Edit Profile (opens in new tab) Dowd, Kevin Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 1 single-authored 17 Blake, David 15 Cairns, Andrew J. G. 4 Coughlan, Guy D. 2 Buckner, Dean 2 Epstein, David 2 Khalaf-Allah, Marwa 1 Balevich, Igor 1 Fry, John L. 1 Kallestrup-Lamb, Malene 1 Ong, Alen 1 Rosenskjold, Carsten all top 5 Serials 5 Insurance Mathematics & Economics 4 North American Actuarial Journal 2 Economics Letters 2 ASTIN Bulletin 1 The Mathematical Scientist 1 Journal of Economic Dynamics & Control 1 Scandinavian Actuarial Journal 1 Quantitative Finance Fields 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Statistics (62-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 1162.91403Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 108 2006 Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 74 2006 Modeling and management of mortality risk: a review. Zbl 1224.91048Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 62 2008 A gravity model of mortality rates for two related populations. Zbl 1228.91032Dowd, 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 1231.91179Dowd, 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 0924.90013Dowd, Kevin 39 1998 Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Zbl 1043.62086Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 38 2003 Longevity hedge effectiveness: a decomposition. Zbl 1294.91072Cairns, 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 0989.62057Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 24 2001 Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. Zbl 1141.91485Blake, David; Dowd, Kevin; Cairns, Andrew J. G. 16 2008 Mortality-dependent financial risk measures. Zbl 1168.91411Dowd, 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 1228.91031Dowd, Kevin; Blake, David; Cairns, Andrew J. G. 11 2011 Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin 6 2019 Optimal dynamic asset allocation for defined contribution pension plans. Zbl 1141.91492Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 5 2008 After VAR: the theory, estimation, and insurance applications of quantile-based risk measures. Zbl 1375.91245Dowd, Kevin; Blake, David 5 2008 The valuation of no-negative equity guarantees and equity release mortgages. Zbl 1422.91340Dowd, 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 07472689Cairns, 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 1461.91243Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 1 2021 Hedging annuity risks with the age-period-cohort two-population gravity model. Zbl 1461.91243Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 1 2021 Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201Cairns, 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 1422.91340Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John 4 2019 Longevity hedge effectiveness: a decomposition. Zbl 1294.91072Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. 36 2014 A gravity model of mortality rates for two related populations. Zbl 1228.91032Dowd, 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 1228.91031Dowd, Kevin; Blake, David; Cairns, Andrew J. G. 11 2011 Evaluating the goodness of fit of stochastic mortality models. Zbl 1231.91179Dowd, 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 07472689Cairns, 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 1224.91048Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 62 2008 Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. Zbl 1141.91485Blake, David; Dowd, Kevin; Cairns, Andrew J. G. 16 2008 Optimal dynamic asset allocation for defined contribution pension plans. Zbl 1141.91492Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 5 2008 After VAR: the theory, estimation, and insurance applications of quantile-based risk measures. Zbl 1375.91245Dowd, Kevin; Blake, David 5 2008 Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 108 2006 Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 74 2006 Mortality-dependent financial risk measures. Zbl 1168.91411Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 12 2006 Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Zbl 1043.62086Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 38 2003 Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase. Zbl 0989.62057Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 24 2001 Beyond value at risk. The new science of risk management. Zbl 0924.90013Dowd, Kevin 39 1998 all cited Publications top 5 cited Publications 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 all top 5 Cited in 15 Fields 392 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 146 Statistics (62-XX) 50 Probability theory and stochastic processes (60-XX) 49 Systems theory; control (93-XX) 30 Operations research, mathematical programming (90-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 12 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 4 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year