Kevin Dowd

Finance · 2000–2013

A researcher in the Science corpus: 16 papers; trusts 52 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Finance — 115 citations into it; #9,619 of 10,518 by trust here, #8,309 by citations
• Demography — 110 citations into it; #160 of 4,236 by trust here, #186 by citations
• Economics and Econometrics — 103 citations into it; #15,098 of 23,481 by trust here, #12,444 by citations
• General Health Professions — 51 citations into it; #205 of 4,781 by trust here, #277 by citations
• Management Science and Operations Research — 49 citations into it; #11,000 of 11,946 by trust here, #8,906 by citations
• Accounting — 22 citations into it; #2,996 of 8,970 by trust here, #2,906 by citations
• Statistics and Probability — 14 citations into it
• Health — 6 citations into it; #116 of 2,035 by trust here, #306 by citations

Whom Kevin Dowd trusts overall

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

1. Andrew J. G. Cairns
2. David P. Blake
3. Robert F. Engle
4. Tim Bollerslev
5. Shaun S. Wang
6. F. Longin
7. M. Dahl
8. S. Kusuoka
9. Yijia Lin
10. Samuel H. Cox

Who trusts Kevin Dowd overall

1. Andrew J. G. Cairns
2. David P. Blake
3. M. Nieto
4. Carol Alexander
5. Andrew Ngai
6. Johnny Siu-Hang Li
7. Ngai Hang Chan
8. Elisa Luciano
9. Elena Vigna
10. Esther Ruiz

Papers from Kevin Dowd's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Premium Calculation by Transforming the Layer Premium Density
3. Modelling Extremal Events for Insurance and Finance
4. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
5. A Poisson log-bilinear regression approach to the construction of projected lifetables
6. The Pricing of Options and Corporate Liabilities
7. SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
8. Arbitrage Theory in Continuous Time
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Mortality derivatives and the option to annuitise

Their papers

• Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements (2006) — 124 citations
• 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
• An introduction to market risk measurement (2002) — 122 citations
• Measuring Market Risk (2002) — 532 citations
• Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (2001) — 183 citations
• Adjusting for risk:: An improved Sharpe ratio (2000) — 204 citations