David Blake

Names

Identifer

Contact

Affiliations

• City St George's / Bayes Business School / Faculty of Finance
  • EDIRC entry
  • location:

Research profile

author of:

• Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index (repec:aah:create:2016-14)
  by Andrew J.G. Cairns & Malene Kallestrup-Lamb & Carsten P.T. Rosenskjold & David Blake & Kevin Dowd
• Financial Risks and the Pension Protection Fund: Can it Survive Them? (repec:arx:papers:1103.5978)
  by David Blake & John Cotter & Kevin Dowd
• Pyrrhic Victory? The Unintended Consequence Of The Pensions Act 2004 (repec:bla:ecaffa:v:26:y:2006:i:2:p:9-16)
  by Alistair Byrne & Debbie Harrison & Bill Rhodes & David Blake
• What is a Promise from the Government Worth? Quantifying Political Risk in State and Personal Pension Schemes in the United Kingdom (repec:bla:econom:v:75:y:2008:i:298:p:342-361)
  by David Blake
• Decentralized Investment Management: Evidence from the Pension Fund Industry (repec:bla:jfinan:v:68:y:2013:i:3:p:1133-1178)
  by David Blake & Alberto G. Rossi & Allan Timmermann & Ian Tonks & Russ Wermers
• Phantoms never die: living with unreliable population data (repec:bla:jorssa:v:179:y:2016:i:4:p:975-1005)
  by Andrew J. G. Cairns & David Blake & Kevin Dowd & Amy R. Kessler
• Reply to “Survivor Bonds: A Comment on Blake and Burrows” (repec:bla:jrinsu:v:70:y:2003:i:2:p:349-351)
  by David Blake
• Survivor Swaps (repec:bla:jrinsu:v:73:y:2006:i:1:p:1-17)
  by Kevin Dowd & David Blake & Andrew J. G. Cairns & Paul Dawson
• After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (repec:bla:jrinsu:v:73:y:2006:i:2:p:193-229)
  by Kevin Dowd & David Blake
• Longevity Risk and Capital Markets (repec:bla:jrinsu:v:73:y:2006:i:4:p:551-557)
  by Richard MacMinn & Patrick Brockett & David Blake
• Longevity Bonds: Financial Engineering, Valuation, and Hedging (repec:bla:jrinsu:v:73:y:2006:i:4:p:647-672)
  by David Blake & Andrew Cairns & Kevin Dowd & Richard MacMinn
• A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration (repec:bla:jrinsu:v:73:y:2006:i:4:p:687-718)
  by Andrew J. G. Cairns & David Blake & Kevin Dowd
• Survivor Derivatives: A Consistent Pricing Framework (repec:bla:jrinsu:v:77:y:2010:i:3:p:579-596)
  by Paul Dawson & Kevin Dowd & Andrew J. G. Cairns & David Blake
• Longevity Risk and Capital Markets: The 2011–2012 Update (repec:bla:jrinsu:v:80:y:2013:i:3:p:495-500)
  by David Blake & Richard MacMinn & Raimond Maurer
• The New Life Market (repec:bla:jrinsu:v:80:y:2013:i:3:p:501-558)
  by David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard MacMinn
• Informed Intermediation of Longevity Exposures (repec:bla:jrinsu:v:80:y:2013:i:3:p:559-584)
  by Enrico Biffis & David Blake
• The Cost of Counterparty Risk and Collateralization in Longevity Swaps (repec:bla:jrinsu:v:83:y:2016:i:2:p:387-419)
  by Enrico Biffis & David Blake & Lorenzo Pitotti & Ariel Sun
• Managing Financially Distressed Pension Plans In The Interest Of Beneficiaries (repec:bla:jrinsu:v:84:y:2017:i:2:p:539-565)
  by Joachim Inkmann & David Blake & Zhen Shi
• Unknown
• Longevity Risk and Capital Markets: The 2014–15 Update (repec:bla:jrinsu:v:84:y:2017:i:s1:p:279-297)
  by David Blake & Marco Morales
