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Author ID: dowd.kevin Recent zbMATH articles by "Dowd, Kevin"
Published as: Dowd, Kevin
Documents Indexed: 20 Publications since 1998, including 1 Book
Co-Authors: 11 Co-Authors with 18 Joint Publications
54 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 545 times in 408 Documents Cited by Year
Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
108
2006
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
74
2006
Modeling and management of mortality risk: a review. Zbl 1224.91048
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
62
2008
A gravity model of mortality rates for two related populations. Zbl 1228.91032
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Khalaf-Allah, Marwa
62
2011
Evaluating the goodness of fit of stochastic mortality models. Zbl 1231.91179
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa
40
2010
Beyond value at risk. The new science of risk management. Zbl 0924.90013
Dowd, Kevin
39
1998
Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Zbl 1043.62086
Blake, David; Cairns, Andrew J. G.; Dowd, Kevin
38
2003
Longevity hedge effectiveness: a decomposition. Zbl 1294.91072
Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D.
36
2014
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase. Zbl 0989.62057
Blake, David; Cairns, Andrew J. G.; Dowd, Kevin
24
2001
Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. Zbl 1141.91485
Blake, David; Dowd, Kevin; Cairns, Andrew J. G.
16
2008
Mortality-dependent financial risk measures. Zbl 1168.91411
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David
12
2006
A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks. Zbl 1228.91031
Dowd, Kevin; Blake, David; Cairns, Andrew J. G.
11
2011
Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin
6
2019
Optimal dynamic asset allocation for defined contribution pension plans. Zbl 1141.91492
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
5
2008
After VAR: the theory, estimation, and insurance applications of quantile-based risk measures. Zbl 1375.91245
Dowd, Kevin; Blake, David
5
2008
The valuation of no-negative equity guarantees and equity release mortgages. Zbl 1422.91340
Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John
4
2019
A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. Zbl 07472689
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor
2
2009
Hedging annuity risks with the age-period-cohort two-population gravity model. Zbl 1461.91243
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David
1
2021
Hedging annuity risks with the age-period-cohort two-population gravity model. Zbl 1461.91243
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David
1
2021
Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201
Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin
6
2019
The valuation of no-negative equity guarantees and equity release mortgages. Zbl 1422.91340
Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John
4
2019
Longevity hedge effectiveness: a decomposition. Zbl 1294.91072
Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D.
36
2014
A gravity model of mortality rates for two related populations. Zbl 1228.91032
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Khalaf-Allah, Marwa
62
2011
A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks. Zbl 1228.91031
Dowd, Kevin; Blake, David; Cairns, Andrew J. G.
11
2011
Evaluating the goodness of fit of stochastic mortality models. Zbl 1231.91179
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa
40
2010
A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. Zbl 07472689
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor
2
2009
Modeling and management of mortality risk: a review. Zbl 1224.91048
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
62
2008
Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. Zbl 1141.91485
Blake, David; Dowd, Kevin; Cairns, Andrew J. G.
16
2008
Optimal dynamic asset allocation for defined contribution pension plans. Zbl 1141.91492
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
5
2008
After VAR: the theory, estimation, and insurance applications of quantile-based risk measures. Zbl 1375.91245
Dowd, Kevin; Blake, David
5
2008
Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
108
2006
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297
Cairns, Andrew J. G.; Blake, David; Dowd, Kevin
74
2006
Mortality-dependent financial risk measures. Zbl 1168.91411
Dowd, Kevin; Cairns, Andrew J. G.; Blake, David
12
2006
Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Zbl 1043.62086
Blake, David; Cairns, Andrew J. G.; Dowd, Kevin
38
2003
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase. Zbl 0989.62057
Blake, David; Cairns, Andrew J. G.; Dowd, Kevin
24
2001
Beyond value at risk. The new science of risk management. Zbl 0924.90013
Dowd, Kevin
39
1998
all top 5

