Pensionmetrics 2: stochastic pension plan design during the distribution phase

By David P. Blake, Andrew J. G. Cairns, Kevin Dowd. 2003

208 citations recorded by the source corpus.

Subfields: Accounting, Demography, General Health Professions

View Paper: https://www.semanticscholar.org/paper/7ab6b6fbff04540a4c0e0471de14d69f7171277f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Kevin Dowd
2. Andrew J. G. Cairns
3. David P. Blake
4. Jian-wei Gao
5. M. Milevsky
6. Virginia R. Young
7. Elena Vigna
8. Peter A. Forsyth

In Demography

1. Andrew J. G. Cairns
2. Kevin Dowd
3. David P. Blake
4. Elena Vigna
5. Jian-wei Gao
6. M. Milevsky
7. Virginia R. Young
8. Johnny Siu-Hang Li

In General Health Professions

1. Andrew J. G. Cairns
2. Kevin Dowd
3. David P. Blake
4. Jian-wei Gao
5. M. Milevsky
6. Virginia R. Young
7. Elena Vigna
8. Johnny Siu-Hang Li

Citations in the corpus

• Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006, background): “(2001) and Blake et al. (2003) both describe mechanisms which pay bonuses or survivor credits to annuitants which can take account of experienced mortality rates within the pool of annuitants.”
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (2009, background): “E-mail address: gaojianwei111@sina.com. risk in the distribution phase of defined contribution pension schemes has been dealt with in many papers, see, e.g., Albrecht and Maurer (2002), Blake et al. (2003) and Gerrard et al. (2004).”
• Annuitization and asset allocation (2007, background): “Blake, Cairns, and Dowd (2000) , Neuberger (2003), Webb and Dushi (2003), Sinclair (2003), Stabile”