Edit Profile (opens in new tab) Dowd, Kevin Co-Author Distance Author ID: dowd.kevin Published as: Dowd, Kevin Documents Indexed: 22 Publications since 1998, including 1 Book Co-Authors: 12 Co-Authors with 20 Joint Publications 56 Co-Co-Authors all top 5 Co-Authors 1 single-authored 18 Blake, David 16 Cairns, Andrew J. G. 5 Coughlan, Guy D. 3 Buckner, Dean 2 Epstein, David 2 Khalaf-Allah, Marwa 1 Balevich, Igor 1 Fry, John L. 1 Kallestrup-Lamb, Malene 1 Ong, Alen 1 Rosenskjold, Carsten 1 Rowney, Jeffrey all top 5 Serials 5 Insurance Mathematics & Economics 5 North American Actuarial Journal 2 Economics Letters 2 ASTIN Bulletin 1 The Mathematical Scientist 1 Journal of Economic Dynamics & Control 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 European Actuarial Journal Fields 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Statistics (62-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 19 Publications have been cited 715 times in 496 Documents Cited by ▼ Year ▼ Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 118 2006 A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. Zbl 1484.91376Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor 105 2009 Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 85 2006 A gravity model of mortality rates for two related populations. Zbl 1228.91032Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Khalaf-Allah, Marwa 80 2011 Modeling and management of mortality risk: a review. Zbl 1224.91048Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 71 2008 Evaluating the goodness of fit of stochastic mortality models. Zbl 1231.91179Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa 49 2010 Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Zbl 1043.62086Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 40 2003 Beyond value at risk. The new science of risk management. Zbl 0924.90013Dowd, Kevin 39 1998 Longevity hedge effectiveness: a decomposition. Zbl 1294.91072Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. 36 2014 Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase. Zbl 0989.62057Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 27 2001 Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. Zbl 1141.91485Blake, David; Dowd, Kevin; Cairns, Andrew J. G. 16 2008 A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks. Zbl 1228.91031Dowd, Kevin; Blake, David; Cairns, Andrew J. G. 12 2011 Mortality-dependent financial risk measures. Zbl 1168.91411Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 12 2006 Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin 9 2019 Optimal dynamic asset allocation for defined contribution pension plans. Zbl 1141.91492Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 5 2008 After VAR: the theory, estimation, and insurance applications of quantile-based risk measures. Zbl 1375.91245Dowd, Kevin; Blake, David 5 2008 The valuation of no-negative equity guarantees and equity release mortgages. Zbl 1422.91340Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John 4 2019 Hedging annuity risks with the age-period-cohort two-population gravity model. Zbl 1461.91243Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 1 2021 How profitable are equity release mortgages? Zbl 1457.91396Buckner, Dean; Dowd, Kevin 1 2020 Hedging annuity risks with the age-period-cohort two-population gravity model. Zbl 1461.91243Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 1 2021 How profitable are equity release mortgages? Zbl 1457.91396Buckner, Dean; Dowd, Kevin 1 2020 Modelling socio-economic differences in mortality using a new affluence index. Zbl 1427.91201Cairns, Andrew J. G.; Kallestrup-Lamb, Malene; Rosenskjold, Carsten; Blake, David; Dowd, Kevin 9 2019 The valuation of no-negative equity guarantees