Author Page for David P. Blake

A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States

Number of pages: 77 Posted: 11 Feb 2009

Andrew J. G. Cairns, David P. Blake, Kevin Dowd, Guy Coughlan and David Epstein

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Nottingham University Business School (NUBS), Pacific Global Advisors and J.P. Morgan Chase & Co.

Downloads 1,378 (15,792)

Citation 83

Abstract:

2.

Mortality-Linked Securities and Derivatives

Number of pages: 20 Posted: 11 Feb 2009 Last Revised: 24 Jun 2020

Enrico Biffis and David P. Blake

Imperial College Business School and City, University of London

Downloads 1,098 (22,233)

Citation 23

Abstract:

3.

The Market for Lemmings: The Herding Behavior of Pension Funds

Number of pages: 63 Posted: 21 Feb 2015 Last Revised: 06 Dec 2016

David P. Blake, Lucio Sarno and Gabriele Zinna

City, University of London, University of Cambridge - Judge Business School and Bank of Italy

Downloads 565 (55,401)

Citation 5

Abstract:

4.

Longevity Risk and Capital Markets: The 2008-2009 Update

Number of pages: 7 Posted: 19 Mar 2009

David P. Blake, Anja De Waegenaere, Richard D. MacMinn and Theo Nijman

City, University of London, Tilburg University - Department of Econometrics & OR, Netspar, and CentER, National Chengchi University and Tilburg University - Tilburg University School of Economics and Management

Downloads 492 (65,868)

Citation 8

Abstract:

5.

Why Does Mutual Fund Performance Not Persist? The Impact and Interaction of Fund Flows and Manager Changes

Paris December 2010 Finance Meeting EUROFIDAI - AFFI

Number of pages: 44 Posted: 22 Oct 2010 Last Revised: 24 Jun 2020

Wolfgang Bessler, David P. Blake, Peter Lueckoff and Ian Tonks

Justus-Liebig-University Giessen, City, University of London, Justus-Liebig-University Giessen and University of Bristol

Downloads 454 (72,836)

Citation 9

Abstract:

6.

Default Funds in UK Defined Contribution Pension Plans

Financial Analysts Journal, July/August 2007

Number of pages: 37 Posted: 10 Sep 2007

Alistair Byrne, Kevin Dowd, David P. Blake and Andrew J. G. Cairns

University of Edinburgh - Business School, Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 421 (79,669)

Citation 3

Abstract:

7.

The Cost of Counterparty Risk and Collateralization in Longevity Swaps

Downloads 396 ( 85,512)

Citation 11

2

The Cost of Counterparty Risk and Collateralization in Longevity Swaps

Number of pages: 44 Posted: 04 Apr 2011 Last Revised: 03 Feb 2014

Enrico Biffis, David P. Blake, Lorenzo Pitotti and Ariel Sun

Imperial College Business School, City, University of London, Credit Suisse Securities and Imperial College London, Business School

Downloads 396 (84,754)

Citation 14

Abstract:

The Cost of Counterparty Risk and Collateralization in Longevity Swaps

Journal of Risk and Insurance, Vol. 83, Issue 2, pp. 387-419, 2016

Number of pages: 33 Posted: 23 May 2016

Enrico Biffis, Ariel Sun, David P. Blake and Lorenzo Pitotti

Imperial College Business School, Imperial College London, Business School, City, University of London and Credit Suisse Securities

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Abstract:

8.

Securitizing and Tranching Longevity Exposures

Number of pages: 40 Posted: 26 May 2009 Last Revised: 17 Aug 2009

Enrico Biffis and David P. Blake

Imperial College Business School and City, University of London

Downloads 394 (86,017)

Citation 8

Abstract:

9.

Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models

Pensions Institute Discussion Paper No. PI-0801

Number of pages: 70 Posted: 10 Feb 2009 Last Revised: 10 Jul 2009

Andrew J. G. Cairns, David P. Blake, Kevin Dowd, Guy Coughlan, David Epstein and Marwa Khalaf-Allah

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Nottingham University Business School (NUBS), Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan

Downloads 362 (94,809)

Citation 53

Abstract:

10.

Modelling and Management of Mortality Risk: A Review

Scandinavian Actuarial Journal, Vol. 2-3, pp. 79-113, 2008, Pensions Institute Discussion Paper No. PI-0814

Number of pages: 47 Posted: 10 Feb 2009 Last Revised: 16 Apr 2009

Andrew J. G. Cairns, David P. Blake and Kevin Dowd

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London and Nottingham University Business School (NUBS)

Downloads 327 (106,376)

Citation 15

Abstract:

11.

An Unreal Number: How Company Pension Accounting Fosters an Illusion of Certainty

Downloads 299 (117,223)

Citation 6

2

An Unreal Number: How Company Pension Accounting Fosters an Illusion of Certainty

Number of pages: 86 Posted: 19 Feb 2009

David P. Blake

City, University of London

Downloads 293 (119,028)

Citation 7

Abstract:

An Unreal Number: How Company Pension Accounting Fosters an Illusion of Certainty

Pensions Institute, 2008

Number of pages: 86 Posted: 19 Jun 2020

David P. Blake, Zaki Khorasanee, John Pickles and David Tyrrall

City, University of London, affiliation not provided to SSRN, City, University of London and City University London - Sir John Cass Business School

Downloads 6 (721,160)

Abstract:

12.

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Downloads 290 (121,004)

Citation 42

2

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Number of pages: 44 Posted: 21 Oct 2015

David P. Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks

City, University of London, University College London, University of Bath-Department of Economics and University of Bristol

Downloads 243 (144,589)

Citation 2

Abstract:

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Pensions Institute, Discussion Paper PI-1404

Number of pages: 44 Posted: 22 Mar 2016

David P. Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks

City, University of London, University College London, University of Bath-Department of Economics and University of Bristol

Downloads 47 (461,589)

Citation 41

Abstract:

13.

And Death Shall Have No Dominion: Life Settlements and the Ethic of Profiting from Mortality

Number of pages: 29 Posted: 19 Feb 2009

David P. Blake and Debbie Harrison

City, University of London and City University London - Sir John Cass Business School

Downloads 278 (126,527)

Citation 13

Abstract:

14.

Dealing With the Reluctant Investor: Innovation and Governance in DC Pension Investment

Downloads 272 (129,487)

Citation 6

2

Dealing With the Reluctant Investor: Innovation and Governance in DC Pension Investment

Number of pages: 58 Posted: 11 Sep 2007

Alistair Byrne, Debbie Harrison and David P. Blake

University of Edinburgh - Business School, City University London - Sir John Cass Business School and City, University of London

Downloads 268 (130,871)

Citation 7

Abstract:

Dealing With the Reluctant Investor: Innovation and Governance in DC Pension Investment

Pensions Institute, 2007

Number of pages: 58 Posted: 19 Jun 2020

Alistair Byrne, Debbie Harrison and David P. Blake

University of Edinburgh - Business School, affiliation not provided to SSRN and City, University of London

Downloads 4 (737,400)

Abstract:

15.

The Birth of the Life Market

Pensions Institute Discussion Paper No. PI-0807

Number of pages: 32 Posted: 28 Apr 2009

David P. Blake, Andrew J. G. Cairns and Kevin Dowd

City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics and Nottingham University Business School (NUBS)

Downloads 271 (130,026)

Citation 6

Abstract:

16.

Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds

Downloads 248 (142,294)

Citation 12

2

Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds

Pensions Institute Discussion Paper No. PI-1002

Number of pages: 27 Posted: 01 Dec 2011

David P. Blake, Tom Boardman and Andrew J. G. Cairns

City, University of London, affiliation not provided to SSRN and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 235 (149,367)

Citation 16

Abstract:

Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds

Number of pages: 47 Posted: 22 Jun 2020

David P. Blake, Tom Boardman and Andrew J. G. Cairns

City, University of London, City University London - Sir John Cass Business School and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 13 (665,799)

Citation 2

Abstract:

17.

Target2: The Silent Bailout System that Keeps the Euro Afloat

Number of pages: 66 Posted: 31 May 2018

David P. Blake

City, University of London

Downloads 240 (146,847)

Citation 1

Abstract:

18.

Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions

Pensions Institute Discussion Paper PI-0713

Number of pages: 29 Posted: 10 Feb 2009

Paul Dawson, Kevin Dowd, Andrew J. G. Cairns and David P. Blake

Kent State University, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and City, University of London

Downloads 239 (147,461)

Citation 3

Abstract:

19.

Longevity Risk and Capital Markets: The 2007-2008 Update

Number of pages: 6 Posted: 11 Feb 2009

Richard D. MacMinn, Jennifer L. Wang and David P. Blake

National Chengchi University, National Chengchi University - Department of Risk Management and Insurance and City, University of London

Downloads 232 (151,683)

Abstract:

20.

Longevity Risk and Capital Markets: The 2013-14 Update

Downloads 229 (153,611)

Citation 10

2

Longevity Risk and Capital Markets: The 2013-14 Update

Pensions Institute Discussion Paper PI-1502

Number of pages: 29 Posted: 24 Mar 2016

Ken Seng Tan, David P. Blake and Richard D. MacMinn

University of Waterloo, City, University of London and National Chengchi University

Downloads 133 (247,695)

Citation 7

Abstract:

Longevity Risk and Capital Markets: The 2013-14 Update

Number of pages: 29 Posted: 11 Apr 2015

Ken Seng Tan, David P. Blake and Richard D. MacMinn

University of Waterloo, City, University of London and National Chengchi University

Downloads 96 (313,125)

Citation 4

Abstract:

21.

Network Centrality and Delegated Investment Performance

Netspar Discussion Paper No. 12/2015-065

Number of pages: 55 Posted: 07 Mar 2016 Last Revised: 02 Oct 2016

Alberto G. Rossi, David P. Blake, Allan Timmermann, Ian Tonks and Russ Wermers

Georgetown University, City, University of London, UCSD, University of Bristol and University of Maryland - Robert H. Smith School of Business

Downloads 224 (156,932)

Citation 14

Abstract:

22.

There's No Time Like the Present: The Cost of Delaying Retirement Saving

Financial Services Review, Vol. 15, No. 3, 2006

Number of pages: 30 Posted: 10 Sep 2007

Alistair Byrne, Kevin Dowd, David P. Blake and Andrew J. G. Cairns

University of Edinburgh - Business School, Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 220 (159,612)

Abstract:

23.

The Stakeholder Pension Lottery: An Analysis of the Default Funds in UK Stakeholder Pension Schemes

EFA 2005 Moscow Meetings Paper, Cass Business School Research Paper

Number of pages: 26 Posted: 28 Jan 2005

Alistair Byrne, Kevin Dowd, David P. Blake and Andrew J. G. Cairns

University of Edinburgh - Business School, Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 217 (161,700)

Abstract:

24.

Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts

Number of pages: 43 Posted: 29 Apr 2009 Last Revised: 10 Jul 2009

Kevin Dowd, Andrew J. G. Cairns, David P. Blake, Guy Coughlan, David Epstein and Marwa Khalaf-Allah

Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan

Downloads 202 (173,067)

Citation 31

Abstract:

25.

Financial Risks and the Pension Protection Fund: Can it Survive Them?

Number of pages: 32 Posted: 22 Jun 2007 Last Revised: 24 Jun 2020

John Cotter, David P. Blake and Kevin Dowd

University College Dublin, City, University of London and Nottingham University Business School (NUBS)

Downloads 192 (181,220)

Citation 3

Abstract:

26.

Financial Sophistication and Pension Plan Decisions

Number of pages: 30 Posted: 11 Feb 2009

Alistair Byrne, David P. Blake and Graham Mannion

University of Edinburgh - Business School, City, University of London and PensionDCisions

Downloads 185 (187,408)

Abstract:

27.

Target-Driven Investing: Optimal Investment Strategies in Defined Contribution Pension Plans Under Loss Aversion

Downloads 178 (193,906)

Citation 8

2

Target-Driven Investing: Optimal Investment Strategies in Defined Contribution Pension Plans Under Loss Aversion

Pension Institute Discussion Paper No. PI-1112

Number of pages: 45 Posted: 01 Dec 2011

David P. Blake, Douglas Wright and Yumeng Zhang

City, University of London, City University London - Sir John Cass Business School and Solutions Group, Legal & General Investment Management

Downloads 128 (255,023)

Citation 3

Abstract:

Target-Driven Investing: Optimal Investment Strategies in Defined Contribution Pension Plans Under Loss Aversion

Pensions Institute, Discussion Paper PI-1112

Number of pages: 36 Posted: 08 Mar 2016

David P. Blake, Douglas Wright and Yumeng Zhang

City, University of London, City University London - Sir John Cass Business School and Solutions Group, Legal & General Investment Management

Downloads 50 (449,322)

Citation 6

Abstract:

28.

