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Blake, David P.


 SSRN Author Rank: 2,957 by Downloads
 Professor of Pension Economics, Director of Pensions Institute
 

City University London - Cass Business School - The Pensions Institute


 London, EC2Y 8HB
 Great Britain
 +44 (0) 20-7040-5143 (Phone)
 +44 (0) 20-7040-8881 (Fax)
 email address

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. Blake, David P.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,553
Total
Citations
272
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Coughlan, Guy
Pacific Global Advisors
Epstein, David
J.P. Morgan Chase & Co.
Posted:
11 Feb 09
803
(15,927)
25

2.  
Biffis, Enrico
Imperial College Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
11 Feb 09
Last Revised:
08 Oct 09
737
(18,032)
2

3.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
De Waegenaere, Anja
Tilburg University - Center for Economic Research (CentER)
MacMinn, Richard D.
Illinois State University
Nijman, Theo
Tilburg University - Center and Faculty of Economics and Business Administration
Posted:
19 Mar 09
417
(38,967)
1

4.  
Default Funds in UK Defined Contribution Pension Plans | Show Abstract | Download |
Financial Analysts Journal, July/August 2007
Accepted Paper Series
Byrne, Alistair
University of Edinburgh - Business School
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
10 Sep 07
378
(43,955)
4

5.  
Biffis, Enrico
Imperial College Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
26 May 09
Last Revised:
17 Aug 09
365
(45,885)
3

6.  
Bessler, Wolfgang
Justus-Liebig-University Giessen
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Lueckoff, Peter
Justus-Liebig-University Giessen
Tonks, Ian
University of Bath School of Management
Posted:
22 Oct 10
274
(64,153)
6

7.  
Biffis, Enrico
Imperial College Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Pitotti, Lorenzo
Credit Suisse Securities
Sun, Ariel
Imperial College Business School
Posted:
04 Apr 11
Last Revised:
03 Feb 14
269
(65,790)
1

8.  
The Birth of the Life Market | Show Abstract | Download |
Pensions Institute Discussion Paper No. PI-0807
Working Paper Series
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
28 Apr 09
248
(71,428)
8

9.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
19 Feb 09
246
(72,075)
3

10.  
Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models | Show Abstract | Download |
Pensions Institute Discussion Paper No. PI-0801
Working Paper Series
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Coughlan, Guy
Pacific Global Advisors
Epstein, David
J.P. Morgan Chase & Co.
Khalaf-Allah, Marwa
J.P. Morgan
Posted:
10 Feb 09
Last Revised:
10 Jul 09
243
(73,049)
16

11.  
Modelling and Management of Mortality Risk: A Review | Show Abstract | Download |
Scandinavian Actuarial Journal, Vol. 2-3, pp. 79-113, 2008, Pensions Institute Discussion Paper No. PI-0814
Working Paper Series
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
10 Feb 09
Last Revised:
16 Apr 09
241
(73,647)
17

12.  
MacMinn, Richard D.
Illinois State University
Wang, Jennifer L.
National Chengchi University - Department of Risk Management and Insurance
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
11 Feb 09
224
(79,551)
1

13.  
Byrne, Alistair
University of Edinburgh - Business School
Harrison, Debbie
City University London - Sir John Cass Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
11 Sep 07
217
(82,187)
3

14.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Harrison, Debbie
City University London - Sir John Cass Business School
Posted:
19 Feb 09
210
(84,971)
2

15.  
The Stakeholder Pension Lottery: An Analysis of the Default Funds in UK Stakeholder Pension Schemes | Show Abstract | Download |
EFA 2005 Moscow Meetings Paper, Cass Business School Research Paper
Working Paper Series
Byrne, Alistair
University of Edinburgh - Business School
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
28 Jan 05
188
(94,697)
1

16.  
Cotter, John
University College Dublin
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
22 Jun 07
180
(98,622)
3

17.  
Dowd, Kevin
Nottingham University Business School (NUBS)
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Coughlan, Guy
Pacific Global Advisors
Epstein, David
J.P. Morgan Chase & Co.
Khalaf-Allah, Marwa
J.P. Morgan
Posted:
29 Apr 09
Last Revised:
10 Jul 09
165
(106,853)
11

