Browse by Authors

2006

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

April 2008

Blake, David and 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.

December 2009

Blake, David (2009): NDC v FDC: Pros, cons and replication.

February 2010

Blake, David and Timmermann, Allan and Tonks, Ian and Wermers, Russ (2010): Decentralized investment management: evidence from the pension fund industry.

March 2010

Blake, David and Boardman, Tom and Cairns, Andrew (2010): Sharing longevity risk: Why governments should issue longevity bonds.

Bessler, Wolfgang and Blake, David and Lückoff, Peter and Tonks, Ian (2010): Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes.

October 2010

Blake, David and Boardman, Tom (2010): Spend more today: Using behavioural economics to improve retirement expenditure decisions.

2011

Coughlan, Guy and Khalaf-Allah, Marwa and Ye, Yijing and Kumar, Sumit and Cairns, Andrew and 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.

Dowd, Kevin and Cairns, Andrew and Blake, David and 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)

February 2011

Blake, David and Brockett, Patrick and Cox, Samuel and MacMinn, Richard (2011): Longevity risk and capital markets: The 2009-2010 update.

May 2011

Cairns, Andrew and Dowd, Kevin and Blake, David and Coughlan, Guy (2011): Longevity hedge effectiveness: a decomposition.

20 June 2011

Biffis, Enrico and Blake, David and Pitotti, Lorenzo and Sun, Ariel (2011): The cost of counterparty risk and collateralization in longevity swaps.

September 2011

Blake, David and 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.

Blake, David and Courbage, Christophe and MacMinn, Richard and Sherris, Michael (2011): Longevity risks and capital markets: The 2010-2011 update.

Blake, David and Wright, Douglas and Zhang, Yumeng (2011): Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion.

December 2012

Blake, David and Biffs, Enrico (2012): Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers.