Kevin Dowd

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

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)

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
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
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

Phantoms Never Die: Living with Unreliable Population Data

Number of pages: 40 Posted: 21 Oct 2015
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
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
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

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
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
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
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
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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