Completing the Survivor Derivatives Market: A General Pricing Framework

Pensions Institute Discussion Paper No. PI-0712

Number of pages: 34 Posted: 10 Feb 2009

Paul Dawson, Kevin Dowd, Andrew J. G. Cairns and David P. Blake

Kent State University, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and City, University of London

Downloads 171 (200,644)

Citation 1

Abstract:

29.

Informed Intermediation of Longevity Exposures

Downloads 150 (224,090)

Citation 3

3

Informed Intermediation of Longevity Exposures

Number of pages: 24 Posted: 18 Nov 2012

Enrico Biffis and David P. Blake

Imperial College Business School and City, University of London

Downloads 150 (224,523)

Citation 3

Abstract:

Informed Intermediation of Longevity Exposures

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 559-584, 2013

Number of pages: 26 Posted: 30 Aug 2013

Enrico Biffis and David P. Blake

Imperial College Business School and City, University of London

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Abstract:

Informed Intermediation of Longevity Exposures

CAREFIN Research Paper No. 17/09

Posted: 08 May 2010

David P. Blake and Enrico Biffis

City, University of London and Imperial College Business School

Abstract:

30.

The Distribution of Future Annuity Prices under Interest-Rate and Longevity Risks

Pension Institute Discussion Paper No. PI-0823

Number of pages: 25 Posted: 10 Feb 2009

Kevin Dowd, David P. Blake and Andrew J. G. Cairns

Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 140 (236,884)

Citation 2

Abstract:

31.

Evaluating the Goodness of Fit of Stochastic Mortality Models

Number of pages: 53 Posted: 04 May 2009

Kevin Dowd, Andrew J. G. Cairns, David P. Blake, Guy Coughlan, David Epstein and Marwa Khalaf-Allah

Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Pacific Global Advisors, J.P. Morgan Chase & Co. and J.P. Morgan

Downloads 134 (245,397)

Citation 21

Abstract:

32.

Turning Pensions Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn from Commercial Aircraft Designers

Number of pages: 86 Posted: 29 Apr 2009

David P. Blake, Andrew J. G. Cairns and Kevin Dowd

City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics and Nottingham University Business School (NUBS)

Downloads 134 (245,397)

Citation 6

Abstract:

33.

Spend More Today: Using Behavioural Economics to Improve Retirement Expenditure Decisions

Pensions Institute Discussions Paper No. PI-1014

Number of pages: 43 Posted: 01 Dec 2011

David P. Blake and Tom Boardman

City, University of London and affiliation not provided to SSRN

Downloads 128 (254,073)

Citation 1

Abstract:

34.

Age Dependent Investing: Optimal Funding and Investment Strategies in Defined Contribution Pension Plans when Members are Rational Life Cycle Financial Planners

Downloads 124 (260,216)

Citation 11

2

Age Dependent Investing: Optimal Funding and Investment Strategies in Defined Contribution Pension Plans when Members are Rational Life Cycle Financial Planners

Pensions Institute Discussion Paper No. PI-1111

Number of pages: 46 Posted: 01 Dec 2011

David P. Blake, Douglas Wright and Yumeng Zhang

City, University of London, City University London - Sir John Cass Business School and Solutions Group, Legal & General Investment Management

Downloads 89 (328,869)

Abstract:

Age-Dependent Investing: Optimal Funding and Investment Strategies in Defined Contribution Pension Plans When Members are Rational Life Cycle Financial Planners

Pensions Institute, Discussion Paper PI-1111

Number of pages: 46 Posted: 08 Mar 2016

David P. Blake, Douglas Wright and Yumeng Zhang

City, University of London, City University London - Sir John Cass Business School and Solutions Group, Legal & General Investment Management

Downloads 35 (517,679)

Citation 11

Abstract:

35.

The Term Structure of Funding Spreads

Number of pages: 40 Posted: 11 Feb 2009

Joachim Inkmann and David P. Blake

University of Melbourne - Department of Finance and City, University of London

Downloads 121 (265,136)

Citation 2

Abstract:

36.

The Impact of COVID-19 on Future Higher-Age Mortality

Number of pages: 34 Posted: 12 Jun 2020

Andrew J. G. Cairns, David P. Blake, Amy Kessler and Marsha Kessler

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Prudential Financial and M Kessler Group

Downloads 114 (276,634)

Citation 6

Abstract:

37.

Apocalyptic Demography? Putting Longevity Risk in Perspective

Downloads 110 (283,588)

Citation 3

2

Apocalyptic Demography? Putting Longevity Risk in Perspective

Number of pages: 55 Posted: 19 Feb 2009

David P. Blake

City, University of London

Downloads 107 (290,912)

Citation 4

Abstract:

Apocalyptic Demography? Putting Longevity Risk in Perspective

The Pensions Regulator, December 2007

Number of pages: 55 Posted: 18 Jun 2020

David P. Blake and John Pickles

City, University of London and City, University of London

Downloads 3 (746,419)

Abstract:

38.

Brexit and the City

Number of pages: 189 Posted: 31 May 2018

David P. Blake

City, University of London

Downloads 105 (293,049)

Abstract:

39.

Longevity Risk and Capital Markets: The 2015-16 Update

Pensions Institute, Working Paper No. 1704

Number of pages: 44 Posted: 26 Oct 2017

David P. Blake, Nicole El Karoui, Richard D. MacMinn and Stéphane Loisel

City, University of London, Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees, National Chengchi University and University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)

Downloads 105 (293,049)

Citation 6

Abstract:

40.

Longevity Risks and Capital Markets: The 2010-2011 Update

Pension Institute Discussion Paper No. PI-1113

Number of pages: 14 Posted: 01 Dec 2011 Last Revised: 24 Jun 2020

David P. Blake, Christophe Courbage, Richard D. MacMinn and Michael Sherris

City, University of London, Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), National Chengchi University and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies

Downloads 99 (306,780)

Citation 1

Abstract:

41.

Quantifying Loss Aversion: Evidence from a UK Population Survey

Pensions Institute Discussion Paper, PI-1912, October 2019

Number of pages: 89 Posted: 16 Mar 2020

David P. Blake, E. S. Cannon and Douglas Wright

City, University of London, University of Bristol - Department of Economics and City University London - Sir John Cass Business School

Downloads 97 (308,862)

Abstract:

42.

Measurement Without Theory: On the Extraordinary Abuse of Economic Models in the EU Referendum Debate

Number of pages: 64 Posted: 08 Aug 2016

David P. Blake

City, University of London

Downloads 93 (317,208)

Citation 1

Abstract:

43.

Longevity: A New Asset Class

Number of pages: 38 Posted: 14 Nov 2018

David P. Blake

City, University of London

Downloads 92 (319,405)

Citation 1

Abstract:

44.

