David P. Blake

Demography · 2001–2013

A researcher in the Science corpus: 13 papers; trusts 22 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

• Demography — 96 citations into it; #98 of 4,236 by trust here, #153 by citations
• Economics and Econometrics — 70 citations into it; #17,728 of 23,481 by trust here, #13,596 by citations
• Finance — 59 citations into it
• General Health Professions — 44 citations into it; #129 of 4,781 by trust here, #215 by citations
• Management Science and Operations Research — 34 citations into it
• Accounting — 12 citations into it; #1,214 of 8,970 by trust here, #2,102 by citations
• Statistics and Probability — 7 citations into it
• Health — 6 citations into it; #115 of 2,035 by trust here, #306 by citations

Whom David P. Blake trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew J. G. Cairns
2. Shaun S. Wang
3. M. Dahl
4. Kevin Dowd
5. M. Milevsky
6. Yijia Lin
7. Samuel H. Cox
8. Iain D. Currie
9. Enrico Biffis
10. S. Kusuoka

Who trusts David P. Blake overall

1. Andrew J. G. Cairns
2. Kevin Dowd
3. Elisa Luciano
4. Elena Vigna
5. Hua Chen
6. Andrew Ngai
7. Johnny Siu-Hang Li
8. Daniel Bauer
9. Samuel H. Cox
10. Jennifer L. Wang

Papers from David P. Blake's perspective

Ordered by how strongly the researchers David P. Blake trusts endorse each paper. Same corpus, a different order for every researcher.

1. Premium Calculation by Transforming the Layer Premium Density
2. A Poisson log-bilinear regression approach to the construction of projected lifetables
3. Modelling Extremal Events for Insurance and Finance
4. Mortality derivatives and the option to annuitise
5. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
6. Valuation and hedging of life insurance liabilities with systematic mortality risk
7. SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
8. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
9. The fair value of guaranteed annuity options
10. Arbitrage Theory in Continuous Time

Their papers

• Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006) — 297 citations
• After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures (2006) — 222 citations
• The New Life Market (2013) — 114 citations
• A Gravity Model of Mortality Rates for Two Related Populations (2011) — 166 citations
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009) — 714 citations
• Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans (2006) — 363 citations
• Mortality-dependent financial risk measures (2006) — 50 citations
• A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration (2006) — 989 citations
• Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006) — 180 citations
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (2006) — 392 citations
• Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003) — 208 citations
• SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK (2001) — 348 citations
• Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (2001) — 183 citations