bialowolski, Piotr ; Xiao, Jing Jian ; Weziak-Bialowolska, Dorota. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:45:y:2024:i:1:d:10.1007_s10834-023-09891-2.

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2024Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4.

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2025Spectral risk for digital assets. (2025). Horváth, Matúš ; Hrdle, Wolfgang Karl ; Wang, Xingjia ; Horvth, Mat ; Lu, Meng-Jou. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01313-0.

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2025Financial Risk Under Shortfall Level Uncertainty. (2025). Racine, Jeffrey ; Soof, Ehsan S ; Asadi, Majid ; Wu, Shaomin. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2025-04.

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2025Socioeconomic Status and the Effects of Pension Reforms on Lifetime Benefits in Denmark. (2025). Gupta, Nabanita Datta ; Kallestrup-Lamb, Malene ; Bingley, Paul. In: NBER Chapters. RePEc:nbr:nberch:15366.

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2025Forecasting Cohort Mortality: Lee–Carter Methods and CCP-Splines. (2025). Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: SocArXiv. RePEc:osf:socarx:8fxyk_v1.

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2024Delegated Investment Management in Alternative Assets. (2024). Andonov, Aleksandar. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:264-301..

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More than 100 citations found, this list is not complete...

Works by David Blake:

YearTitleTypeCited
2016Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index In: CREATES Research Papers.
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2011Financial Risks and the Pension Protection Fund: Can it Survive Them? In: Papers.
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2006Financial Risks and the Pension Protection Fund: Can it Survive Them?.(2006) In: MPRA Paper.
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2011Financial Risks and the Pension Protection Fund:Can It Survive Them?.(2011) In: Working Papers.
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2006PYRRHIC VICTORY? THE UNINTENDED CONSEQUENCE OF THE PENSIONS ACT 2004 In: Economic Affairs.
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2008What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom In: Economica.
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2013Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance.
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2010Decentralized Investment Management: Evidence from the Pension Fund Industry.(2010) In: CEPR Discussion Papers.
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2010Decentralized investment management: evidence from the pension fund industry.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 41		paper
2016Phantoms never die: living with unreliable population data In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article13
2003Reply to “Survivor Bonds: A Comment on Blake and Burrows” In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article3
2006Survivor Swaps In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article34
2006After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures In: Journal of Risk & Insurance.
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2006Longevity Risk and Capital Markets In: Journal of Risk & Insurance.
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2011Longevity Risk and Capital Markets.(2011) In: North American Actuarial Journal.
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2006Longevity Bonds: Financial Engineering, Valuation, and Hedging In: Journal of Risk & Insurance.
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2006A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration In: Journal of Risk & Insurance.
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2010Survivor Derivatives: A Consistent Pricing Framework In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article19
2013Longevity Risk and Capital Markets: The 2011–2012 Update In: Journal of Risk & Insurance.
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2013The New Life Market In: Journal of Risk & Insurance.
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2013Informed Intermediation of Longevity Exposures In: Journal of Risk & Insurance.
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2016The Cost of Counterparty Risk and Collateralization in Longevity Swaps In: Journal of Risk & Insurance.
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2011The cost of counterparty risk and collateralization in longevity swaps.(2011) In: MPRA Paper.
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2017MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES In: Journal of Risk & Insurance.
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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference In: Journal of Risk & Insurance.
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2017Longevity Risk and Capital Markets: The 2014–15 Update In: Journal of Risk & Insurance.
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2017On the Failure (Success) of the Markets for Longevity Risk Transfer In: Journal of Risk & Insurance.
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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference In: Journal of Risk & Insurance.
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2017Pension Risk Management in the Enterprise Risk Management Framework In: Journal of Risk & Insurance.
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2017Pricing Buy‐Ins and Buy‐Outs In: Journal of Risk & Insurance.
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2017Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article1
2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference In: Journal of Risk & Insurance.
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2017Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations In: Journal of Risk & Insurance.
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2017Robust Mean–Variance Hedging of Longevity Risk In: Journal of Risk & Insurance.
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2017Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach In: Journal of Risk & Insurance.
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2017Mortality Leads and Lags In: Journal of Risk & Insurance.
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2017The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing In: Journal of Risk & Insurance.
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1992The Demand for Cider in the United Kingdom. In: Oxford Bulletin of Economics and Statistics.
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2014Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions With SPEEDOMETER Plans In: Risk Management and Insurance Review.
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1990Portfolio Behaviour and Asset Pricing in a Characteristics Framework. In: Scottish Journal of Political Economy.
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1996Financial Intermediation and Financial Innovation in a Characteristics Framework. In: Scottish Journal of Political Economy.
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2008Longevity Risk and Capital Markets: The 2007-2008 Update In: Asia-Pacific Journal of Risk and Insurance.
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2008The Birth of the Life Market In: Asia-Pacific Journal of Risk and Insurance.
[Full Text][Citation analysis]		article14
2016Le nouveau marché du risque de longévité In: Revue d'économie financière.
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1998The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis In: University of California at San Diego, Economics Working Paper Series.
