Dowd, Kevin; Cairns, Andrew; Blake, David; Coughlan, Guy and Khalaf-Allah, Marwa (2011): A gravity model of mortality rates for two related populations. Published in: North American Actuarial Journal , Vol. 15, No. 2 (2011)
Blake, David; Wright, Douglas and Zhang, Yumeng (2011): Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners. Unpublished.
Blake , David; Timmermann, Allan; Tonks, Ian and Wermers, Russ (2010): Decentralized investment management: evidence from the pension fund industry. Unpublished.
Cotter, John; Blake, David and Dowd, Kevin (2006): Financial Risks and the Pension Protection Fund: Can it Survive Them? Unpublished.
Cairns, Andrew; Dowd, Kevin; Blake, David and Coughlan, Guy (2011): Longevity hedge effectiveness: a decomposition. Unpublished.
Coughlan, Guy; Khalaf-Allah, Marwa; Ye, Yijing; Kumar, Sumit; Cairns, Andrew; Blake, David and Dowd, Kevin (2011): Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness. Published in: North American Actuarial Journal , Vol. 15, No. 2 (2011): pp. 150-176.
Blake, David; Brockett, Patrick; Cox, Samuel and MacMinn, Richard (2011): Longevity risk and capital markets: The 2009-2010 update. Unpublished.
Blake, David; Courbage, Christophe; MacMinn, Richard and Sherris, Michael (2011): Longevity risks and capital markets: The 2010-2011 update. Unpublished.
Blake, David (2009): NDC v FDC: Pros, cons and replication. Unpublished.
Blake, David; Boardman, Tom and Cairns, Andrew (2010): Sharing longevity risk: Why governments should issue longevity bonds. Unpublished.
Blake, David and Boardman, Tom (2010): Spend more today: Using behavioural economics to improve retirement expenditure decisions. Unpublished.
Blake, David; Wright, Douglas and Zhang, Yumeng (2011): Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion. Unpublished.
Biffis, Enrico; Blake, David; Pitotti, Lorenzo and Sun, Ariel (2011): The cost of counterparty risk and collateralization in longevity swaps. Unpublished.
Blake, David; Cairns, Andrew and Dowd, Kevin (2008): Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers. Unpublished.
Bessler, Wolfgang; Blake, David; Lückoff, Peter and Tonks, Ian (2010): Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes. Unpublished.