and equity release mortgages. Zbl 1422.91340Dowd, Kevin; Buckner, Dean; Blake, David; Fry, John 4 2019 Longevity hedge effectiveness: a decomposition. Zbl 1294.91072Cairns, Andrew J. G.; Dowd, Kevin; Blake, David; Coughlan, Guy D. 36 2014 A gravity model of mortality rates for two related populations. Zbl 1228.91032Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Khalaf-Allah, Marwa 80 2011 A computationally efficient algorithm for estimating the distribution of future annuity values under interest-rate and longevity risks. Zbl 1228.91031Dowd, Kevin; Blake, David; Cairns, Andrew J. G. 12 2011 Evaluating the goodness of fit of stochastic mortality models. Zbl 1231.91179Dowd, Kevin; Cairns, Andrew J. G.; Blake, David; Coughlan, Guy D.; Epstein, David; Khalaf-Allah, Marwa 49 2010 A quantitative comparison of stochastic mortality models using data from England and Wales and the United States. Zbl 1484.91376Cairns, Andrew J. G.; Blake, David; Dowd, Kevin; Coughlan, Guy D.; Epstein, David; Ong, Alen; Balevich, Igor 105 2009 Modeling and management of mortality risk: a review. Zbl 1224.91048Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 71 2008 Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts. Zbl 1141.91485Blake, David; Dowd, Kevin; Cairns, Andrew J. G. 16 2008 Optimal dynamic asset allocation for defined contribution pension plans. Zbl 1141.91492Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 5 2008 After VAR: the theory, estimation, and insurance applications of quantile-based risk measures. Zbl 1375.91245Dowd, Kevin; Blake, David 5 2008 Pricing death frameworks for the valuation and securitization of mortality risk. Zbl 1162.91403Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 118 2006 Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans. Zbl 1200.91297Cairns, Andrew J. G.; Blake, David; Dowd, Kevin 85 2006 Mortality-dependent financial risk measures. Zbl 1168.91411Dowd, Kevin; Cairns, Andrew J. G.; Blake, David 12 2006 Pensionmetrics 2: Stochastic pension plan design during the distribution phase. Zbl 1043.62086Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 40 2003 Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase. Zbl 0989.62057Blake, David; Cairns, Andrew J. G.; Dowd, Kevin 27 2001 Beyond value at risk. The new science of risk management. Zbl 0924.90013Dowd, Kevin 39 1998 all cited Publications top 5 cited Publications all top 5 Cited by 689 Authors 30 Blake, David 25 Cairns, Andrew J. G. 22 Li, Johnny Siu-Hang 18 Haberman, Steven 16 Dowd, Kevin 11 Li, Jackie 11 Liang, Zongxia 11 Sherris, Michael 11 Vigna, Elena 9 Hunt, Andrew 9 Tsai, Cary Chi-Liang 8 Lin, Yijia 8 Liu, Yanxin 8 Mamon, Rogemar S. 7 Li, Hong 7 MacMinn, Richard D. 6 Cox, Samuel H. jun. 6 Dong, Yinghui 6 Liu, Xiaoming 6 Milevsky, Moshe Arye 6 Wang, Chou-Wen 6 Yao, Haixiang 6 Young, Virginia R. 6 Zhou, Kenneth Q. 5 Biagini, Francesca 5 Chen, An 5 Forsyth, Peter A. 5 Gerrard, Russell 5 He, Lin 5 Huang, Hong-Chih 5 Kleinow, Torsten 5 Li, Han 5 Li, Zhongfei 5 Lin, Tzuling 5 Menoncin, Francesco 5 Millossovich, Pietro 5 Sun, Jingyun 5 Tan, Ken Seng 5 Villegas, Andrés M. 5 Zhou, Rui 4 Antonio, Katrien 4 Balasooriya, Uditha 4 Börger, Matthias 4 Bravo, Jorge Miguel 4 Christiansen, Marcus Christian 4 Coughlan, Guy D. 4 De Waegenaere, Anja 4 Denuit, Michel M. 4 El Karoui, Nicole 4 Gao, Huan 4 Guan, Guohui 4 Hardy, Mary Rosalyn 4 Jarner, Søren Fiig 4 Josa-Fombellida, Ricardo 4 Korn, Ralf 4 Levantesi, Susanna 4 Loisel, Stéphane 4 Luciano, Elisa 4 MacDonald, Bonnie-Jeanne 4 Nielsen, Jens Perch 4 O’Hare, Colin 4 Rong, Ximin 4 Sadefo Kamdem, Jules 4 Salhi, Yahia 4 Shi, Yanlin 4 Tzeng, Larry Yu-Ren 4 Wang, Jennifer L. 4 Wu, Huiling 4 Ziveyi, Jonathan 3 Bauer, Daniel J. 3 Biffis, Enrico 3 Buckner, Dean 3 Chen, Hua 3 Chen, Ping 3 Delong, Łukasz 3 Devolder, Pierre 3 Di Giacinto, Marina 3 Federico, Salvatore 3 Giacometti, Rosella 3 Hainaut, Donatien 3 Hatzopoulos, Peter 3 Jevtić, Petar 3 Kogure, Atsuyuki 3 Lu, Yang 3 Ludkovski, Michael 3 Maurer, Raimond H. 3 Møller, Thomas H. 3 Olivieri, Annamaria 3 Rincón-Zapatero, Juan Pablo 3 Ruß, Jochen 3 Sibillo, Marilena 3 Steffensen, Mogens 3 Tian, Ruilin 3 Tsai, Jeffrey Tzuhao 3 Vellekoop, Michel H. 3 Wang, Hsin-Chung 3 Wang, Jian 3 Wong, Hoi Ying 3 Wüthrich, Mario Valentin 3 Yang, Sharon S. ...and 589 more Authors all top 5 Cited in 70 Serials 186 Insurance Mathematics & Economics 66 North American Actuarial Journal 40 Scandinavian Actuarial Journal 37 ASTIN Bulletin 21 European Actuarial Journal 14 Journal of Economic Dynamics & Control 14 European Journal of Operational Research 8 Communications in Statistics. Theory and Methods 6 Finance and Stochastics 6 Quantitative Finance 6 Decisions in Economics and Finance 6 Journal of Industrial and Management Optimization 5 Journal of Computational and Applied Mathematics 4 International Journal of Theoretical and Applied Finance 3 Annals of Operations Research 3 Computational Statistics and Data Analysis 3 Discrete Dynamics in Nature and Society 3 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 2 Lithuanian Mathematical Journal 2 Journal of Econometrics 2 Stochastic Analysis and Applications 2 Optimization 2 Economics Letters 2 Mathematical Programming. Series A. Series B 2 Soft Computing 2 Mathematical Methods of Operations Research 2 Probability in the Engineering and Informational Sciences 2 Asia-Pacific Financial Markets 2 SIAM Journal on Financial Mathematics 1 Advances in Applied Probability 1 International Journal of Control 1 Applied Mathematics and Computation 1 Biometrical Journal 1 Journal of Applied Probability 1 Journal of Optimization Theory and Applications 1 Operations Research 1 Statistics 1 Computers & Operations Research 1 Asia-Pacific Journal of Operational Research 1 Mathematical and Computer Modelling 1 Science in China. Series A 1 Japan Journal of Industrial and Applied Mathematics 1 Communications in Statistics. Simulation and Computation 1 Computational Economics 1 Applied Mathematics. Series B (English Edition) 1 Computational and Applied Mathematics 1 INFORMS Journal on Computing 1 Mathematical Problems in Engineering 1 Mathematical Finance 1 The Econometrics Journal 1 Journal of Applied Statistics 1 CEJOR. Central European Journal of Operations Research 1 Applied Stochastic Models in Business and Industry 1 Nonlinear Analysis. Real World Applications 1 Matematicheskoe Modelirovanie 1 OR Spectrum 1 Stochastics and Dynamics 1 Stochastics 1 Statistical Methodology 1 Mathematics and Financial Economics 1 AStA. Advances in Statistical Analysis 1 East Asian Mathematical Journal 1 Dynamic Games and Applications 1 Annals of Finance 1 Dependence Modeling 1 The Scientific World Journal. Probability and Statistics 1 Journal of the Japan Statistical Society. Japanese Issue 1 Cogent Mathematics 1 Mathematical Statistics and Learning 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 16 Fields 477 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 177 Statistics (62-XX) 61 Probability theory and stochastic processes (60-XX) 55 Systems theory; control (93-XX) 32 Operations research, mathematical programming (90-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 14 Numerical analysis (65-XX) 6 Computer science (68-XX) 5 General and overarching topics; collections (00-XX) 4 Partial differential equations (35-XX) 4 Biology and other natural sciences (92-XX) 2 Integral transforms, operational calculus (44-XX) 1 Mathematical logic and foundations (03-XX) 1 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year