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1999The hazards of mutual fund underperformance: A Cox regression analysis.(1999) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 38		article
1997Performance Measurement using Multiple Asset Class Portfolio Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2002International Asset Allocation with Time-Varying Investment Opportunities In: CEPR Discussion Papers.
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2002International asset allocation with time-varying investment opportunities.(2002) In: LSE Research Online Documents on Economics.
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2005International Asset Allocation with Time-Varying Investment Opportunities.(2005) In: The Journal of Business.
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2010Did the Housing Boom Increase Household Spending In: Issues in Brief.
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2023Longevity risk and capital markets: the 2021–22 update In: JODE - Journal of Demographic Economics.
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2023Longevity risk and capital markets: the 2021–22 update.(2023) In: Journal of Demographic Economics.
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2020CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family In: Annals of Actuarial Science.
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2020Identifiability in age/period mortality models In: Annals of Actuarial Science.
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2020Identifiability in age/period/cohort mortality models In: Annals of Actuarial Science.
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2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* In: ASTIN Bulletin.
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2011Bayesian Stochastic Mortality Modelling for Two Populations In: ASTIN Bulletin.
[Full Text][Citation analysis]		article66
2017MODELLING MORTALITY FOR PENSION SCHEMES In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
2019MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX In: ASTIN Bulletin.
[Full Text][Citation analysis]		article12
2006Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities In: British Actuarial Journal.
[Full Text][Citation analysis]		article79
2019Still living with mortality: the longevity risk transfer market after one decade In: British Actuarial Journal.
[Full Text][Citation analysis]		article13
2017New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article12
1996Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom. In: Economic Journal.
[Full Text][Citation analysis]		article68
2000Does It Matter What Type of Pension Scheme You Have? In: Economic Journal.
[Full Text][Citation analysis]		article22
2006On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility In: Economic Journal.
[Full Text][Citation analysis]		article40
1986The Performance of UK Exchange Rate Forecasters. In: Economic Journal.
[Full Text][Citation analysis]		article29
2022Smart defaults: Determining the number of default funds in a pension scheme In: The British Accounting Review.
[Full Text][Citation analysis]		article0
2006Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article103
2004Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans.(2004) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 103		paper
2013Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article33
2011Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion.(2011) In: MPRA Paper.
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2014Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners In: Journal of Economic Dynamics and Control.
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2011Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners.(2011) In: MPRA Paper.
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1989Testing models generating time varying asset return expectations and risks : The case of UK private sector pension funds In: Economic Modelling.
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2019The valuation of no-negative equity guarantees and equity release mortgages In: Economics Letters.
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2014Improved inference in the evaluation of mutual fund performance using panel bootstrap methods In: Journal of Econometrics.
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1984Complete systems methods of estimating models with rational and adaptive expectations : A case study In: European Economic Review.
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1988The stochastic analysis of competitive unemployment insurance premiums In: European Economic Review.
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2017The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets.
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1998Pension schemes as options on pension fund assets: implications for pension fund management In: Insurance: Mathematics and Economics.
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2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase In: Insurance: Mathematics and Economics.
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2003Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics.
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2003Pensionmetrics 2: stochastic pension plan design during the distribution phase.(2003) In: LSE Research Online Documents on Economics.
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2006Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics.
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2008Longevity risk and the Grim Reapers toxic tail: The survivor fan charts In: Insurance: Mathematics and Economics.
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2010Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics.
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2010Securitizing and tranching longevity exposures In: Insurance: Mathematics and Economics.
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2010Evaluating the goodness of fit of stochastic mortality models In: Insurance: Mathematics and Economics.
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2011Mortality density forecasts: An analysis of six stochastic mortality models In: Insurance: Mathematics and Economics.
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2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond In: Insurance: Mathematics and Economics.
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2018Longevity risk and capital markets: The 2015–16 update In: Insurance: Mathematics and Economics.
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2018Longevity risk and capital markets: The 2015–16 update.(2018) In: Post-Print.
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2018Identifiability, cointegration and the gravity model In: Insurance: Mathematics and Economics.
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2021Longevity risk and capital markets: The 2019-20 update In: Insurance: Mathematics and Economics.
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1991Debt-equity swaps as bond conversions: implications for pricing In: Journal of Banking & Finance.
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2018Network centrality and delegated investment performance In: Journal of Financial Economics.
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1982Monetarism and the US economy: A re-evaluation of Steins model 1960-1973 In: Journal of Monetary Economics.
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2004Liability valuation and optimal asset allocation In: LSE Research Online Documents on Economics.
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2004Barriers to pension scheme participation in small and medium sized enterprises In: LSE Research Online Documents on Economics.
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2003UK pension fund management after Myners: the hunt for correlation begins In: LSE Research Online Documents on Economics.
