27
H index
55
i10 index
2423
Citations
City University | 27 H index 55 i10 index 2423 Citations RESEARCH PRODUCTION: 128 Articles 44 Papers 1 Books 5 Chapters RESEARCH ACTIVITY: 41 years (1981 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbl129 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 16 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
Working Papers / Geary Institute, University College Dublin | 2 |
Year | Title of citing document |
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2023 | A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675. Full description at Econpapers || Download paper |
2023 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. Full description at Econpapers || Download paper |
2023 | Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers || Download paper |
2023 | Optimal management of DB pension fund under both underfunded and overfunded cases. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2302.08731. Full description at Econpapers || Download paper |
2023 | Which factors affect the sustainability of pension schemes?. (2023). Fazouane, Abdesselam ; Outlioua, Said. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:89-108. Full description at Econpapers || Download paper |
2023 | Fertility and climate change. (2023). Galeotti, Marzio ; Lupi, Veronica ; Gerlagh, Reyer. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:208-252. Full description at Econpapers || Download paper |
2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper |
2023 | On constrained smoothing and out-of-range prediction using P-splines: A conic optimization approach. (2023). Durban, Maria ; Guerrero, Vanesa ; Navarro-Garcia, Manuel. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:441:y:2023:i:c:s0096300322007470. Full description at Econpapers || Download paper |
2023 | Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Zhang, Hao ; Wu, Qiang ; Ma, Hui ; Chen, Shenglan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x. Full description at Econpapers || Download paper |
2023 | Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163. Full description at Econpapers || Download paper |
2023 | Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255. Full description at Econpapers || Download paper |
2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper |
2023 | On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962. Full description at Econpapers || Download paper |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper |
2023 | The GMWB guarantee embedded in Life Insurance Contracts: Fair Value Pricing Problem. (2023). Abid, Ilyes ; Naoui, Kamel ; Hamdi, Haykel ; Mrad, Fatma. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005062. Full description at Econpapers || Download paper |
2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
2023 | Pricing extreme mortality risk in the wake of the COVID-19 pandemic. (2023). Yuan, Zhongyi ; Tang, Qihe ; Liu, Haibo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:84-106. Full description at Econpapers || Download paper |
2023 | Optimal retirement savings over the life cycle: A deterministic analysis in closed form. (2023). Koch, Marlene ; Jensen, Bjarne Astrup ; Fischer, Marcel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:48-58. Full description at Econpapers || Download paper |
2023 | Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Pantelous, Athanasios A ; Wang, Pengjie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469. Full description at Econpapers || Download paper |
2023 | Bayesian model averaging for mortality forecasting using leave-future-out validation. (2023). Salhi, Yahia ; Loisel, Stephane ; Goffard, Pierre-Olivier ; Barigou, Karim. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:674-690. Full description at Econpapers || Download paper |
2023 | Thirty years on: A review of the Lee–Carter method for forecasting mortality. (2023). Booth, Heather ; Camarda, Carlo Giovanni ; Basellini, Ugofilippo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1033-1049. Full description at Econpapers || Download paper |
2023 | Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x. Full description at Econpapers || Download paper |
2023 | Channel coordination under retailers (sub)conscious preferences of loss aversion and fairness. (2023). Ren, Jianbiao ; Guan, Zhenzhong ; Li, Yadong. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:74:y:2023:i:c:s0969698923001777. Full description at Econpapers || Download paper |
2023 | Over-weighting risk factor augmented with mutual fund managers social networks. (2023). Hou, Keqiang ; Li, Xing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002098. Full description at Econpapers || Download paper |
2023 | Income growth, income uncertainty, and urban–rural household savings rate in China. (2023). Yang, Dan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:99:y:2023:i:c:s016604622200093x. Full description at Econpapers || Download paper |
2023 | Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Yan, Cheng ; Marco, Chi Keung ; Gozgor, Giray ; Zhang, Xuliang ; Xu, Ruihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594. Full description at Econpapers || Download paper |
2023 | Proposal for calculating regulatory capital requirements for reverse mortgages. (2023). Serna, Gregorio ; Navarro, Eliseo ; de la Fuente, Ivan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s0038012123001714. Full description at Econpapers || Download paper |
2023 | Its Not Who You Know—Its Who Knows You: Employee Social Capital and Firm Performance. (2023). Wang, Jessie Jiaxu ; Choi, Lyungmae. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-20. Full description at Econpapers || Download paper |
