Andrew Hunt

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS

152

SSRN CITATIONS
Rank 22,873

SSRN RANKINGS

Top 22,873

in Total Papers Citations

33

CROSSREF CITATIONS

10

Scholarly Papers (11)

1.

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 32 (579,859)
Citation 10

Abstract:

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Mortality modelling, age/period/cohort models, age period effects, cohort effects

2.

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 29 (597,467)
Citation 5

Abstract:

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Mortality Modelling, Age/Period/Cohort Models, General Procedure, Co-integration, Cohort Effects, Kortis Bond

3.

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 28 (603,735)
Citation 8

Abstract:

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mortality modelling, age/period/cohort models, age period effects, cohort effects

4.

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 18 (672,743)
Citation 8

Abstract:

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mortality modelling, age/period/cohort models, identification issues, projection

5.

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 10 (734,535)
Citation 5

Abstract:

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Mortality modelling, age/period/cohort models, forward mortality rates, longevity-linked securities, longevity hedging

6.

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 7 (758,840)
Citation 1

Abstract:

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Mortality modelling, age/period/cohort models, relative models, longevity basis risk

7.

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 7 (758,840)
Citation 3

Abstract:

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mortality modelling, age/period/cohort models, forward mortality rates, Esscher transform, longevity-linked securities

8.

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 6 (766,853)
Citation 4

Abstract:

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mortality modelling, age/period models, identification, projection

9.

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 5 (774,716)
Citation 2

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10.

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 5 (774,716)
Citation 3

Abstract:

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mortality modelling, age/period/cohort models, multi-population modelling, coherent mortality projection

11.

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 5 (774,716)
Citation 5

Abstract:

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mortality modelling, age/period/cohort models, identification issues, projection, consistency, cohort parameters