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2003UK pension fund management after Myners: The hunt for correlation begins.(2003) In: Journal of Asset Management.
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2003Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan In: LSE Research Online Documents on Economics.
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2003The United Kingdom pension system: key issues In: LSE Research Online Documents on Economics.
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2001The United Kingdom Pension System: Key Issues.(2001) In: Discussion Paper.
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2003What is a promise from the government worth?:: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom In: LSE Research Online Documents on Economics.
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2003Financial system requirements for successful pension reform In: LSE Research Online Documents on Economics.
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2003Is immigration the answer to the UK’s pension crisis? In: LSE Research Online Documents on Economics.
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2003Modelling the composition of personal sector wealth in the United Kingdom In: LSE Research Online Documents on Economics.
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2003Long-term value at risk In: LSE Research Online Documents on Economics.
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2004Long‐Term Value at Risk.(2004) In: Journal of Risk Finance.
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2002Performance clustering and incentives in the UK pension fund industry In: LSE Research Online Documents on Economics.
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2002Performance clustering and incentives in the UK pension fund industry.(2002) In: Journal of Asset Management.
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2002Returns from active management in international equity markets: evidence from a panel of UK pension funds In: LSE Research Online Documents on Economics.
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2005Returns from active management in international equity markets: Evidence from a panel of UK pension funds.(2005) In: Journal of Asset Management.
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2002The impact of wealth on consumption and retirement behaviour in the UK In: LSE Research Online Documents on Economics.
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2004The impact of wealth on consumption and retirement behaviour in the UK.(2004) In: Applied Financial Economics.
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2008It is all Back to Front: Critical Issues in the Design of Defined Contribution Pension Plans In: Chapters.
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2004Contracting Out of the State Pension System: The British Experience of Carrots and Sticks In: Chapters.
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2008Defined contribution pensions: dealing with the reluctant investor In: Journal of Financial Regulation and Compliance.
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2021Mental time travel and the valuation of financial investments In: Review of Behavioral Finance.
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2024Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies In: Review of Behavioral Finance.
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2010Pension Plan Decisions In: Review of Behavioral Finance.
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2022Projecting Mortality Rates to Extreme Old Age with the CBDX Model In: Forecasting.
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2021Mental Time Travel and Retirement Savings In: JRFM.
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2022Good Practice Principles in Modelling Defined Contribution Pension Plans In: JRFM.
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2022Nudges and Networks: How to Use Behavioural Economics to Improve the Life Cycle Savings-Consumption Balance In: JRFM.
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2022The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated In: JRFM.
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2023Target2: The Silent Bailout System That Keeps the Euro Afloat In: JRFM.
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2016The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts In: Risks.
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2021Quantifying loss aversion: Evidence from a UK population survey In: Journal of Risk and Uncertainty.
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2002The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions In: NBER Chapters.
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2018Fund Flows, Manager Changes, and Performance Persistence* In: Review of Finance.
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1998Mutual Fund Performance: Evidence from the UK In: Review of Finance.
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2003Pension Schemes and Pension Funds in the United Kingdom In: OUP Catalogue.
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2018Longevity: a new asset class In: Journal of Asset Management.
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1999Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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1999Annuity Markets: Problems and Solutions In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2000Measuring Value Added in the Pensions Industry In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2007The Impact of Occupation and Gender on Pensions from Defined Contribution Plans In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2011Longevity Risk and Capital Markets: The 2010–2011 Update In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2011Longevity risks and capital markets: The 2010-2011 update.(2011) In: MPRA Paper.
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2024Longevity risk and capital markets: the 2022–2023 update In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2024Correction: Longevity risk and capital markets: the 2022–2023 update.(2024) In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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2014Longevity Risk and Capital Markets: The 2012–2013 Update.(2014) In: North American Actuarial Journal.
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2011Optimal Investment Strategies in Defined Contribution Pension Plans In: Palgrave Macmillan Books.
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1992A Non-linear Model of Portfolio Behaviour With Time-varying Expectations and Risks In: Palgrave Macmillan Books.
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2011Longevity risk and capital markets: The 2009-2010 update In: MPRA Paper.
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2008Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers In: MPRA Paper.
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2009NDC v FDC: Pros, cons and replication In: MPRA Paper.
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2010Sharing longevity risk: Why governments should issue longevity bonds In: MPRA Paper.
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2014Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds.(2014) In: North American Actuarial Journal.
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2010Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes In: MPRA Paper.
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2010Spend more today: Using behavioural economics to improve retirement expenditure decisions In: MPRA Paper.
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2011Longevity hedge effectiveness: a decomposition In: MPRA Paper.
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2014Longevity hedge effectiveness: a decomposition.(2014) In: Quantitative Finance.
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