2023 | Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis. (2023). Bezbradica, Marija ; Crane, Martin ; Lindberg, David ; Kim, Minkun. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:4:p:24-:d:1258711. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Blockchain Application to Financial Market Clearing and Settlement Systems. (2023). Coutinho, Kevin ; Khairwal, Neerajkumari ; Wongthongtham, Pornpit ; Agarwal, Nipun. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:452-:d:1263933. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?. (2023). Santolino, Miguel. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:170-:d:1250189. Full description at Econpapers || Download paper |
2023 | Disentangling Trend Risk and Basis Risk with Functional Time Series. (2023). Li, Johnny Siu-Hang ; Liu, Yanxin. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:12:p:208-:d:1289950. Full description at Econpapers || Download paper |
2023 | Dependence Modelling of Lifetimes in Egyptian Families. (2023). Khalil, Dalia ; Constantinescu, Corina ; Hana, Waleed ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:18-:d:1032194. Full description at Econpapers || Download paper |
2023 | Commercial Retirement FOFs in China: Investment and Persistence Performance Analysis. (2023). Shen, LI ; Guo, Yundan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13442-:d:1235321. Full description at Econpapers || Download paper |
2023 | Herd Behaviour of Pension Funds by Asset Class. (2023). Bikker, Jacob A ; Koetsier, Ian. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:2:p:26. Full description at Econpapers || Download paper |
2023 | Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India. (2023). Balakrishnan, A. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09367-7. Full description at Econpapers || Download paper |
2023 | The role of institutional investors in the financial development. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Brodocianu, Mihaela. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09425-0. Full description at Econpapers || Download paper |
2023 | Optimal investment for defined-contribution pension plans under money illusion. (2023). Yang, Charles ; Wei, Pengyu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01169-w. Full description at Econpapers || Download paper |
2023 | The correct formula of 1979 prospect theory for multiple outcomes. (2023). Wakker, Peter P. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:2:d:10.1007_s11238-022-09885-w. Full description at Econpapers || Download paper |
2023 | An Age–Period–Cohort Model in a Dirichlet Framework: A Coherent Causes of Death Estimation. (2023). Nigri, Andrea ; Graziani, Rebecca. In: SocArXiv. RePEc:osf:socarx:856yw. Full description at Econpapers || Download paper |
2023 | Regulatory Limits to Risk Management. (2023). Sen, Ishita. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:6:p:2175-2223.. Full description at Econpapers || Download paper |
2023 | UK mutual funds: performance persistence and portfolio size. (2023). Osullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-023-00310-7. Full description at Econpapers || Download paper |
2023 | The Greek-Turkish rivalry: A Bayesian VAR approach. (2023). Kechrinioti, Alexandra ; Karamanis, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:116827. Full description at Econpapers || Download paper |
2023 | Determinants of Fintech and Bigtech lending: the role of financial inclusion and financial development. (2023). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:117465. Full description at Econpapers || Download paper |
2023 | Hedging longevity risk in defined contribution pension schemes. (2023). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00440-8. Full description at Econpapers || Download paper |
2023 | Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x. Full description at Econpapers || Download paper |
2023 | Unexpected longevity, intergenerational policies, and fertility. (2023). Ki, Seok ; Hwang, Jisoo. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:3:d:10.1007_s00148-023-00943-3. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Does the Fisher effect hold in Rwanda?. (2023). Iddrisu, Abdul-Aziz ; Plajeva, Tatjana ; Boachie, Micheal Kofi ; Ruzima, Martin. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01479-6. Full description at Econpapers || Download paper |
2023 | Backtesting stochastic mortality models by prediction interval-based metrics. (2023). Marino, Mario ; Scognamiglio, Salvatore. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01537-z. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Extensions of the Lee–Carter model to project the data?driven rotation of age?specific mortality decline and forecast coherent mortality rates. (2023). Shi, Yanlin ; Liu, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:813-834. Full description at Econpapers || Download paper |
2023 | A new option for mortality–interest rates. (2023). Tsai, Cary Chiliang ; Lin, Tzuling. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:273-293. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Financial Risks and the Pension Protection Fund: Can it Survive Them? In: Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Financial Risks and the Pension Protection Fund: Can it Survive Them?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | Financial Risks and the Pension Protection Fund:Can It Survive Them?.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2006 | PYRRHIC VICTORY? THE UNINTENDED CONSEQUENCE OF THE PENSIONS ACT 2004 In: Economic Affairs. [Full Text][Citation analysis] | article | 0 |
2008 | What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom In: Economica. [Full Text][Citation analysis] | article | 2 |
2013 | Decentralized Investment Management: Evidence from the Pension Fund Industry In: Journal of Finance. [Full Text][Citation analysis] | article | 36 |
