Access Statistics for David Blake

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A gravity model of mortality rates for two related populations 0 0 0 27 0 3 8 101
Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners 0 0 3 41 0 6 14 141
Barriers to pension scheme participation in small and medium sized enterprises 0 0 0 2 0 0 2 32
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 1 51 4 9 13 184
Decentralized investment management: evidence from the pension fund industry 0 0 0 16 1 3 11 108
Did the Housing Boom Increase Household Spending 0 0 0 31 1 2 4 138
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 1 23 1 1 11 71
Financial Risks and the Pension Protection Fund: Can it Survive Them? 0 0 0 54 2 3 8 196
Financial Risks and the Pension Protection Fund:Can It Survive Them? 0 0 0 26 0 2 7 96
Financial system requirements for successful pension reform 0 0 1 2 1 1 3 29
International Asset Allocation with Time-Varying Investment Opportunities 0 0 1 186 0 1 9 469
International asset allocation with time-varying investment opportunities 0 0 0 2 0 1 4 31
Is immigration the answer to the UK’s pension crisis? 0 0 2 6 0 2 8 36
Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers 0 0 0 17 1 1 10 62
Liability valuation and optimal asset allocation 0 0 1 9 0 0 2 39
Long-term value at risk 0 1 1 8 0 1 4 45
Longevity hedge effectiveness: a decomposition 0 0 1 26 0 0 2 79
Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness 0 0 3 73 0 2 18 303
Longevity risk and capital markets: The 2009-2010 update 0 0 2 44 0 0 5 105
Longevity risk and capital markets: The 2015–16 update 0 0 0 0 2 4 13 25
Longevity risks and capital markets: The 2010-2011 update 0 0 0 27 1 2 4 122
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index 0 2 2 60 1 5 14 83
Modelling the composition of personal sector wealth in the United Kingdom 0 0 0 1 0 2 3 26
NDC v FDC: Pros, cons and replication 0 0 2 24 1 9 58 378
Network centrality and pension fund performance 0 0 0 35 0 1 7 77
Pensionmetrics 2: stochastic pension plan design during the distribution phase 0 0 2 10 1 1 9 66
Performance Measurement using Multiple Asset Class Portfolio Data 0 0 4 293 5 6 17 1,212
Performance clustering and incentives in the UK pension fund industry 0 0 3 7 0 1 8 35
Returns from active management in international equity markets; evidence from a panel of UK pension funds 0 0 0 1 2 2 5 24
Sharing longevity risk: Why governments should issue longevity bonds 0 1 2 43 0 1 6 171
Spend more today: Using behavioural economics to improve retirement expenditure decisions 0 0 3 26 0 1 10 119
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans 0 0 1 9 4 4 11 56
Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan 0 0 0 1 0 0 5 33
Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion 0 0 2 49 1 3 17 172
The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis 0 0 0 14 3 4 18 109
The United Kingdom Pension System: Key Issues 0 1 1 31 1 8 17 135
The United Kingdom pension system: key issues 0 1 1 11 0 3 7 61
The cost of counterparty risk and collateralization in longevity swaps 0 0 0 27 0 2 7 118
The impact of wealth on consumption and retirement behaviour in the UK 0 0 0 9 0 1 10 52
Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers 0 0 3 20 1 1 11 127
UK pension fund management after Myners: the hunt for correlation begins 0 0 0 4 1 2 5 38
What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? 0 0 0 48 0 1 8 189
What is a promise from the government worth?: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom 0 0 0 1 0 0 6 23
Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes 0 0 0 65 2 2 29 307
Total Working Papers 0 6 43 1,460 37 104 448 6,023