• On the Failure (Success) of the Markets for Longevity Risk Transfer (repec:bla:jrinsu:v:84:y:2017:i:s1:p:299-317)
  by Richard MacMinn & Patrick Brockett
• Unknown
• Pension Risk Management in the Enterprise Risk Management Framework (repec:bla:jrinsu:v:84:y:2017:i:s1:p:345-365)
  by Yijia Lin & Richard D. MacMinn & Ruilin Tian & Jifeng Yu
• Pricing Buy‐Ins and Buy‐Outs (repec:bla:jrinsu:v:84:y:2017:i:s1:p:367-392)
  by Yijia Lin & Tianxiang Shi & Ayşe Arik
• Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model With the GAS Structure (repec:bla:jrinsu:v:84:y:2017:i:s1:p:393-415)
  by Hua Chen & Richard D. MacMinn & Tao Sun
• Unknown
• Hedging Longevity Risk in Life Settlements Using Biomedical Research‐Backed Obligations (repec:bla:jrinsu:v:84:y:2017:i:s1:p:439-458)
  by Richard D. MacMinn & Nan Zhu
• Robust Mean–Variance Hedging of Longevity Risk (repec:bla:jrinsu:v:84:y:2017:i:s1:p:459-475)
  by Hong Li & Anja De Waegenaere & Bertrand Melenberg
• Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach (repec:bla:jrinsu:v:84:y:2017:i:s1:p:477-493)
  by Wenjun Zhu & Ken Seng Tan & Chou‐Wen Wang
• Mortality Leads and Lags (repec:bla:jrinsu:v:84:y:2017:i:s1:p:495-514)
  by Andreas Milidonis & Maria Efthymiou
• The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing (repec:bla:jrinsu:v:84:y:2017:i:s1:p:515-532)
  by Enrico Biffis & Yijia Lin & Andreas Milidonis
• The Demand for Cider in the United Kingdom (repec:bla:obuest:v:54:y:1992:i:1:p:73-86)
  by Blake, David & Boyle, Sean
• Spend More Today Safely: Using Behavioral Economics to Improve Retirement Expenditure Decisions With SPEEDOMETER Plans (repec:bla:rmgtin:v:17:y:2014:i:1:p:83-112)
  by David Blake & Tom Boardman
• Portfolio Behaviour and Asset Pricing in a Characteristics Framework (repec:bla:scotjp:v:37:y:1990:i:4:p:343-59)
  by Blake, David
• Financial Intermediation and Financial Innovation in a Characteristics Framework (repec:bla:scotjp:v:43:y:1996:i:1:p:16-31)
  by Blake, David
• Longevity Risk and Capital Markets: The 2007-2008 Update (repec:bpj:apjrin:v:3:y:2008:i:1:n:1)
  by MacMinn Richard & Wang Jennifer & Blake David
• The Birth of the Life Market (repec:bpj:apjrin:v:3:y:2008:i:1:n:2)
  by Blake David & Cairns Andrew & Dowd Kevin
• Le nouveau marché du risque de longévité (repec:cai:refaef:ecofi_122_0129)
  by David Blake & Andrew Cairns & Guy Coughlan & Kevin Dowd & Richard Macminn
• The Hazards of Mutual Fund Underperformance: A Cox Regression Analysis (repec:cdl:ucsdec:qt1pd3z1hm)
  by Lunde, Asger & Timmermann, Allan & Blake, David
• Performance Measurement using Multiple Asset Class Portfolio Data (repec:cpr:ceprdp:1618)
  by Blake, David & Lehmann, Bruce N & Timmermann, Allan G
• International Asset Allocation with Time-Varying Investment Opportunities (repec:cpr:ceprdp:3464)
  by Blake, David & Timmermann, Allan
• Decentralized Investment Management: Evidence from the Pension Fund Industry (repec:cpr:ceprdp:7679)
  by Blake, David & Tonks, Ian & Timmermann, Allan & Wermers, Russ
• Did the Housing Boom Increase Household Spending (repec:crr:issbrf:ib2010-10)
  by Anthony Webb & Shenyi Jiang & Wei Sun
• Longevity risk and capital markets: the 2021–22 update (repec:ctl:louvde:v:89:y:2023:i:3:p:299-312)