Longevity Hedge Effectiveness: A Decomposition

Downloads 90 (323,904)

Citation 5

2

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 of London and Pacific Global Advisors

Downloads 86 (336,089)

Citation 3

Abstract:

Longevity Hedge Effectiveness: A Decomposition

Number of pages: 43 Posted: 22 Jun 2020

Andrew J. G. Cairns, David P. Blake, Kevin Dowd and Guy Coughlan

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Durham Business School and Pacific Global Advisors

Downloads 4 (737,400)

Citation 3

Abstract:

45.

Taking the Long View

Number of pages: 4 Posted: 06 May 2009 Last Revised: 10 Jul 2009

David P. Blake, Tom Boardman, Andrew J. G. Cairns and Kevin Dowd

City, University of London, affiliation not provided to SSRN, Heriot-Watt University - Department of Actuarial Science & Statistics and Nottingham University Business School (NUBS)

Downloads 88 (328,578)

Citation 2

Abstract:

46.

Facing Up to Uncertain Life Expectancy: The Longevity Fan Charts

Number of pages: 36 Posted: 11 Feb 2009

Kevin Dowd, David P. Blake and Andrew J. G. Cairns

Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 80 (347,926)

Citation 13

Abstract:

47.

We Need a National Narrative: Building a Consensus Around Retirement Income

Independent Review of Retirement Income, 2016

Number of pages: 606 Posted: 24 Mar 2016

David P. Blake

City, University of London

Downloads 75 (361,175)

Abstract:

48.

How Bright Are the Prospects for UK Trade and Prosperity Post-Brexit?

Downloads 68 (381,061)

2

How Bright Are the Prospects for UK Trade and Prosperity Post-Brexit?

Number of pages: 93 Posted: 15 Apr 2020 Last Revised: 17 Apr 2020

David P. Blake

City, University of London

Downloads 37 (507,501)

Abstract:

How Bright are the Prospects for UK Trade and Prosperity Post-Brexit?

Number of pages: 55 Posted: 31 May 2018

David P. Blake

City, University of London

Downloads 31 (539,648)

Abstract:

49.

Annuities & Accessibilility: How the Industry Can Empower Consumers to Make Rational Choices

Number of pages: 45 Posted: 19 Feb 2009

Debbie Harrison, Alistair Byrne and David P. Blake

City University London - Sir John Cass Business School, University of Edinburgh - Business School and City, University of London

Downloads 65 (390,241)

Citation 10

Abstract:

50.

Pyrrhic Victory? The Unintended Consequences of the Pensions Act 2004

Number of pages: 55 Posted: 19 Feb 2009

Debbie Harrison, Alistair Byrne, Bill Rhodes and David P. Blake

City University London - Sir John Cass Business School, University of Edinburgh - Business School, Pendragon PLC and City, University of London

Downloads 63 (396,547)

Citation 4

Abstract:

51.

Nudges and Networks: How to Use Behavioral Economics to Improve the Life Cycle Savings-Consumption Balance

Pensions Institute, DISCUSSION PAPER PI-2009, June 2020

Number of pages: 14 Posted: 02 Jul 2020

David P. Blake

City, University of London

Downloads 59 (409,639)

Abstract:

52.

Ensuring a Genuine Level Playing Field with the EU Post-Brexit

Number of pages: 20 Posted: 16 Mar 2020

David P. Blake

City, University of London

Downloads 50 (441,682)

Citation 1

Abstract:

53.

Phantoms Never Die: Living with Unreliable Population Data

Downloads 50 (445,558)

Citation 10

3

Phantoms Never Die: Living with Unreliable Population Data

Journal of the Royal Statistical Society, 2016

Number of pages: 31 Posted: 22 Mar 2016

Andrew J. G. Cairns, David P. Blake, Kevin Dowd and Amy R. Kessler

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Nottingham University Business School (NUBS) and Prudential Retirement

Downloads 27 (564,116)

Abstract:

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 of London, City University London - Sir John Cass Business School and Prudential Retirement

Downloads 18 (627,585)

Citation 11

Abstract:

Phantoms Never Die: Living With Unreliable Population Data

J. R. Statist. Soc. A (2016), 179, Part 4, pp. 975–1005

Number of pages: 31 Posted: 23 Jun 2020

Andrew J. G. Cairns, David P. Blake, Kevin Dowd and Amy Kessler

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Durham Business School and Prudential Financial

Downloads 5 (737,400)

Abstract:

54.

NDC v. FDC: Pros, Cons and Replication

Downloads 50 (441,682)

2

NDC v. FDC: Pros, Cons and Replication

Number of pages: 12 Posted: 07 Dec 2011

David P. Blake

City, University of London

Downloads 46 (465,812)

Abstract:

NDC v FDC: Pros, Cons and Replication

Number of pages: 12 Posted: 22 Jun 2020

David P. Blake

City, University of London

Downloads 4 (737,400)

Abstract:

55.

What Should Be Done About the Underfunding of Defined Benefit Pension Schemes? A Case Study of Ireland

Number of pages: 42 Posted: 04 Mar 2014

John Cotter, David P. Blake and Kevin Dowd

University College Dublin, City, University of London and Nottingham University Business School (NUBS)

Downloads 49 (445,558)

Citation 1

Abstract:

56.

Mental Time Travel and the Valuation of Financial Investments

Pensions Institute Discussion Paper PI-1403

Number of pages: 20 Posted: 25 Oct 2017

David P. Blake and John Pickles

City, University of London and City, University of London

Downloads 48 (449,428)

Abstract:

57.

The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts

Number of pages: 16 Posted: 11 Feb 2009

Kevin Dowd, David P. Blake and Andrew J. G. Cairns

Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 47 (453,346)

Abstract:

58.

Striking Similarities: The Origins of the European Economic Community

Number of pages: 18 Posted: 07 Jul 2020

David P. Blake

City, University of London

Downloads 45 (461,422)

Abstract:

59.

Delivering DC? Barriers to Participation in the Company-Sponsored Pensions Market

Number of pages: 69 Posted: 18 Feb 2009

Debbie Harrison, Alistair Byrne and David P. Blake

City University London - Sir John Cass Business School, University of Edinburgh - Business School and City, University of London

Downloads 34 (510,813)

Citation 3

Abstract:

60.

Longevity Bonds: Financial Engineering, Valuation, and Hedging

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 647-672, December 2006

Number of pages: 26 Posted: 29 Nov 2006

David P. Blake, Kevin Dowd, Andrew J. G. Cairns and Richard D. MacMinn

City, University of London, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and National Chengchi University

Downloads 34 (510,813)

Citation 6

Add to Cart

Abstract:

61.