2010 | Decentralized Investment Management: Evidence from the Pension Fund Industry.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2010 | Decentralized investment management: evidence from the pension fund industry.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2016 | Phantoms never die: living with unreliable population data In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 11 |
2003 | Reply to “Survivor Bonds: A Comment on Blake and Burrows” In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 3 |
2006 | Survivor Swaps In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 34 |
2006 | After VaR: The Theory, Estimation, and Insurance Applications of Quantile?Based Risk Measures In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 45 |
2006 | Longevity Risk and Capital Markets In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 12 |
2011 | Longevity Risk and Capital Markets.(2011) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2006 | Longevity Bonds: Financial Engineering, Valuation, and Hedging In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 61 |
2006 | A Two?Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 250 |
2010 | Survivor Derivatives: A Consistent Pricing Framework In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 16 |
2013 | Longevity Risk and Capital Markets: The 2011–2012 Update In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 2 |
2013 | The New Life Market In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 22 |
2013 | Informed Intermediation of Longevity Exposures In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 7 |
2016 | The Cost of Counterparty Risk and Collateralization in Longevity Swaps In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 29 |
2011 | The cost of counterparty risk and collateralization in longevity swaps.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2017 | MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference.(2017) In: Journal of Risk & Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
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2011 | Bayesian Stochastic Mortality Modelling for Two Populations In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 59 |
2017 | MODELLING MORTALITY FOR PENSION SCHEMES In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
2019 | MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 9 |
2006 | Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities In: British Actuarial Journal. [Full Text][Citation analysis] | article | 76 |
2019 | Still living with mortality: the longevity risk transfer market after one decade In: British Actuarial Journal. [Full Text][Citation analysis] | article | 7 |
2017 | New Evidence on Mutual Fund Performance: AÂ Comparison of Alternative Bootstrap Methods In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
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2000 | Does It Matter What Type of Pension Scheme You Have? In: Economic Journal. [Full Text][Citation analysis] | article | 22 |
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2011 | Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2014 | Age-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. [Full Text][Citation analysis] | article | 29 |
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1998 | Pension schemes as options on pension fund assets: implications for pension fund management In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 32 |
2001 | Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 46 |
2003 | Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 71 |
2003 | Pensionmetrics 2: stochastic pension plan design during the distribution phase.(2003) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2006 | Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
2008 | Longevity risk and the Grim Reapers toxic tail: The survivor fan charts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 12 |
2010 | Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
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2011 | Mortality density forecasts: An analysis of six stochastic mortality models In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 80 |
2015 | Modelling longevity bonds: Analysing the Swiss Re Kortis bond In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 16 |
2018 | Longevity risk and capital markets: The 2015–16 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
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2021 | Longevity risk and capital markets: The 2019-20 update In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
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2004 | Barriers to pension scheme participation in small and medium sized enterprises In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2003 | UK pension fund management after Myners: the hunt for correlation begins In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 3 |
2003 | UK pension fund management after Myners: The hunt for correlation begins.(2003) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2003 | Take (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. [Full Text][Citation analysis] | paper | 0 |
2003 | The United Kingdom pension system: key issues In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
2001 | The United Kingdom Pension System: Key Issues.(2001) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2003 | What 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. [Full Text][Citation analysis] | paper | 0 |
2003 | Financial system requirements for successful pension reform In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
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2002 | Performance clustering and incentives in the UK pension fund industry In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 36 |
