Kevin Dowd

Durham Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

  • Durham Business School

SCHOLARLY PAPERS

18

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2,232

TOTAL CITATIONS
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Top 23,573

in Total Papers Citations

22

Scholarly Papers (18)

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1.

Financial Stability Without Central Banks

Institute of Economic Affairs
Number of pages: 90 Posted: 04 Jun 2021
Institute of Economic Affairs Submitter, Mathieu Bédard, Kevin Dowd and George Selgin
Institute of Economic Affairs (IEA), affiliation not provided to SSRN, Durham Business School and The Cato Institute
Downloads 682 (81,972)
Citation 1

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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

2.

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 298 (217,404)

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UK banks, stress tests

3.

Longevity Hedge Effectiveness: A Decomposition

Downloads 77 (302,714)
Citation 5

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 77 (676,088)
Citation 5

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

4.

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

Downloads 106 (373,626)
Citation 5

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

Number of pages: 86 Posted: 12 Mar 2021
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 Prismic Life
Downloads 55 (810,887)
Citation 5

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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
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 Prismic Life
Downloads 51 (841,523)

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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

5.

Good Practice Principles in Modelling Defined Contribution Pension Plans

Downloads 166 (381,446)
Citation 1

Good Practice Principles in Modelling Defined Contribution Pension Plans

J. Risk Financial Manag. 2022, 15, 108. https://doi.org/10.3390/jrfm15030108
Number of pages: 21 Posted: 18 Apr 2022
Kevin Dowd and David P. Blake
Durham Business School and City, University of London
Downloads 108 (541,163)
Citation 1

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defined contribution pension plans; PensionMetrics methodology; OECD Roadmap for the Good Design of Defined Contribution Pension Plans; EIOPA Good Practices on Information Provision for DC Schemes: Enabling Occupational DC Scheme Members to Plan for Retirement

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 58 (789,208)

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6.

Phantoms Never Die: Living with Unreliable Population Data

Downloads 42 (424,764)
Citation 1

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 Prismic Life
Downloads 42 (919,764)
Citation 1

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

7.

Arbitrage Problems with Reflected Geometric Brownian motion

Number of pages: 22 Posted: 14 Jan 2022 Last Revised: 06 Sep 2022
Dean Buckner, Kevin Dowd and Hardy Hulley
Independent, Durham Business School and University of Technology, Sydney (UTS) - Finance Discipline Group
Downloads 145 (427,122)
Citation 2

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Arbitrage, reflected geometric Brownian motion, option pricing

8.

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 110 (529,938)
Citation 1

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

9.

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 98 (575,788)
Citation 2

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

10.

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, The University of Texas, Heriot-Watt University - Department of Actuarial Science & Statistics and Durham Business School
Downloads 89 (611,891)
Citation 1

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11.

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

Downloads 38 (642,840)

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 38 (958,841)

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12.

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 72 (691,704)

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

13.

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 71 (697,002)
Citation 1

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

14.

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 59 (767,488)

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15.

Projecting Mortality Rates to Extreme Old Age with the CBDX Model

Forecasting 2022, 4, 208–2018. https://doi.org/10.3390/forecast4010012
Number of pages: 11 Posted: 03 Feb 2022 Last Revised: 14 Feb 2022
Kevin Dowd and David P. Blake
Durham Business School and City, University of London
Downloads 55 (794,547)

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mortality rates; Cairns–Blake–Dowd mortality model; CBDX mortality model; projection; extreme old age; life annuities

16.

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 51 (823,618)
Citation 2

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

17.

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 37 (944,789)

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18.

A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: with An Application to the UK Universities Superannuation Scheme

European Actuarial Journal, 2022; https://doi.org/10.1007/s13385-022-00309-1
Number of pages: 35 Posted: 24 May 2022
Andrew J. G. Cairns, David P. Blake, Kevin Dowd, Guy D Coughlan, Owen Jones and Jeffrey Rowney
Heriot-Watt University - Department of Actuarial Science & Statistics, City, University of London, Durham Business School, Universities Superannuation Scheme, Universities Superannuation Scheme and Universities Superannuation Scheme
Downloads 36 (954,600)

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Longevity risk, Pensioners’ mortality, Index of multiple deprivation, Age standardised mortality rate, Occupation, Graphical diagnostics