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

Downloads 31 (526,142)

Citation 9

2

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 of London, Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Sir John Cass Business School and Prudential Retirement

Downloads 25 (577,432)

Citation 9

Abstract:

Still Living with Mortality: The Longevity Risk Transfer Market after One Decade

Number of pages: 86 Posted: 16 Mar 2020

David P. Blake, Andrew J. G. Cairns, Kevin Dowd and Amy Kessler

City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics, Durham Business School and Prudential Financial

Downloads 6 (721,160)

Abstract:

62.

A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 687-718, December 2006

Number of pages: 32 Posted: 29 Nov 2006

Andrew J. G. Cairns, David P. Blake and Kevin Dowd

Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London and Nottingham University Business School (NUBS)

Downloads 31 (526,142)

Citation 34

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Abstract:

63.

Improved Inference in the Evaluation of Mutual Fund Performance Using Panel Bootstrap Methods

Pensions Institute, Discussion Paper PI-1405

Number of pages: 28 Posted: 22 Mar 2016

David P. Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks

City, University of London, University College London, University of Bath-Department of Economics and University of Bristol

Downloads 29 (537,022)

Citation 4

Abstract:

64.

Longevity Risk and Capital Markets: The 2018-19 Update

Number of pages: 60 Posted: 07 Jul 2020

David P. Blake and Andrew J. G. Cairns

City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Downloads 27 (548,534)

Abstract:

65.

Independent Review of Retirement Income: Consultation

Independent Review of Retirement Income, 2016

Number of pages: 105 Posted: 24 Mar 2016 Last Revised: 24 Jun 2020

E. S. Cannon and David P. Blake

University of Bristol - Department of Economics and City, University of London

Downloads 26 (554,481)

Citation 4

Abstract:

66.

Survivor Swaps

Journal of Risk and Insurance, Vol. 73, No. 1, pp. 1-17, March 2006

Number of pages: 17 Posted: 08 May 2006

Kevin Dowd, David P. Blake, Andrew J. G. Cairns and Paul Dawson

Nottingham University Business School (NUBS), City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics and Kent State University

Downloads 26 (554,481)

Citation 8

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Abstract:

67.

Pyrrhic Victory? The Unintended Consequence of the Pensions Act 2004

Economic Affairs, Vol. 26, No. 2, pp. 9-16, June 2006

Number of pages: 8 Posted: 30 May 2006

Alistair Byrne, Debbie Harrison, David P. Blake and Bill Rhodes

University of Edinburgh - Business School, City University London - Sir John Cass Business School, City, University of London and Pendragon PLC

Downloads 25 (560,728)

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Abstract:

68.

A General Procedure for Constructing Mortality Models

Pensions Institute, Discussion Paper PI-1301

Number of pages: 53 Posted: 22 Mar 2016

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 24 (567,100)

Citation 9

Abstract:

69.

On the Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility

Economic Journal, Vol. 116, No. 512, pp. F286-F305, June 2006

Number of pages: 20 Posted: 02 Jun 2006

David P. Blake and Leslie D. Mayhew

City, University of London and City University London - Sir John Cass Business School

Downloads 24 (567,100)

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Abstract:

70.

Decentralized Investment Management: Evidence from the Pension Fund Industry

Downloads 23 (573,397)

Citation 31

2

Decentralized Investment Management: Evidence from the Pension Fund Industry

CEPR Discussion Paper No. DP7679

Number of pages: 57 Posted: 10 Feb 2010

David P. Blake, Allan Timmermann, Ian Tonks and Russ Wermers

City, University of London, UCSD, University of Bristol and University of Maryland - Robert H. Smith School of Business

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Citation 3

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Abstract:

Decentralized Investment Management: Evidence from the Pension Fund Industry

Number of pages: 56 Posted: 22 Jun 2020

David P. Blake, Alberto G. Rossi, Allan Timmermann, Ian Tonks and Russ Wermers

City, University of London, Georgetown University, UCSD, University of Bristol and University of Maryland - Robert H. Smith School of Business

Downloads 8 (705,169)

Citation 4

Abstract:

71.

Grouping Individual Investment Preferences in Retirement Savings: A Cluster Analysis of a USS Members Risk Attitude Survey

Pensions Institute Discussion Paper, PI-2003, February 2020

Number of pages: 48 Posted: 16 Mar 2020

David P. Blake, Mel Duffield, Ian Tonks, Alistair Haig, Dean Blower and Laura MacPhee

City, University of London, affiliation not provided to SSRN, University of Bristol, University of Edinburgh Business School, affiliation not provided to SSRN and affiliation not provided to SSRN

Downloads 22 (579,919)

Abstract:

72.

International Asset Allocation with Time-Varying Investment Opportunities

Number of pages: 39 Posted: 04 Sep 2002

Allan Timmermann and David P. Blake

UCSD and City, University of London

Downloads 21 (586,461)

Citation 3

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Abstract:

73.

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

Number of pages: 41 Posted: 22 May 2019 Last Revised: 01 Jun 2020

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 of London and City University London - Sir John Cass Business School

Downloads 20 (593,031)

Citation 1

Abstract:

74.

Fund Flows, Manager Change and Performance Persistence

Number of pages: 65 Posted: 22 Jun 2020

Wolfgang Bessler, David P. Blake, Peter Lueckoff and Ian Tonks

Justus-Liebig-University Giessen, City, University of London, Justus-Liebig-University Giessen and University of Bristol

Downloads 18 (606,367)

Abstract:

75.

Spend More Today Safely: Using Behavioural Economics to Improve Retirement Expenditure Decisions

Number of pages: 34 Posted: 22 Jun 2020

David P. Blake and Tom Boardman

City, University of London and City University London - Sir John Cass Business School

Downloads 17 (612,880)

Abstract:

76.

After VAR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures

Journal of Risk & Insurance, Vol. 73, No. 2, pp. 193-229, June 2006

Number of pages: 37 Posted: 30 May 2006

Kevin Dowd and David P. Blake

Nottingham University Business School (NUBS) and City, University of London

Downloads 17 (612,880)

Citation 1

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Abstract:

77.

The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages

Pensions Institute Discussion Paper, PI-1911, September 2019

Number of pages: 11 Posted: 16 Mar 2020

Kevin Dowd, David P. Blake, Dean Buckner and John Fry

Durham Business School, City, University of London, affiliation not provided to SSRN and Manchester Metropolitan University

Downloads 16 (619,683)

Abstract:

78.