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks 0 0 0 0 0 0 1 2
A General Procedure for Constructing Mortality Models 0 0 0 0 0 1 4 4
A Gravity Model of Mortality Rates for Two Related Populations 0 0 0 0 0 0 6 8
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States 0 0 7 12 3 4 22 41
A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration 0 0 10 154 1 5 25 399
After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures 0 0 5 53 0 3 20 180
Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners 0 0 2 89 0 1 12 271
Annual estimates of personal wealth holdings in the United Kingdom since 1948 0 0 1 27 15 15 18 117
Annuity Markets: Problems and Solutions 0 0 2 169 1 2 7 1,041
Asset Allocation Dynamics and Pension Fund Performance 1 2 10 718 5 13 39 2,617
Backtesting Stochastic Mortality Models 0 0 0 1 0 0 2 8
Bayesian Stochastic Mortality Modelling for Two Populations 0 1 2 2 0 3 6 29
CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family 0 0 0 0 0 0 1 1
Complete systems methods of estimating models with rational and adaptive expectations: A case study 0 0 0 7 0 0 1 28
Debt-equity swaps as bond conversions: implications for pricing 0 0 2 46 0 0 5 140
Decentralized Investment Management: Evidence from the Pension Fund Industry 0 0 0 19 0 1 10 100
Defined contribution pensions: dealing with the reluctant investor 0 0 0 11 0 1 2 63
Does It Matter What Type of Pension Scheme You Have? 0 0 1 107 5 8 13 259
Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom 1 4 6 244 1 6 28 810
Evaluating the goodness of fit of stochastic mortality models 0 0 3 20 0 0 4 95
Facing up to uncertain life expectancy: The longevity fan charts 0 0 0 8 0 0 2 39
Financial Intermediation and Financial Innovation in a Characteristics Framework 0 0 0 0 0 0 3 440
Identifiability in age/period mortality models 0 0 0 0 0 0 1 1
Identifiability in age/period/cohort mortality models 0 0 0 0 0 0 2 2
Identifiability, cointegration and the gravity model 0 0 2 10 0 0 6 35
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods 0 0 1 10 2 2 13 85
Informed Intermediation of Longevity Exposures 0 0 0 2 0 0 3 24
International Asset Allocation with Time-Varying Investment Opportunities 0 1 2 94 0 2 14 353
Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers 0 0 1 1 0 0 1 3
Le nouveau marché du risque de longévité 0 0 0 3 0 3 5 22
Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities 0 0 0 1 0 1 6 25
Longevity Bonds: Financial Engineering, Valuation, and Hedging 1 1 3 89 1 1 8 200
Longevity Hedging 101 0 0 0 1 0 0 2 5
Longevity Risk and Capital Markets 0 0 0 0 0 0 3 8
Longevity Risk and Capital Markets 1 1 1 12 3 3 8 52
Longevity Risk and Capital Markets: The 2007-2008 Update 0 0 0 7 1 1 4 51
Longevity Risk and Capital Markets: The 2010–2011 Update 0 0 0 19 0 0 2 103
Longevity Risk and Capital Markets: The 2011–2012 Update 0 0 0 15 0 0 4 55
Longevity Risk and Capital Markets: The 2012–2013 Update 0 0 0 1 0 0 1 4
Longevity hedge effectiveness: a decomposition 0 0 0 2 0 1 4 33
Longevity risk and capital markets: The 2008-2009 update 0 1 2 29 0 2 5 69
Longevity risk and capital markets: The 2015–16 update 0 0 1 2 0 9 21 39
Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts 0 0 0 31 0 1 4 160
Longevity: a new asset class 0 1 1 2 0 2 6 18
MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES 0 0 0 0 1 1 3 12
MODELLING MORTALITY FOR PENSION SCHEMES 0 0 0 3 0 0 1 12
MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX 0 0 1 6 0 0 3 10
Measuring Value Added in the Pensions Industry 0 0 0 44 0 0 2 101
Modelling longevity bonds: Analysing the Swiss Re Kortis bond 0 0 0 14 1 8 14 108
Modelling the Ultimate Absurdity: A Comment on "A Quantitative Study of the Strategic Arms Race in the Missile Age." 0 0 0 8 0 1 2 62
Modelling the composition of personal sector wealth in the UK 0 0 2 56 1 2 7 190
Monetarism and the US economy: A re-evaluation of Stein's model 1960-1973 0 0 0 16 0 0 2 94
Mortality density forecasts: An analysis of six stochastic mortality models 0 3 9 74 2 7 26 223
Mortality-dependent financial risk measures 0 1 1 78 0 1 4 173
Mutual Fund Performance: Evidence from the UK 0 1 6 21 3 6 16 61
Network centrality and delegated investment performance 1 2 5 18 2 8 20 87
New Evidence on Mutual Fund Performance: AÂ Comparison of Alternative Bootstrap Methods 0 0 1 5 0 1 6 28