18.  
There's No Time Like the Present: The Cost of Delaying Retirement Saving | Show Abstract | Download |
Financial Services Review, Vol. 15, No. 3, 2006
Accepted Paper Series
Byrne, Alistair
University of Edinburgh - Business School
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
10 Sep 07
146
(118,985)
 

19.  
Completing the Survivor Derivatives Market: A General Pricing Framework | Show Abstract | Download |
Pensions Institute Discussion Paper No. PI-0712
Working Paper Series
Dawson, Paul
Kent State University
Dowd, Kevin
Nottingham University Business School (NUBS)
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
10 Feb 09
143
(121,153)
2

20.  
Byrne, Alistair
University of Edinburgh - Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Mannion, Graham
PensionDCisions
Posted:
11 Feb 09
141
(122,612)
1

21.  
The Distribution of Future Annuity Prices under Interest-Rate and Longevity Risks | Show Abstract | Download |
Pension Institute Discussion Paper No. PI-0823
Working Paper Series
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
10 Feb 09
126
(134,486)
1

22.  
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds | Show Abstract | Download |
Pensions Institute Discussion Paper No. PI-1002
Working Paper Series
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Boardman, Tom
affiliation not provided to SSRN
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
01 Dec 11
124
(136,117)
4

23.  
Inkmann, Joachim
University of Melbourne - Department of Finance
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
11 Feb 09
113
(146,116)
1

24.  
Dowd, Kevin
Nottingham University Business School (NUBS)
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Coughlan, Guy
Pacific Global Advisors
Epstein, David
J.P. Morgan Chase & Co.
Khalaf-Allah, Marwa
J.P. Morgan
Posted:
04 May 09
103
(156,212)
14

25.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Boardman, Tom
affiliation not provided to SSRN
Posted:
01 Dec 11
99
(160,508)
 

26.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
29 Apr 09
94
(166,274)
3

27.  
Dawson, Paul
Kent State University
Dowd, Kevin
Nottingham University Business School (NUBS)
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
10 Feb 09
92
(168,748)
2

28.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
19 Feb 09
89
(172,426)
1

29.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Boardman, Tom
affiliation not provided to SSRN
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
06 May 09
Last Revised:
10 Jul 09
78
(187,100)
1

30.  
Longevity Risks and Capital Markets: The 2010-2011 Update | Show Abstract | Download |
Pension Institute Discussion Paper No. PI-1113
Working Paper Series
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Courbage, Christophe
Geneva Association - Health and Ageing Research Program
MacMinn, Richard D.
Illinois State University
Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Posted:
01 Dec 11
74
(193,023)
2

31.   Incl. Electronic Paper
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Biffis, Enrico
Imperial College Business School
Posted:
08 May 10
Last Revised:
30 Aug 13
72
(197,723)
 

32.  
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
11 Feb 09
67
(204,106)
7

33.  
Longevity Hedge Effectiveness: A Decomposition | Show Abstract | Download |
Pensions Institute Discussion Paper No. PI-1106
Working Paper Series
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Dowd, Kevin
City University London - Sir John Cass Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Coughlan, Guy
Pacific Global Advisors
Posted:
01 Dec 11
64
(209,084)
 

34.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Wright, Douglas
City University London - Sir John Cass Business School
Zhang, Yumeng
affiliation not provided to SSRN
Posted:
01 Dec 11
63
(212,541)
1

35.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Wright, Douglas
City University London - Sir John Cass Business School
Zhang, Yumeng
affiliation not provided to SSRN
Posted:
01 Dec 11
61
(214,335)
1

36.  
Harrison, Debbie
City University London - Sir John Cass Business School
Byrne, Alistair
University of Edinburgh - Business School
Rhodes, Bill
Pendragon PLC
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
19 Feb 09
54
(227,549)
1

37.  
Harrison, Debbie
City University London - Sir John Cass Business School
Byrne, Alistair
University of Edinburgh - Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
19 Feb 09
49
(237,924)
1

38.  
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
11 Feb 09
34
(274,064)
 

39.  
Longevity Bonds: Financial Engineering, Valuation, and Hedging | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 73, No. 4, pp. 647-672, December 2006
Accepted Paper Series
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
MacMinn, Richard D.
Illinois State University
Posted:
29 Nov 06
33
(276,774)
17

