Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 5.

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.

March 2010

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

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)

May 2011

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

This list was generated on Sat Nov 16 05:28:42 2019 CET.
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