On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility 0 0 3 142 0 3 22 412
Options on normal underlyings with an application to the pricing of survivor swaptions 0 0 0 2 0 0 4 18
PYRRHIC VICTORY? THE UNINTENDED CONSEQUENCE OF THE PENSIONS ACT 2004 0 0 0 14 0 0 1 113
Pension Plan Decisions 0 0 0 2 0 0 2 11
Pension schemes as options on pension fund assets: implications for pension fund management 0 0 1 142 0 1 3 306
Pensionmetrics 2: stochastic pension plan design during the distribution phase 0 2 6 180 0 3 11 557
Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase 0 0 1 184 0 0 4 424
Phantoms never die: living with unreliable population data 0 0 0 1 0 0 0 15
Portfolio Behaviour and Asset Pricing in a Characteristics Framework 0 0 0 0 0 0 4 96
Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences 0 0 0 58 0 0 2 140
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* 0 0 0 8 0 2 5 39
Reply to “Survivor Bonds: A Comment on Blake and Burrows” 0 0 0 13 0 1 4 75
Securitizing and tranching longevity exposures 0 0 1 13 3 4 7 89
Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds 0 0 3 3 2 5 10 14
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 0 1 1 7 21
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 1 1 1 1 4 14
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 1 1 1 8 23
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 0 1 1 3 12
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 0 1 2 6 14
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 0 1 1 6 13
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 1 1 2 4 12
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 1 1 1 3 9 18
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 5 1 3 6 26
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 1 1 1 1 7 27
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 0 1 2 4 14
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 1 2 2 6 15
Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference 0 0 0 1 2 2 12 23
Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions With SPEEDOMETER Plans 0 0 0 2 0 1 16 35
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans 0 0 1 148 1 3 12 388
Survivor Derivatives: A Consistent Pricing Framework 0 0 0 7 0 0 0 46
Survivor Swaps 0 1 5 134 0 3 12 402
Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion 0 0 2 45 0 3 11 218
Testing models generating time varying asset return expectations and risks: The case of UK private sector pension funds 0 0 0 4 0 0 1 24
The Birth of the Life Market 0 0 1 15 2 3 6 86
The Cost of Counterparty Risk and Collateralization in Longevity Swaps 0 0 0 2 1 2 6 15
The Demand for Cider in the United Kingdom 0 0 0 0 2 3 8 151
The Impact of Occupation and Gender on Pensions from Defined Contribution Plans 0 0 0 51 0 0 1 161
The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts 0 1 1 2 0 3 11 37
The New Life Market 0 0 0 17 1 3 8 56
The Performance of UK Exchange Rate Forecasters 0 0 0 53 0 2 6 289
The demand for alcohol in the United Kingdom 0 0 4 258 2 5 16 688
The fisher hypothesis: Evidence from three high inflation economies 0 1 4 88 0 2 9 178
The hazards of mutual fund underperformance: A Cox regression analysis 0 0 1 124 1 3 17 414
The impact of wealth on consumption and retirement behaviour in the UK 0 0 0 72 0 1 6 306
The market for lemmings: The herding behavior of pension funds 0 1 10 27 4 8 27 92
The stochastic analysis of competitive unemployment insurance premiums 0 0 0 13 0 1 2 61
The valuation of no-negative equity guarantees and equity release mortgages 0 0 4 4 3 3 13 13
What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom 0 0 0 32 0 0 1 121
“Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004 0 0 0 1 0 1 3 6
Total Journal Articles 5 25 141 4,234 85 217 813 15,528


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pension Schemes and Pension Funds in the United Kingdom 0 0 0 0 6 14 55 364
Total Books 0 0 0 0 6 14 55 364


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contracting Out of the State Pension System: The British Experience of Carrots and Sticks 0 0 0 11 0 1 12 70
It is all Back to Front: Critical Issues in the Design of Defined Contribution Pension Plans 0 0 3 7 0 1 7 22
The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions 0 0 0 19 0 1 2 49
Total Chapters 0 0 3 37 0 3 21 141


Statistics updated 2021-01-03