40.  
Harrison, Debbie
City University London - Sir John Cass Business School
Byrne, Alistair
University of Edinburgh - Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
18 Feb 09
32
(279,683)
 

41.  
A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 73, No. 4, pp. 687-718, December 2006
Accepted Paper Series
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
29 Nov 06
29
(289,052)
43

42.  
Pyrrhic Victory? The Unintended Consequence of the Pensions Act 2004 | Show Abstract | Download |
Economic Affairs, Vol. 26, No. 2, pp. 9-16, June 2006
Accepted Paper Series
Byrne, Alistair
University of Edinburgh - Business School
Harrison, Debbie
City University London - Sir John Cass Business School
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Rhodes, Bill
Pendragon PLC
Posted:
30 May 06
25
(303,277)
1

43.  
Survivor Swaps | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 73, No. 1, pp. 1-17, March 2006
Accepted Paper Series
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Dawson, Paul
Kent State University
Posted:
08 May 06
25
(303,277)
25

44.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
07 Dec 11
23
(311,035)
 

45.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Mayhew, Leslie D.
City University London - Sir John Cass Business School
Posted:
02 Jun 06
23
(311,035)
1

46.  
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
04 Sep 02
21
(319,184)
12

47.  
After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 73, No. 2, pp. 193-229, June 2006
Accepted Paper Series
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
30 May 06
16
(340,175)
14

48.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Tonks, Ian
University of Bath School of Management
Wermers, Russ
University of Maryland - Robert H. Smith School of Business
Posted:
10 Feb 10
15
(344,364)
5

49.  
Cotter, John
University College Dublin
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
04 Mar 14
13
(353,117)
 

50.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
07 Apr 08
4
(390,788)
1

51.  
Survivor Derivatives: A Consistent Pricing Framework | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 579-596, September 2010
Accepted Paper Series
Dawson, Paul
Kent State University
Dowd, Kevin
City University London - Sir John Cass Business School
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
04 Aug 10
2
(401,382)
3

52.  
The New Life Market | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 501-558, 2013
Accepted Paper Series
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Coughlan, Guy
Pacific Global Advisors
Dowd, Kevin
City University London - Sir John Cass Business School
MacMinn, Richard D.
Illinois State University
Posted:
30 Aug 13
1
(410,242)
 

53.  
Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions with SPEEDOMETER Plans | Show Abstract | Download |
Risk Management and Insurance Review, Vol. 17, Issue 1, pp. 83-112, 2014
Accepted Paper Series
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Boardman, Tom
City University London - Sir John Cass Business School
Posted:
04 Mar 14
0
(420,261)
 

54.  
A Gravity Model of Mortality Rates for Two Related Populations | Show Abstract |
North American Actuarial Journal, Vol. 15, No. 2, 2011
Accepted Paper Series
Dowd, Kevin
City University London - Sir John Cass Business School
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Coughlan, Guy
Pacific Global Advisors
Khalaf-Allah, Marwa
J.P. Morgan
Posted:
24 Jan 12
 

55.  
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Dowd, Kevin
Nottingham University Business School (NUBS)
Posted:
31 Jan 09
 

56.  
Default Funds in U.K. Defined-Contribution Plans | Show Abstract |
Financial Analysts Journal, Vol. 63, No. 4, pp. 40-51, July/August 2007
Accepted Paper Series
Byrne, Alistair
University of Edinburgh - Business School
Dowd, Kevin
Nottingham University Business School (NUBS)
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Cairns, Andrew J. G.
Heriot-Watt University - Department of Actuarial Science & Statistics
Posted:
25 Jul 07
 

57.  
Asset Allocation Dynamics and Pension Fund Performance | Show Abstract |
The Journal of Business, Vol. 72, No. 4, October 1999, Cass Business School Research Paper
Accepted Paper Series
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Lehmann, Bruce N.
University of California, San Diego
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Posted:
11 Feb 00
 

58.  
The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis | Show Abstract |
UCSD Economics Discussion Paper 98-11, Cass Business School Research Paper
Working Paper Series
Lunde, Asger
CREATES
Blake, David P.
City University London - Cass Business School - The Pensions Institute
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
20 Aug 98
 


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