Kevin Dowd

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

13

DOWNLOADS

656

SSRN CITATIONS
Rank 10,111

SSRN RANKINGS

Top 10,111

in Total Papers Citations

74

CROSSREF CITATIONS

50

Scholarly Papers (13)

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 216 (180,445)
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 167 (226,901)

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

3.
Downloads 86 (347,453)
Citation 6

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 of London and Pacific Global Advisors
Downloads 86 (370,635)
Citation 3

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

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 of London, City University London - Sir John Cass Business School and Prudential Retirement
Downloads 19 (679,586)
Citation 11

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

5.

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 52 (477,590)

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

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

Number of pages: 86 Posted: 14 Nov 2018
City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Sir John Cass Business School and Prudential Retirement
Downloads 26 (626,263)
Citation 10

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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.

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

Number of pages: 41 Posted: 22 May 2019 Last Revised: 01 Jun 2020
Heriot-Watt University - Department of Actuarial Science & Statistics, Aarhus University - CREATES, Aarhus University, City, University of London and City University London - Sir John Cass Business School
Downloads 31 (577,992)
Citation 1

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

8.

CBDX: A Workhorse Mortality Model from the Cairns-Blake-Dowd Family

Pensions Institute Discussion Paper, PI-2002, January 2020
Number of pages: 21 Posted: 16 Mar 2020
Kevin Dowd, Andrew Cairns and David P. Blake
City University London - Sir John Cass Business School, affiliation not provided to SSRN and City, University of London
Downloads 22 (636,128)
Citation 2

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mortality rates, Cairns-Blake-Dowd mortality model, CBDX mortality model

9.

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 17 (671,806)

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

10.

Longevity Hedging 101: A Framework for Longevity Basis Risk Analysis and Hedge Effectiveness

North American Actuarial Journal, Volume 15, Number 2, 2011
Number of pages: 38 Posted: 10 Jul 2020
Pacific Global Advisors, J.P. Morgan, affiliation not provided to SSRN, Maharaja Agrasen Institute of Technology, Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London and City University London - Sir John Cass Business School
Downloads 16 (679,217)
Citation 9

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Longevity hedging, longevity index, longevity basis risk, stochastic mortality, two populations, hedge effectiveness

11.
Downloads 3 (781,008)
Citation 22

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 of London
Downloads 3 (814,678)
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 of London
Downloads 0
Citation 9
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12.

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 of London, 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 (801,963)
Citation 10
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13.

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 of London, Pacific Global Advisors and J.P. Morgan

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