Pension Plan Decisions

Number of pages: 33 Posted: 22 Jun 2020

Alistair Byrne, David P. Blake and Graham Mannion

University of Edinburgh - Business School, City, University of London and PensionDCisions

Downloads 15 (626,668)

Abstract:

79.

UK Pension Fund Management: How is Asset Allocation Influenced by the Valuation of Liabilities?

Number of pages: 49 Posted: 19 Jun 2020

David P. Blake

City, University of London

Downloads 15 (626,668)

Abstract:

80.

Modelling Longevity Bonds: Analysing the Swiss Re Kortis Bond

Pensions Institute, DISCUSSION PAPER PI-1504, 2015

Number of pages: 58 Posted: 23 Jun 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 14 (633,784)

Citation 4

Abstract:

81.

Improving Security and Flexibility in Retirement

Number of pages: 101 Posted: 18 Jun 2020

David P. Blake and Robert Hudson

City, University of London and Hull University Business School (HUBS)

Downloads 14 (633,784)

Abstract:

82.

Identifiability in Age/Period/Cohort Mortality Models

Pensions Institute Discussion Paper, PI-1509, September 2015

Number of pages: 65 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 14 (633,784)

Citation 6

Abstract:

83.

The UK Is the Eurozone’s Dumping Ground

Number of pages: 23 Posted: 14 Apr 2020

David P. Blake

City, University of London

Downloads 13 (640,994)

Abstract:

84.

A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments

Pensions Institute Discussion Paper, PI-1907, December 2019

Number of pages: 7 Posted: 16 Mar 2020

Kevin Dowd, Andrew J. G. Cairns and David P. Blake

Durham Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and City, University of London

Downloads 12 (648,182)

Abstract:

85.

The Real Lessons of the Global Banking Crisis

Number of pages: 10 Posted: 23 Jun 2020

David P. Blake

City, University of London

Downloads 11 (655,410)

Abstract:

86.

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 11 (655,410)

Abstract:

87.

Managing Euro Risk

Number of pages: 140 Posted: 29 Jun 2020

Barney Reynolds, David P. Blake and Bob Lyddon

affiliation not provided to SSRN, City, University of London and affiliation not provided to SSRN

Downloads 10 (662,526)

Abstract:

88.

Longevity Risk and Hedging Solutions

In Georges Dionne (Ed.), Handbook of Insurance, second edition, Springer, New York, 2013

Number of pages: 48 Posted: 26 Nov 2020

Guy Coughlan, David P. Blake, Richard D. MacMinn, Andrew J. G. Cairns and Kevin Dowd

Pacific Global Advisors, City, University of London, National Chengchi University, Heriot-Watt University - Department of Actuarial Science & Statistics and Durham Business School

Downloads 9 (669,805)

Citation 1

Abstract:

89.

On the Disclosure of the Costs of Investment Management

Number of pages: 13 Posted: 23 Jun 2020

David P. Blake

City, University of London

Downloads 9 (669,805)

Abstract:

90.

The consequences of not having to buy an annuity

Number of pages: 15 Posted: 22 Jun 2020

David P. Blake

City, University of London

Downloads 9 (669,805)

Abstract:

91.

Turning Pension Plans Into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn From Commercial Aircraft Designers

Downloads 9 (669,805)

2

Turning Pension Plans Into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn From Commercial Aircraft Designers

Number of pages: 86 Posted: 22 Jun 2020

David P. Blake

City, University of London

Downloads 6 (721,160)

Abstract:

Turning Pension Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans can Learn from Commercial Aircraft Designers

Number of pages: 86 Posted: 19 Jun 2020

David P. Blake, Andrew J. G. Cairns and Kevin Dowd

City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics and Durham Business School

Downloads 3 (746,419)

Abstract:

92.

On the Projection of Mortality Rates to Extreme Old Age

Pensions Institute Discussion Paper, PI-1909, December 2019

Number of pages: 10 Posted: 16 Mar 2020

Kevin Dowd and David P. Blake

Durham Business School and City, University of London

Downloads 9 (669,805)

Citation 1

Abstract:

93.

Chapter 1: 'Introduction'

“We Need a National Narrative: Building a Consensus around Retirement Income”, Report of the Independent Review of Retirement Income, 2016

Number of pages: 33 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 8 (677,039)

Abstract:

94.

Chapter 3: ‘Supporting Savers to Make the Right Choice at Retirement for Them and Their Family and How to Build on the Lessons of Auto-Enrolment’

“We Need a National Narrative: Building a Consensus around Retirement Income”, Report of the Independent Review of Retirement Income, 2016

Number of pages: 239 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 8 (677,039)

Abstract:

95.

The Simple Economics of Funded and Unfunded Pension Systems

Number of pages: 10 Posted: 10 Jul 2020

David P. Blake and J. Michael Orszag

City, University of London and affiliation not provided to SSRN

Downloads 8 (677,039)

Abstract:

96.

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

Guy Coughlan, Marwa Khalaf-Allah, Yijing Ye, Sumit Kumar, Andrew J. G. Cairns, David P. Blake and Kevin Dowd

Pacific Global Advisors, J.P. Morgan, affiliation not provided to SSRN, affiliation not provided to SSRN, Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London and City University London - Sir John Cass Business School

Downloads 7 (684,408)

Citation 8

Abstract:

97.

Delivering DC? Barriers to Participation in the Company-Sponsored Pensions Market

Pensions Institute, 2004

Number of pages: 69 Posted: 18 Jun 2020

Debbie Harrison, Alistair Byrne and David P. Blake

affiliation not provided to SSRN, University of Edinburgh - Business School and City, University of London

Downloads 7 (684,408)

Abstract:

98.

Annuities and Accessibility – How the Industry Can Empower Consumers to Make Rational Choices

Harrison, Byrne, and Blake 2006, Pensions Institute

Number of pages: 45 Posted: 18 Jun 2020

Debbie Harrison, Alistair Byrne and David P. Blake

affiliation not provided to SSRN, University of Edinburgh - Business School and City, University of London

Downloads 7 (684,408)

Abstract:

99.

A Healthier Way to De-Risk: The Introduction of Medical Underwriting to the Defined Benefit De-Risking Market

Number of pages: 59 Posted: 18 Jun 2020

Debbie Harrison and David P. Blake

affiliation not provided to SSRN and City, University of London

Downloads 7 (684,408)

Citation 1

Abstract:

100.

Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies

Pensions Institute Discussion Paper, PI-1602, January 2016

Number of pages: 48 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 7 (684,408)

Citation 4

Abstract:

101.

