Kevin Dowd

Durham Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS

494

SSRN CITATIONS
Rank 23,267

SSRN RANKINGS

Top 23,267

in Total Papers Citations

37

CROSSREF CITATIONS

5

Scholarly Papers (16)

1.

Can UK Banks Pass the COVID-19 Stress Test?

Number of pages: 141 Posted: 31 May 2020
Dean Buckner and Kevin Dowd
Independent and Durham Business School
Downloads 207 (191,214)

Abstract:

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UK banks, stress tests

2.
Downloads 10 (346,547)
Citation 6

Longevity Hedge Effectiveness: A Decomposition

Number of pages: 43 Posted: 22 Jun 2020
Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Durham Business School and Pacific Global Advisors
Downloads 10 (765,202)
Citation 4

Abstract:

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Hedge effectiveness; Correlation; Value hedging; Valuation model; Longevity risk; Population basis risk; Recalibration risk

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
Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Durham Business School and Prudential Financial
Downloads 7 (791,632)
Citation 1

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Baby Boom; Cohort–Births–Deaths Exposures Methodology; Convexity Adjustment Ratio; Deaths; Graphical Diagnostics; Population Data

4.

Financial Stability Without Central Banks

Institute of Economic Affairs
Number of pages: 90 Posted: 04 Jun 2021
Institute of Economic Affairs (IEA), affiliation not provided to SSRN, Durham Business School and The Cato Institute
Downloads 56 (469,553)

Abstract:

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UK, Britain, England, Scotland, US, USA, Canada, central bank, central bank policy, Federal Reserve, Bank of England, central banking, monetary policy, financial regulation

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

Number of pages: 86 Posted: 12 Mar 2021
City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics, Durham Business School and Prudential Financial
Downloads 13 (739,296)

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Longevity Risk; 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 Sidec

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

Number of pages: 86 Posted: 16 Mar 2020
City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics, Durham Business School and Prudential Financial
Downloads 10 (765,202)

Abstract:

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Longevity Risk; 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

6.

How Strong Are British Banks? And Can They Pass the Covid-19 Stress Test?

Institute of Economic Affairs, Briefing 10: July 2020
Number of pages: 24 Posted: 02 Jun 2021
Kevin Dowd and Dean Buckner
Durham Business School and Independent
Downloads 42 (529,651)

Abstract:

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Bank of England, UK, banking, banks, financial crisis, recession, macroeconomics, financial markets

7.

Arbitrage Problems with Reflected Geometric Brownian motion

Number of pages: 35 Posted: 14 Jan 2022
Dean Buckner, Kevin Dowd and Hardy Hulley
Independent, Durham Business School and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 33 (581,281)

Abstract:

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Arbitrage, reflected geometric Brownian motion, option pricing

8.

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
Durham Business School, City, University of London, affiliation not provided to SSRN and Manchester Metropolitan University
Downloads 28 (605,184)
Citation 1

Abstract:

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Actuarial Science, Black ’76 model, CBD mortality models, Equity Release, No Negative Equity Guarantee, Prudential Regulation

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
City, University of London, Heriot-Watt University - Department of Actuarial Science & Statistics and Durham Business School
Downloads 6 (800,193)

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10.

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
Durham Business School, Heriot-Watt University - Department of Actuarial Science & Statistics and City, University of London
Downloads 18 (674,308)

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Age-Period-Cohort mortality model, age effect, projection, extreme old age, term annuity

11.

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
Pacific Global Advisors, City, University of London, National Chengchi University, Heriot-Watt University - Department of Actuarial Science & Statistics and Durham Business School
Downloads 15 (696,683)
Citation 1

Abstract:

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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 15 (722,052)

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13.

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
affiliation not provided to SSRN, City, University of London and Durham Business School
Downloads 11 (728,322)

Abstract:

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14.

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 11 (728,322)
Citation 1

Abstract:

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mortality rates, Cairns-Blake-Dowd mortality model, CBDX mortality model, Lee-Carter mortality model, projection, extreme old age

15.

A Trade Policy for a Brexited Britain

Institute of Economic Affairs Discussion Paper No. 85
Number of pages: 20 Posted: 04 Jun 2021
Kevin Dowd
Durham Business School
Downloads 8 (752,498)
Citation 1

Abstract:

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UK, Britain, EU, European Union, US, USA, Canada, Australia, trade, international trade, free trade, Commonwealth, economic integration

16.

VfM: Assessing Value for Money in Defined Contribution Default Funds

Pensions Institute, 2014
Number of pages: 76 Posted: 19 Jun 2020
affiliation not provided to SSRN, City, University of London and Durham Business School
Downloads 4 (784,550)

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