Blake, David (ed.); Cairns, Andrew J. G. (ed.) Longevity risk and capital markets: the 2019–20 update. (English) Zbl 07368206 Insur. Math. Econ. 99, 395-439 (2021). MSC: 00B25 92D25 PDF BibTeX XML Cite \textit{D. Blake} (ed.) and \textit{A. J. G. Cairns} (ed.), Insur. Math. Econ. 99, 395--439 (2021; Zbl 07368206) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. II: Longevity risk and hedging strategies. (English) Zbl 1461.91247 N. Am. Actuar. J. 25, Suppl. 1, S508-S533 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S508--S533 (2021; Zbl 1461.91247) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Forward mortality rates in discrete time. I: Calibration and securities pricing. (English) Zbl 1461.91246 N. Am. Actuar. J. 25, Suppl. 1, S482-S507 (2021). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S482--S507 (2021; Zbl 1461.91246) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David A Bayesian approach to modeling and projecting cohort effects. (English) Zbl 1461.91245 N. Am. Actuar. J. 25, Suppl. 1, S235-S254 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S235--S254 (2021; Zbl 1461.91245) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David On the structure and classification of mortality models. (English) Zbl 1461.91244 N. Am. Actuar. J. 25, Suppl. 1, S215-S234 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 25, S215--S234 (2021; Zbl 1461.91244) Full Text: DOI OpenURL
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David Hedging annuity risks with the age-period-cohort two-population gravity model. (English) Zbl 1461.91243 N. Am. Actuar. J. 25, Suppl. 1, S170-S181 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{K. Dowd} et al., N. Am. Actuar. J. 25, S170--S181 (2021; Zbl 1461.91243) Full Text: DOI Link OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Tsai, Jason Chenghsien (ed.); Wang, Jennifer (ed.) Longevity risk and capital markets: the 2017–2018 update. (English) Zbl 07341011 N. Am. Actuar. J. 25, Suppl. 1, S280-S308 (2021). MSC: 00B15 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 25, S280--S308 (2021; Zbl 07341011) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin Modelling socio-economic differences in mortality using a new affluence index. (English) Zbl 1427.91201 ASTIN Bull. 49, No. 3, 555-590 (2019). MSC: 91D20 60J85 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 49, No. 3, 555--590 (2019; Zbl 1427.91201) Full Text: DOI Link OpenURL
Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John The valuation of no-negative equity guarantees and equity release mortgages. (English) Zbl 1422.91340 Econ. Lett. 184, Article ID 108669, 4 p. (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{K. Dowd} et al., Econ. Lett. 184, Article ID 108669, 4 p. (2019; Zbl 1422.91340) Full Text: DOI Link OpenURL
Hunt, Andrew; Blake, David Identifiability, cointegration and the gravity model. (English) Zbl 1400.91248 Insur. Math. Econ. 78, 360-368 (2018). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, Insur. Math. Econ. 78, 360--368 (2018; Zbl 1400.91248) Full Text: DOI Link OpenURL
Blake, David (ed.); El Karoui, Nicole (ed.); Loisel, StĂ©phane (ed.); MacMinn, Richard (ed.) Longevity risk and capital markets: the 2015–16 update. (English) Zbl 1384.00062 Insur. Math. Econ. 78, 157-173 (2018). MSC: 00B15 00B25 91-06 91B30 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., Insur. Math. Econ. 78, 157--173 (2018; Zbl 1384.00062) Full Text: DOI OpenURL
Hunt, Andrew; Blake, David Modelling mortality for pension schemes. (English) Zbl 1390.91189 ASTIN Bull. 47, No. 2, 601-629 (2017). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, ASTIN Bull. 47, No. 2, 601--629 (2017; Zbl 1390.91189) Full Text: DOI Link OpenURL
Hunt, Andrew; Blake, David Modelling longevity bonds: analysing the Swiss Re Kortis bond. (English) Zbl 1348.91150 Insur. Math. Econ. 63, 12-29 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, Insur. Math. Econ. 63, 12--29 (2015; Zbl 1348.91150) Full Text: DOI Link OpenURL
Hunt, Andrew; Blake, David A general procedure for constructing mortality models. (English) Zbl 1412.91045 N. Am. Actuar. J. 18, No. 1, 116-138 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. Hunt} and \textit{D. Blake}, N. Am. Actuar. J. 18, No. 1, 116--138 (2014; Zbl 1412.91045) Full Text: DOI Link OpenURL
Blake, David (ed.); MacMinn, Richard (ed.); Li, Johnny Siu-Hang (ed.); Hardy, Mary (ed.) Longevity risk and capital markets: the 2012–2013 update. (English) Zbl 1458.00030 N. Am. Actuar. J. 18, No. 1, 1-13 (2014). MSC: 00B25 91-06 91G05 PDF BibTeX XML Cite \textit{D. Blake} (ed.) et al., N. Am. Actuar. J. 18, No. 1, 1--13 (2014; Zbl 1458.00030) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. Longevity hedge effectiveness: a decomposition. (English) Zbl 1294.91072 Quant. Finance 14, No. 2, 217-235 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., Quant. Finance 14, No. 2, 217--235 (2014; Zbl 1294.91072) Full Text: DOI Link OpenURL
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. (English) Zbl 07472689 N. Am. Actuar. J. 13, No. 1, 1-35 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., N. Am. Actuar. J. 13, No. 1, 1--35 (2009; Zbl 07472689) Full Text: DOI OpenURL
Blake, David; Dowd, Kevin; Cairns, Andrew J. G. Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. (English) Zbl 1141.91485 Insur. Math. Econ. 42, No. 3, 1062-1066 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Blake} et al., Insur. Math. Econ. 42, No. 3, 1062--1066 (2008; Zbl 1141.91485) Full Text: DOI OpenURL
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin Pricing death frameworks for the valuation and securitization of mortality risk. (English) Zbl 1162.91403 Astin Bull. 36, No. 1, 79-120 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{A. J. G. Cairns} et al., ASTIN Bull. 36, No. 1, 79--120 (2006; Zbl 1162.91403) Full Text: DOI OpenURL
Blake, David; Cairns, Andrew J. G.; Dowd, Kevin Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (English) Zbl 1043.62086 Insur. Math. Econ. 33, No. 1, 29-47 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{D. Blake} et al., Insur. Math. Econ. 33, No. 1, 29--47 (2003; Zbl 1043.62086) Full Text: DOI OpenURL