Lost Pensions, Lost Pensioners: Is a National Registry of Pension Plans the Answer?

Number of pages: 27 Posted: 19 Jun 2020

David P. Blake and John A. Turner

City, University of London and Pension Policy Center

Downloads 6 (691,708)

Citation 1

Abstract:

102.

Ending Compulsory Annuitisation: Quantifying the Consequences

Pensions Institute, 2010

Number of pages: 61 Posted: 19 Jun 2020

David P. Blake, E. S. Cannon and Ian Tonks

City, University of London, University of Bristol - Department of Economics and University of Bristol

Downloads 6 (691,708)

Abstract:

103.

Good Practice Principles in Modelling Defined Contribution Pension Plans

Downloads 6 (691,708)

2

Good Practice Principles in Modelling Defined Contribution Pension Plans

Number of pages: 25 Posted: 22 Jun 2020

Kevin Dowd and David P. Blake

Durham Business School and City, University of London

Downloads 6 (721,160)

Abstract:

Good Practice Principles in Modelling Defined Contribution Pension Plans

Posted: 22 Mar 2016

David P. Blake and Kevin Dowd

City, University of London and Nottingham University Business School (NUBS)

Abstract:

104.

Chapter 2: ‘How to Ensure That Savers Can Get the Best Products in Retirement’

“We Need a National Narrative: Building a Consensus around Retirement Income”, Report of the Independent Review of Retirement Income, 2016

Number of pages: 139 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 5 (698,984)

Abstract:

105.

Chapter 6: ‘The Role of Collective Pension Schemes and How These Could Be Introduced in the UK’

“We Need a National Narrative: Building a Consensus around Retirement Income”, Report of the Independent Review of Retirement Income, 2016

Number of pages: 49 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 5 (698,984)

Abstract:

106.

International Investment Performance: Evidence from Institutional Investors’ Foreign Equity Holdings

Number of pages: 44 Posted: 10 Jul 2020

Allan Timmermann and David P. Blake

UCSD and City, University of London

Downloads 5 (698,984)

Citation 1

Abstract:

107.

Chapter 4: ‘Helping Savers to Manage Longevity Risk’

“We Need a National Narrative: Building a Consensus around Retirement Income”, Report of the Independent Review of Retirement Income , 2016

Number of pages: 33 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 5 (698,984)

Abstract:

108.

Basis Risk and Pensions Schemes: A Relative Modelling Approach.

Number of pages: 65 Posted: 24 Jun 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 5 (698,984)

Citation 1

Abstract:

109.

Caveat Venditor: The brave new world of auto-enrolment should be governed by the principle of seller not buyer beware

Pensions Institute, 2012

Number of pages: 40 Posted: 18 Jun 2020

Debbie Harrison, David P. Blake and Kevin Dowd

affiliation not provided to SSRN, City, University of London and Durham Business School

Downloads 5 (698,984)

Abstract:

110.

The Meaning of Life: An Uncertain Future for the Traditional Life Company Business Model in the UK’s Private Sector Pensions Market

Pensions Institute Report, 2015

Number of pages: 95 Posted: 18 Jun 2020

Debbie Harrison and David P. Blake

affiliation not provided to SSRN and City, University of London

Downloads 5 (698,984)

Abstract:

111.

On the Structure and Classification of Mortality Models

Pensions Institute Discussion Paper, PI-1506, August 2015

Number of pages: 43 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 5 (698,984)

Citation 5

Abstract:

112.

Identifiability in Age/Period Mortality Models

Pensions Institute Discussion Paper, PI-1508, July 2015

Number of pages: 68 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 5 (698,984)

Citation 3

Abstract:

113.

Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing

Pensions Institute Discussion Paper, PI-1511, September 2015

Number of pages: 57 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 5 (698,984)

Citation 2

Abstract:

114.

Chapter 7: 'Conclusion: Developing a National Narrative'

“We Need a National Narrative: Building a Consensus around Retirement Income”, Report of the Independent Review of Retirement Income, 2016

Number of pages: 58 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 4 (706,450)

Abstract:

115.

Financial System Requirements for Successful Pension Reform

Number of pages: 42 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 4 (706,450)

Abstract:

116.

Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers

Pensions Institute Discussion Paper PI-1207

Number of pages: 20 Posted: 23 Jun 2020

Enrico Biffis and David P. Blake

Imperial College Business School and City, University of London

Downloads 4 (706,450)

Citation 4

Abstract:

117.

How Do Savers Think About and Respond to Risk? Evidence From a Population Survey and Lessons for the Investment Industry

Pensions Institute, 2014

Number of pages: 40 Posted: 19 Jun 2020

David P. Blake and Alistair Haig

City, University of London and University of Edinburgh Business School

Downloads 4 (706,450)

Abstract:

118.

Returning to the Core: Rediscovering a Role for Real Estate in Defined Contribution Pension Schemes

Pensions Institute, 2013

Number of pages: 104 Posted: 19 Jun 2020

Debbie Harrison, David P. Blake and Tony Key

affiliation not provided to SSRN, City, University of London and City University London - Faculty of Finance

Downloads 4 (706,450)

Abstract:

119.

Ending Compulsory Annuitisation: What Are the Consequences?

Pensions Institute, 2010

Number of pages: 29 Posted: 19 Jun 2020

David P. Blake, E. S. Cannon and Ian Tonks

City, University of London, University of Bristol - Department of Economics and University of Bristol

Downloads 4 (706,450)

Abstract:

120.

Bringing Black Box Thinking to the Pensions Industry

Pensions Institute, February 2018

Number of pages: 28 Posted: 18 Jun 2020

David P. Blake and Matthew Roy

City, University of London and affiliation not provided to SSRN

Downloads 4 (706,450)

Abstract:

121.

Portability and Preservation of Pension Rights in the United Kingdom

Number of pages: 121 Posted: 18 Jun 2020

David P. Blake and J. Michael Orszag

City, University of London and affiliation not provided to SSRN

Downloads 4 (706,450)

Citation 1

Abstract:

122.

An Assessment of the Adequacy and Objectivity of the Information Provided by the Board of the Equitable Life Assurance Society in Connection with the Compromise Scheme Proposal of 6 December 2001

Number of pages: 36 Posted: 18 Jun 2020

David P. Blake

City, University of London

Downloads 4 (706,450)

Abstract:

123.

What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom

Economica, Vol. 75, Issue 298, pp. 342-361, May 2008

Number of pages: 20 Posted: 07 Apr 2008

David P. Blake

City, University of London

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Abstract:

124.

