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Authors / Editors: Dowd, Kevin

Number of items: 13.

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)

Cotter, John and Dowd, Kevin (2007): Estimating financial risk measures for futures positions: a non-parametric approach. Unpublished.

Cotter, John and Dowd, Kevin (2007): Evaluating the Precision of Estimators of Quantile-Based Risk Measures. Unpublished.

Cotter, John and Dowd, Kevin (2007): Exponential Spectral Risk Measures. Unpublished.

Cotter, JOhn and Dowd, Kevin (2006): Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements. Published in: Journal of Banking and Finance , Vol. 30, (2006): pp. 3469-3485.

Cotter, John; Blake, David and Dowd, Kevin (2006): Financial Risks and the Pension Protection Fund: Can it Survive Them? Unpublished.

Cotter, John and Dowd, Kevin (2007): Intra-Day Seasonality in Foreign Exchange Market Transactions. Unpublished.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 Unpublished.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.

Cotter, John and Dowd, Kevin (2006): Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements. Unpublished.

Cotter, John and Dowd, Kevin (2007): The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders. Unpublished.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 Unpublished.

Cotter, John and Dowd, Kevin (2006): U.S. Core Inflation: A Wavelet Analysis. Unpublished.

This list was generated on Fri May 25 23:06:10 2012 CEST.
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