Kevin Dowd

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

  • City University London - Sir John Cass Business School

SCHOLARLY PAPERS

11

DOWNLOADS

494

SSRN CITATIONS
Rank 12,975

SSRN RANKINGS

Top 12,975

in Total Papers Citations

18

CROSSREF CITATIONS

50

Scholarly Papers (11)

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1.

Capital Inadequacies: The Dismal Failure of the Basel Regime of Bank Capital Regulation

Cato Institute Policy Analysis, No. 681, July 2011
Number of pages: 40 Posted: 19 Nov 2011
Kevin Dowd, Martin O. Hutchinson and Simon G. Ashby
City University London - Sir John Cass Business School, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 160 (186,524)
Citation 1

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2.

The Coming Fiat Money Cataclysm and the Case for Gold

Cato Journal, Vol. 32, No. 2, 2012
Number of pages: 26 Posted: 06 Apr 2013
Kevin Dowd, Martin Hutchinson and Gordon Kerr
City University London - Sir John Cass Business School, Independent and Cobden Partners
Downloads 136 (213,281)

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financial crisis, upcoming economic crisis, fiat money, monetary policy, currency debasement, money supply, government and money, central banking

3.

Longevity Hedge Effectiveness: A Decomposition

Pensions Institute Discussion Paper No. PI-1106
Number of pages: 36 Posted: 01 Dec 2011
Andrew J. G. Cairns, Kevin Dowd, David P. Blake and Guy Coughlan
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Sir John Cass Business School, City University London - Cass Business School and Pacific Global Advisors
Downloads 85 (296,262)
Citation 1

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hedge effectiveness, correlation, mark-to-model, valuation model, simulation, value hedging, longevity risk, stochastic mortality, population basis risk, recalibration risk

4.

Math Gone Mad: Regulatory Risk Modeling by the Federal Reserve

Cato Institute Policy Analysis No. 754
Number of pages: 64 Posted: 11 Oct 2014
Kevin Dowd
City University London - Sir John Cass Business School
Downloads 47 (401,432)

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Regulatory Risk Modeling, forecasting models, risk measure, procyclicality, Fed Stress Tests, SCAP, CCA, CapRP, DFAST

5.

Phantoms Never Die: Living with Unreliable Population Data

Downloads 18 (427,453)
Citation 3

Phantoms Never Die: Living with Unreliable Population Data

Number of pages: 40 Posted: 21 Oct 2015
Andrew J. G. Cairns, David P. Blake, Kevin Dowd and Amy R. Kessler
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, City University London - Sir John Cass Business School and Prudential Retirement
Downloads 18 (557,058)
Citation 3

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Baby boom, cohort-births-deaths exposures methodology, convexity adjustment ratio, deaths, graphical diagnostics, population data

6.

Still Living With Mortality: The Longevity Risk Transfer Market After One Decade

Number of pages: 86 Posted: 14 Nov 2018
David P. Blake, Andrew J. G. Cairns, Kevin Dowd and Amy R. Kessler
City University London - Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Sir John Cass Business School and Prudential Retirement
Downloads 22 (514,189)
Citation 2

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Buy-Outs; Buy-Ins; Longevity Insurance; Longevity Bonds; Longevity Swaps; q-Forwards; Tail-Risk Protection; Basis Risk; Credit Risk; Regulatory Capital; Collateral; Liquidity; Stochastic Mortality Models; Longevity Risk Premium; Longevity-Linked Securities; Reinsurance Sidecars

7.

U.S. Decapitalization, Easy Money, and Asset Price Cycles

Cato Journal, Vol. 31, No. 3, 2011
Number of pages: 16 Posted: 16 Apr 2013
Kevin Dowd and Martin Hutchinson
City University London - Sir John Cass Business School and Independent
Downloads 14 (561,595)

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Asset bubbles, U.S. financial crisis, U.S. economic policy, American monetary policy, United States federal reserve bank

8.

Modelling Socio-Economic Differences in Mortality Using a New Affluence Index

Number of pages: 41 Posted: 22 May 2019
Andrew J. G. Cairns, Malene Kallestrup Lamb, Carsten Rosenskjold, David P. Blake and Kevin Dowd
Heriot-Watt University - Department of Actuarial Science & Statistics, Aarhus University - CREATES, Aarhus University, City University London - Cass Business School and City University London - Sir John Cass Business School
Downloads 8 (599,698)

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Affluence index, Danish mortality data, CBD-X model, gravity model

9.

Survivor Derivatives: A Consistent Pricing Framework

Downloads 3 (634,649)
Citation 16

Survivor Derivatives: A Consistent Pricing Framework

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 579-596, September 2010
Number of pages: 18 Posted: 04 Aug 2010
Paul Dawson, Kevin Dowd, Andrew J. G. Cairns and David P. Blake
Kent State University, City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and City University London - Cass Business School
Downloads 3 (664,057)
Citation 4
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Survivor Derivatives: A Consistent Pricing Framework

Journal of Risk and Insurance, Vol. 77, Issue 3, pp. 579-596, 2010
Number of pages: 18 Posted: 08 Mar 2018
Paul Dawson, Kevin Dowd, Andrew J. G. Cairns and David P. Blake
Kent State University, City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and City University London - Cass Business School
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10.

The New Life Market

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 501-558, 2013
Number of pages: 58 Posted: 30 Aug 2013
David P. Blake, Andrew J. G. Cairns, Guy Coughlan, Kevin Dowd and Richard D. MacMinn
City University London - Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, Pacific Global Advisors, City University London - Sir John Cass Business School and National Chengchi University
Downloads 1 (656,487)
Citation 1
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11.

A Gravity Model of Mortality Rates for Two Related Populations

North American Actuarial Journal, Vol. 15, No. 2, 2011
Posted: 24 Jan 2012
Kevin Dowd, Andrew J. G. Cairns, David P. Blake, Guy Coughlan and Marwa Khalaf-Allah
City University London - Sir John Cass Business School, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School, Pacific Global Advisors and J.P. Morgan

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