The Good, the Bad and the Healthy: The Medical Underwriting Revolution in the Defined Benefit De-Risking Market

Number of pages: 86 Posted: 10 Jul 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 3 (714,517)

Citation 1

Abstract:

125.

Greatest Good 2: Response to the Department for Work & Pensions Green Paper 'Security and Sustainability in Defined Benefit Pension Schemes'

Number of pages: 64 Posted: 18 Jun 2020

David P. Blake and Matthew Roy

City, University of London and affiliation not provided to SSRN

Downloads 3 (714,517)

Abstract:

126.

Supporting Materials for ‘The Greatest Good for the Greatest Number: An Examination of Early Intervention Strategies for Trustees and Sponsoring Employers of Stressed Defined Benefit Schemes’

Number of pages: 93 Posted: 18 Jun 2020

Debbie Harrison and David P. Blake

affiliation not provided to SSRN and City, University of London

Downloads 3 (714,517)

Abstract:

127.

The Greatest Good for the Greatest Number: An Examination of Early Intervention Strategies for Trustees and Sponsoring Employers of Stressed Defined Benefit Schemes

Number of pages: 34 Posted: 18 Jun 2020

Debbie Harrison and David P. Blake

affiliation not provided to SSRN and City, University of London

Downloads 3 (714,517)

Abstract:

128.

Out of the GAR Frying Pan into the GIR Fire: An Independent Evaluation of the Current State of the With-Profits Fund of the Equitable Life Assurance Society

Number of pages: 26 Posted: 18 Jun 2020

David P. Blake

City, University of London

Downloads 3 (714,517)

Abstract:

129.

A Bayesian Approach to Modelling and Projecting Cohort Effects

Pensions Institute Discussion Paper, PI-1510, September 2015

Number of pages: 43 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 3 (714,517)

Citation 3

Abstract:

130.

Survivor Derivatives: A Consistent Pricing Framework

Downloads 3 (714,517)

Citation 21

2

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 of London

Downloads 3 (746,419)

Citation 4

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Abstract:

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 of London

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Citation 8

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Abstract:

131.

Chapter 5: ‘The Role of the National Employment Savings Trust in Helping Savers to Access Good Quality Retirement Products’

"We Need a National Narrative: Building a Consensus around Retirement Income", Report of the Independent Review of Retirement Income, 2016

Number of pages: 23 Posted: 10 Jul 2020

David P. Blake

City, University of London

Downloads 2 (724,447)

Abstract:

132.

VfM: Assessing Value for Money in Defined Contribution Default Funds

Pensions Institute, 2014

Number of pages: 76 Posted: 19 Jun 2020

Debbie Harrison, David P. Blake and Kevin Dowd

affiliation not provided to SSRN, City, University of London and Durham Business School

Downloads 2 (724,447)

Abstract:

133.

Pyrrhic Victory? The Unintended Consequences of the UK Pensions Act 2004

Pensions Institute, 2005

Number of pages: 55 Posted: 19 Jun 2020

Debbie Harrison, Alistair Byrne, Bill Rhodes and David P. Blake

affiliation not provided to SSRN, University of Edinburgh - Business School, affiliation not provided to SSRN and City, University of London

Downloads 2 (724,447)

Abstract:

134.

An Evaluation of Investment Governance in London Local Government Pension Schemes: A Discussion Paper for Stakeholders to the London Funds

Cass Business School Discussion Paper, 2012

Number of pages: 42 Posted: 18 Jun 2020

Debbie Harrison and David P. Blake

affiliation not provided to SSRN and City, University of London

Downloads 2 (724,447)

Abstract:

135.

Identifiability, Cointegration and the Gravity Model

Pensions Institute Discussion Paper, PI-1505, July 2017

Number of pages: 28 Posted: 16 Mar 2020

Andrew Hunt and David P. Blake

City University London - Sir John Cass Business School and City, University of London

Downloads 2 (724,447)

Citation 2

Abstract:

136.

Managing Financially Distressed Pension Plans in the Interest of Beneficiaries

Journal of Risk and Insurance, Vol. 84, Issue 2, pp. 539-565, 2017

Number of pages: 27 Posted: 15 May 2017

Joachim Inkmann, David P. Blake and Zhen Shi

University of Melbourne - Department of Finance, City, University of London and University of Melbourne

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Abstract:

137.

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 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

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Citation 9

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Abstract:

138.

Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions with SPEEDOMETER Plans

Risk Management and Insurance Review, Vol. 17, Issue 1, pp. 83-112, 2014

Number of pages: 30 Posted: 04 Mar 2014

David P. Blake and Tom Boardman

City, University of London and City University London - Sir John Cass Business School

Downloads 0 (754,651)

Citation 1

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Abstract:

139.

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

Abstract:

140.

Perspectives: Designing a Defined-Contribution Plan - What to Learn from Aircraft Designers

Financial Analysts Journal, Vol. 65, No. 1, 2009

Posted: 31 Jan 2009

David P. Blake, Andrew J. G. Cairns and Kevin Dowd

City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics and Nottingham University Business School (NUBS)

Abstract:

141.

Default Funds in U.K. Defined-Contribution Plans

Financial Analysts Journal, Vol. 63, No. 4, pp. 40-51, July/August 2007

Posted: 25 Jul 2007

Alistair Byrne, Kevin Dowd, David P. Blake and Andrew J. G. Cairns

University of Edinburgh - Business School, Nottingham University Business School (NUBS), City, University of London and Heriot-Watt University - Department of Actuarial Science & Statistics

Abstract:

142.

Asset Allocation Dynamics and Pension Fund Performance

The Journal of Business, Vol. 72, No. 4, October 1999, Cass Business School Research Paper

Posted: 11 Feb 2000

Allan Timmermann, Bruce N. Lehmann and David P. Blake

UCSD, University of California, San Diego and City, University of London

Abstract:

143.

The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis

UCSD Economics Discussion Paper 98-11, Cass Business School Research Paper

Posted: 20 Aug 1998

Asger Lunde, David P. Blake and Allan Timmermann

Aarhus University - School of Business and Social Sciences, City, University of London and UCSD

Abstract:

144.

Striking Similarities: The Origins of the European Economic Community

Advances in Politics and Economics

Number of pages: 19

David P. Blake

City, University of London

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David P. Blake

City, University of London

Professor of Economics, Director of Pensions Institute

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Scholarly Papers (144)

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The Cost of Counterparty Risk and Collateralization in Longevity Swaps

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Informed Intermediation of Longevity Exposures

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