| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Approach to Modeling and Projecting Cohort Effects |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
6 |
| A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
8 |
| A General Procedure for Constructing Mortality Models |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
18 |
| A Gravity Model of Mortality Rates for Two Related Populations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
| A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States |
0 |
0 |
2 |
49 |
1 |
2 |
7 |
120 |
| A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration |
0 |
2 |
12 |
202 |
8 |
12 |
38 |
546 |
| After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures |
0 |
0 |
1 |
78 |
1 |
1 |
4 |
241 |
| Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners |
0 |
1 |
2 |
111 |
1 |
2 |
11 |
341 |
| Annual estimates of personal wealth holdings in the United Kingdom since 1948 |
0 |
1 |
1 |
37 |
3 |
4 |
5 |
160 |
| Annuity Markets: Problems and Solutions |
0 |
0 |
3 |
177 |
2 |
4 |
9 |
1,093 |
| Asset Allocation Dynamics and Pension Fund Performance |
2 |
4 |
8 |
740 |
3 |
7 |
23 |
2,699 |
| Backtesting Stochastic Mortality Models |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
17 |
| Bayesian Stochastic Mortality Modelling for Two Populations |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
41 |
| CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |
| Complete systems methods of estimating models with rational and adaptive expectations: A case study |
0 |
0 |
1 |
8 |
1 |
1 |
2 |
33 |
| Correction: Longevity risk and capital markets: the 2022–2023 update |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
| Debt-equity swaps as bond conversions: implications for pricing |
0 |
0 |
1 |
48 |
0 |
0 |
1 |
145 |
| Decentralized Investment Management: Evidence from the Pension Fund Industry |
0 |
0 |
0 |
21 |
2 |
2 |
3 |
121 |
| Default Funds in U.K. Defined-Contribution Plans (corrected) |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
| Defined contribution pensions: dealing with the reluctant investor |
0 |
0 |
0 |
12 |
2 |
2 |
3 |
69 |
| Designing a Defined-Contribution Plan: What to Learn from Aircraft Designers |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
| Does It Matter What Type of Pension Scheme You Have? |
0 |
0 |
0 |
107 |
4 |
4 |
5 |
277 |
| Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom |
0 |
0 |
0 |
257 |
1 |
2 |
5 |
846 |
| Evaluating the goodness of fit of stochastic mortality models |
0 |
0 |
0 |
22 |
3 |
3 |
4 |
108 |
| Facing up to uncertain life expectancy: The longevity fan charts |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
49 |
| Financial Intermediation and Financial Innovation in a Characteristics Framework |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
446 |
| Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
6 |
| Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Fund Flows, Manager Changes, and Performance Persistence* |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
9 |
| Good Practice Principles in Modelling Defined Contribution Pension Plans |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
10 |
| Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
12 |
| Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
18 |
| Identifiability in age/period mortality models |
0 |
0 |
1 |
4 |
1 |
1 |
2 |
14 |
| Identifiability in age/period/cohort mortality models |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
14 |
| Identifiability, cointegration and the gravity model |
0 |
0 |
0 |
10 |
1 |
3 |
3 |
42 |
| Improved inference in the evaluation of mutual fund performance using panel bootstrap methods |
0 |
0 |
1 |
18 |
0 |
0 |
4 |
111 |
| Informed Intermediation of Longevity Exposures |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
28 |
| International Asset Allocation with Time-Varying Investment Opportunities |
0 |
0 |
0 |
95 |
1 |
1 |
1 |
361 |
| Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers |
0 |
0 |
0 |
1 |
4 |
4 |
5 |
12 |
| Le nouveau marché du risque de longévité |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
28 |
| Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities |
2 |
3 |
3 |
8 |
2 |
4 |
4 |
43 |
| Longevity Bonds: Financial Engineering, Valuation, and Hedging |
0 |
0 |
1 |
98 |
1 |
2 |
8 |
230 |
| Longevity Hedging 101 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
8 |
| Longevity Risk and Capital Markets |
0 |
0 |
0 |
15 |
1 |
1 |
5 |
62 |
| Longevity Risk and Capital Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Longevity Risk and Capital Markets: The 2007-2008 Update |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
56 |
| Longevity Risk and Capital Markets: The 2010–2011 Update |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
110 |
| Longevity Risk and Capital Markets: The 2011–2012 Update |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
58 |
| Longevity Risk and Capital Markets: The 2012–2013 Update |
0 |
1 |
1 |
2 |
0 |
1 |
2 |
7 |
| Longevity Risk and Capital Markets: The 2014–15 Update |
0 |
0 |
2 |
4 |
0 |
1 |
6 |
31 |
| Longevity Risk and Capital Markets: The 2016–2017 Update |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Longevity Risk and Capital Markets: The 2017–2018 Update |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
7 |
| Longevity hedge effectiveness: a decomposition |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
41 |
| Longevity risk and capital markets: The 2008-2009 update |
0 |
0 |
0 |
30 |
2 |
2 |
3 |
75 |
| Longevity risk and capital markets: The 2015–16 update |
0 |
0 |
2 |
8 |
4 |
6 |
12 |
63 |
| Longevity risk and capital markets: The 2019-20 update |
0 |
0 |
0 |
17 |
8 |
10 |
18 |
77 |
| Longevity risk and capital markets: the 2021–22 update |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
10 |
| Longevity risk and capital markets: the 2021–22 update |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
6 |
| Longevity risk and capital markets: the 2022–2023 update |
0 |
0 |
1 |
3 |
1 |
2 |
5 |
10 |
| Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts |
0 |
1 |
2 |
36 |
1 |
3 |
5 |
180 |
| Longevity: a new asset class |
0 |
0 |
2 |
7 |
3 |
3 |
6 |
40 |
| Long‐Term Value at Risk |
0 |
0 |
1 |
1 |
0 |
2 |
9 |
11 |
| MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
22 |
| MODELLING MORTALITY FOR PENSION SCHEMES |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
21 |
| MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
34 |
| Measuring Value Added in the Pensions Industry |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
107 |
| Mental Time Travel and Retirement Savings |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
| Mental time travel and the valuation of financial investments |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
| Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies |
0 |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
| Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
27 |
| Modelling and management of mortality risk: a review |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| Modelling longevity bonds: Analysing the Swiss Re Kortis bond |
0 |
0 |
0 |
17 |
2 |
2 |
3 |
128 |
| Modelling the Ultimate Absurdity: A Comment on "A Quantitative Study of the Strategic Arms Race in the Missile Age." |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
68 |
| Modelling the composition of personal sector wealth in the UK |
0 |
1 |
1 |
57 |
0 |
2 |
5 |
199 |
| Monetarism and the US economy: A re-evaluation of Stein's model 1960-1973 |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
97 |
| Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure |
0 |
0 |
0 |
7 |
0 |
2 |
3 |
34 |
| Mortality Leads and Lags |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
17 |
| Mortality density forecasts: An analysis of six stochastic mortality models |
1 |
1 |
2 |
115 |
4 |
6 |
15 |
334 |
| Mortality-dependent financial risk measures |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
176 |
| Mutual Fund Performance: Evidence from the UK |
0 |
0 |
4 |
42 |
1 |
1 |
9 |
129 |
| Network centrality and delegated investment performance |
0 |
0 |
1 |
41 |
3 |
3 |
8 |
171 |
| New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
43 |
| Nudges and Networks: How to Use Behavioural Economics to Improve the Life Cycle Savings-Consumption Balance |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
13 |
| On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility |
0 |
0 |
0 |
142 |
2 |
3 |
9 |
447 |
| On the Failure (Success) of the Markets for Longevity Risk Transfer |
0 |
0 |
1 |
2 |
1 |
3 |
8 |
49 |
| On the Structure and Classification of Mortality Models |
1 |
1 |
3 |
7 |
1 |
1 |
9 |
34 |
| Options on normal underlyings with an application to the pricing of survivor swaptions |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
23 |
| PYRRHIC VICTORY? THE UNINTENDED CONSEQUENCE OF THE PENSIONS ACT 2004 |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
116 |
| Pension Plan Decisions |
0 |
0 |
1 |
3 |
1 |
1 |
4 |
16 |
| Pension Risk Management in the Enterprise Risk Management Framework |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
70 |
| Pension schemes as options on pension fund assets: implications for pension fund management |
0 |
0 |
1 |
144 |
2 |
2 |
5 |
322 |
| Pensionmetrics 2: stochastic pension plan design during the distribution phase |
0 |
0 |
0 |
184 |
0 |
2 |
4 |
579 |
| Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase |
0 |
0 |
1 |
187 |
1 |
1 |
4 |
443 |
| Performance clustering and incentives in the UK pension fund industry |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
13 |
| Phantoms never die: living with unreliable population data |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
18 |
| Portfolio Behaviour and Asset Pricing in a Characteristics Framework |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
100 |
| Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences |
0 |
0 |
1 |
60 |
0 |
0 |
3 |
146 |
| Pricing Buy‐Ins and Buy‐Outs |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
27 |
| Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* |
0 |
0 |
0 |
12 |
1 |
2 |
3 |
63 |
| Projecting Mortality Rates to Extreme Old Age with the CBDX Model |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
4 |
| Quantifying loss aversion: Evidence from a UK population survey |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
15 |
| Reply to “Survivor Bonds: A Comment on Blake and Burrows” |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
80 |
| Returns from active management in international equity markets: Evidence from a panel of UK pension funds |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| Robust Mean–Variance Hedging of Longevity Risk |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
22 |
| Securitizing and tranching longevity exposures |
0 |
0 |
1 |
18 |
1 |
1 |
4 |
103 |
| Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
21 |
| Smart defaults: Determining the number of default funds in a pension scheme |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
14 |
| Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference |
0 |
1 |
2 |
4 |
0 |
2 |
6 |
37 |
| Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference |
0 |
1 |
3 |
4 |
1 |
2 |
6 |
41 |
| Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference |
0 |
0 |
1 |
2 |
1 |
2 |
4 |
25 |
| Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions With SPEEDOMETER Plans |
0 |
0 |
0 |
4 |
2 |
3 |
5 |
58 |
| Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans |
0 |
1 |
2 |
158 |
2 |
5 |
8 |
422 |
| Survivor Derivatives: A Consistent Pricing Framework |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
54 |
| Survivor Swaps |
0 |
0 |
1 |
143 |
1 |
1 |
3 |
429 |
| Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion |
0 |
0 |
1 |
54 |
0 |
0 |
4 |
252 |
| Target2: The Silent Bailout System That Keeps the Euro Afloat |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
8 |
| Testing models generating time varying asset return expectations and risks: The case of UK private sector pension funds |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
26 |
| The Birth of the Life Market |
0 |
0 |
2 |
19 |
1 |
1 |
4 |
105 |
| The Cost of Counterparty Risk and Collateralization in Longevity Swaps |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
22 |
| The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
23 |
| The Demand for Cider in the United Kingdom |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
171 |
| The Estimation of Rational Expectations Models: A Survey |
0 |
1 |
2 |
2 |
0 |
1 |
5 |
5 |
| The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated |
0 |
0 |
0 |
4 |
1 |
4 |
9 |
21 |
| The Impact of Occupation and Gender on Pensions from Defined Contribution Plans |
0 |
0 |
0 |
55 |
1 |
1 |
2 |
168 |
| The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts |
0 |
0 |
0 |
3 |
2 |
2 |
3 |
51 |
| The New Life Market |
0 |
0 |
1 |
21 |
3 |
3 |
7 |
80 |
| The Performance of UK Exchange Rate Forecasters |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
297 |
| The demand for alcohol in the United Kingdom |
0 |
0 |
2 |
276 |
2 |
3 |
7 |
742 |
| The fisher hypothesis: Evidence from three high inflation economies |
0 |
0 |
0 |
93 |
0 |
1 |
1 |
201 |
| The hazards of mutual fund underperformance: A Cox regression analysis |
0 |
0 |
0 |
132 |
0 |
3 |
5 |
489 |
| The impact of wealth on consumption and retirement behaviour in the UK |
0 |
0 |
1 |
77 |
0 |
0 |
4 |
328 |
| The market for lemmings: The herding behavior of pension funds |
0 |
1 |
1 |
33 |
0 |
1 |
2 |
135 |
| The stochastic analysis of competitive unemployment insurance premiums |
0 |
0 |
0 |
14 |
1 |
1 |
4 |
71 |
| The valuation of no-negative equity guarantees and equity release mortgages |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
49 |
| UK pension fund management after Myners: The hunt for correlation begins |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom |
0 |
0 |
1 |
33 |
1 |
2 |
5 |
128 |
| “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 |
0 |
1 |
10 |
| Total Journal Articles |
6 |
21 |
91 |
4,808 |
133 |
211 |
556 |
18,064 |
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