Cited by 584 Authors

29 Blake, David
22 Cairns, Andrew J. G.
19 Li, Johnny Siu-Hang
14 Dowd, Kevin
11 Haberman, Steven
11 Vigna, Elena
8 Hunt, Andrew
8 Liang, Zongxia
8 Lin, Yijia
8 Liu, Yanxin
8 Sherris, Michael
7 Li, Jackie Ji
7 MacMinn, Richard D.
6 Cox, Samuel H. jun.
6 Mamon, Rogemar S.
6 Milevsky, Moshe Arye
6 Tsai, Cary Chi-Liang
6 Young, Virginia R.
5 Dong, Yinghui
5 Forsyth, Peter A.
5 Liu, Xiaoming
5 Menoncin, Francesco
5 Millossovich, Pietro
5 Tan, Ken Seng
5 Wang, Chou-Wen
5 Yao, Haixiang
5 Zhou, Rui
4 Antonio, Katrien
4 Börger, Matthias
4 Christiansen, Marcus Christian
4 Gerrard, Russell
4 Hardy, Mary Rosalyn
4 He, Lin
4 Korn, Ralf
4 Li, Zhongfei
4 Lin, Tzuling
4 Luciano, Elisa
4 MacDonald, Bonnie-Jeanne
4 O’Hare, Colin
4 Rong, Ximin
4 Sadefo Kamdem, Jules
4 Sun, Jingyun
4 Tzeng, Larry Yu-Ren
4 Wang, Jennifer L.
4 Wu, Huiling
3 Balasooriya, Uditha
3 Biffis, Enrico
3 Bravo, Jorge Miguel
3 Chen, An
3 Chen, Hua
3 Chen, Ping
3 Coughlan, Guy D.
3 De Waegenaere, Anja
3 Delong, Łukasz
3 Denuit, Michel M.
3 Devolder, Pierre
3 Di Giacinto, Marina
3 Federico, Salvatore
3 Gao, Huan
3 Giacometti, Rosella
3 Guan, Guohui
3 Jarner, Søren Fiig
3 Josa-Fombellida, Ricardo
3 Kleinow, Torsten
3 Kogure, Atsuyuki
3 Li, Han
3 Loisel, Stéphane
3 Ludkovski, Michael
3 Maurer, Raimond H.
3 Møller, Thomas H.
3 Nielsen, Jens Perch
3 Rincón-Zapatero, Juan Pablo
3 Ruß, Jochen
3 Shi, Yanlin
3 Steffensen, Mogens
3 Tian, Ruilin
3 Tsai, Jeffrey Tzuhao
3 Vellekoop, Michel H.
3 Wang, Jian
3 Zeng, Yan
3 Zhang, Ling
3 Zhao, Hui
3 Zhou, Kenneth Q.
2 Bacinello, Anna Rita
2 Badescu, Alexandru M.
2 Barrieu, Pauline M.
2 Battocchio, Paolo
2 Bauer, Daniel J.
2 Biagini, Francesca
2 Buckner, Dean
2 Chan, Wai-Sum
2 Chen, Zhiping
2 Chiu, Mei Choi
2 Dadashi, Hassan
2 Dahl, Mikkel
2 de Jong, Piet
2 Deelstra, Griselda
2 Dentcheva, Darinka
2 Du, Kai
2 El Karoui, Nicole
...and 484 more Authors
all top 5

Cited in 61 Serials

157 Insurance Mathematics & Economics
55 North American Actuarial Journal
32 Scandinavian Actuarial Journal
24 ASTIN Bulletin
17 European Actuarial Journal
14 Journal of Economic Dynamics & Control
11 European Journal of Operational Research
6 Communications in Statistics. Theory and Methods
6 Finance and Stochastics
5 Journal of Computational and Applied Mathematics
5 Quantitative Finance
5 Journal of Industrial and Management Optimization
4 International Journal of Theoretical and Applied Finance
3 Annals of Operations Research
3 Computational Statistics and Data Analysis
3 Discrete Dynamics in Nature and Society
3 Decisions in Economics and Finance
3 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Lithuanian Mathematical Journal
2 Journal of Econometrics
2 Stochastic Analysis and Applications
2 Economics Letters
2 Mathematical Programming. Series A. Series B
2 Mathematical Methods of Operations Research
2 Asia-Pacific Financial Markets
2 SIAM Journal on Financial Mathematics
1 International Journal of Control
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Statistics
1 Optimization
1 Computers & Operations Research
1 Asia-Pacific Journal of Operational Research
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 Communications in Statistics. Simulation and Computation
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Computational and Applied Mathematics
1 INFORMS Journal on Computing
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 The Econometrics Journal
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Nonlinear Analysis. Real World Applications
1 Matematicheskoe Modelirovanie
1 OR Spectrum
1 Stochastics
1 Statistical Methodology
1 Mathematics and Financial Economics
1 AStA. Advances in Statistical Analysis
1 East Asian Mathematical Journal
1 Dynamic Games and Applications
1 Annals of Finance
1 Dependence Modeling
1 The Scientific World Journal. Probability and Statistics
1 Journal of the Japan Statistical Society. Japanese Issue
1 Cogent Mathematics

Citations by Year