David Blake

<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>

Andrew J. G. Cairns, David Blake, Kevin Dowd · Journal of Risk & Insurance · 2006 · 923 citations · Full text

Engineering, Aging, Stochastic Mortality +26

A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

Andrew J. G. Cairns, David Blake, Kevin Dowd et al. · North American Actuarial Journal · 2009 · 685 citations

Engineering, Mortality Rates, Computational Epidemiology +16

Survivor Bonds: Helping to Hedge Mortality Risk

David Blake, William Burrows · Journal of Risk & Insurance · 2001 · 366 citations

Government Debt, Monetary Policy, Hedge Fund +16

Asset Allocation Dynamics and Pension Fund Performance

David Blake, Bruce N. Lehmann, Allan Timmermann · The Journal of Business · 1999 · 363 citations

Asset Pricing, Asset Holdings, Fund Management +13

Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

Andrew J. G. Cairns, David Blake, Kevin Dowd · Astin Bulletin · 2006 · 328 citations · Full text

Financial Risk Management, Mortality Risk, Arbitrage-free Pricing Frameworks +17