2002 | Performance clustering and incentives in the UK pension fund industry.(2002) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2002 | Returns from active management in international equity markets: evidence from a panel of UK pension funds In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
2005 | Returns from active management in international equity markets: Evidence from a panel of UK pension funds.(2005) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2002 | The impact of wealth on consumption and retirement behaviour in the UK In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 19 |
2004 | The impact of wealth on consumption and retirement behaviour in the UK.(2004) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2008 | It is all Back to Front: Critical Issues in the Design of Defined Contribution Pension Plans In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2004 | Contracting Out of the State Pension System: The British Experience of Carrots and Sticks In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
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2010 | Pension Plan Decisions In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
2022 | Projecting Mortality Rates to Extreme Old Age with the CBDX Model In: Forecasting. [Full Text][Citation analysis] | article | 0 |
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2022 | Good Practice Principles in Modelling Defined Contribution Pension Plans In: JRFM. [Full Text][Citation analysis] | article | 0 |
2022 | Nudges and Networks: How to Use Behavioural Economics to Improve the Life Cycle Savings-Consumption Balance In: JRFM. [Full Text][Citation analysis] | article | 1 |
2022 | The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated In: JRFM. [Full Text][Citation analysis] | article | 0 |
2016 | The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts In: Risks. [Full Text][Citation analysis] | article | 3 |
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1999 | Annuity Markets: Problems and Solutions In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 25 |
2000 | Measuring Value Added in the Pensions Industry In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 4 |
2007 | The Impact of Occupation and Gender on Pensions from Defined Contribution Plans In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 4 |
2011 | Longevity Risk and Capital Markets: The 2010–2011 Update In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 2 |
2011 | Longevity risks and capital markets: The 2010-2011 update.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | Optimal Investment Strategies in Defined Contribution Pension Plans In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
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2008 | Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2009 | NDC v FDC: Pros, cons and replication In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | Sharing longevity risk: Why governments should issue longevity bonds In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2014 | Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2010 | Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2010 | Spend more today: Using behavioural economics to improve retirement expenditure decisions In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
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2014 | Longevity hedge effectiveness: a decomposition.(2014) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2011 | A gravity model of mortality rates for two related populations In: MPRA Paper. [Full Text][Citation analysis] | paper | 45 |
2011 | A Gravity Model of Mortality Rates for Two Related Populations.(2011) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2011 | Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness In: MPRA Paper. [Full Text][Citation analysis] | paper | 42 |
2012 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2014 | Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers.(2014) In: North American Actuarial Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2010 | Facing up to uncertain life expectancy: The longevity fan charts In: Demography. [Full Text][Citation analysis] | article | 9 |
1993 | The fisher hypothesis: Evidence from three high inflation economies In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 17 |
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1999 | Annual estimates of personal wealth holdings in the United Kingdom since 1948 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
1997 | The demand for alcohol in the United Kingdom In: Applied Economics. [Full Text][Citation analysis] | article | 26 |
2009 | A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 166 |
2010 | Backtesting Stochastic Mortality Models In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 22 |
2011 | Longevity Hedging 101 In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 37 |
2011 | A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 3 |
2014 | Longevity Risk and Capital Markets: The 2012–2013 Update In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
2014 | A General Procedure for Constructing Mortality Models In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 19 |
2020 | Longevity Risk and Capital Markets: The 2016–2017 Update In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
2020 | Longevity Risk and Capital Markets: The 2017–2018 Update In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
2021 | Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
2021 | On the Structure and Classification of Mortality Models In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 4 |
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