  by David BLAKE & Andrew, J. G. GAIRNS & Malene KALLESTRUP-LAMB & Jesper RANGVID
• CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family (repec:cup:anacsi:v:14:y:2020:i:2:p:445-460_10)
  by Dowd, Kevin & Cairns, Andrew J. G. & Blake, David
• Identifiability in age/period mortality models (repec:cup:anacsi:v:14:y:2020:i:2:p:461-499_11)
  by Hunt, Andrew & Blake, David
• Identifiability in age/period/cohort mortality models (repec:cup:anacsi:v:14:y:2020:i:2:p:500-536_12)
  by Hunt, Andrew & Blake, David
• Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (repec:cup:astinb:v:36:y:2006:i:01:p:79-120_01)
  by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin
• Bayesian Stochastic Mortality Modelling for Two Populations (repec:cup:astinb:v:41:y:2011:i:01:p:29-59_00)
  by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Khalaf-Allah, Marwa
• Modelling Mortality For Pension Schemes (repec:cup:astinb:v:47:y:2017:i:02:p:601-629_00)
  by Hunt, Andrew & Blake, David
• Modelling Socio-Economic Differences In Mortality Using A New Affluence Index (repec:cup:astinb:v:49:y:2019:i:03:p:555-590_00)
  by Cairns, Andrew J.G. & Kallestrup-Lamb, Malene & Rosenskjold, Carsten & Blake, David & Dowd, Kevin
• Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (repec:cup:bracjl:v:12:y:2006:i:01:p:153-197_00)
  by Blake, D. & Cairns, A. J. G. & Dowd, K.
• Unknown
• Longevity risk and capital markets: the 2021–22 update (repec:cup:demeco:v:89:y:2023:i:3:p:299-312_1)
  by Blake, David & Cairns, Andrew J. G. & Kallestrup-Lamb, Malene & Rangvid, Jesper
• New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods (repec:cup:jfinqa:v:52:y:2017:i:03:p:1279-1299_00)
  by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian
• Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom (repec:ecj:econjl:v:106:y:1996:i:438:p:1175-92)
  by Blake, David
• Does It Matter What Type of Pension Scheme You Have? (repec:ecj:econjl:v:110:y:2000:i:461:p:f46-81)
  by Blake, David
• On The Sustainability of the UK State Pension System in the Light of Population Ageing and Declining Fertility (repec:ecj:econjl:v:116:y:2006:i:512:p:f286-f305)
  by David Blake & Les Mayhew
• The Performance of UK Exchange Rate Forecasters (repec:ecj:econjl:v:96:y:1986:i:384:p:986-99)
  by Blake, David & Beenstock, Michael & Brasse, Valerie
• Smart defaults: Determining the number of default funds in a pension scheme (repec:eee:bracre:v:54:y:2022:i:4:s0890838921000688)
  by Blake, David & Duffield, Mel & Tonks, Ian & Haig, Alistair & Blower, Dean & MacPhee, Laura
• Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans (repec:eee:dyncon:v:30:y:2006:i:5:p:843-877)
  by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin
• Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion (repec:eee:dyncon:v:37:y:2013:i:1:p:195-209)
  by Blake, David & Wright, Douglas & Zhang, Yumeng
• Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (repec:eee:dyncon:v:38:y:2014:i:c:p:105-124)
  by Blake, David & Wright, Douglas & Zhang, Yumeng
• Testing models generating time varying asset return expectations and risks : The case of UK private sector pension funds (repec:eee:ecmode:v:6:y:1989:i:2:p:220-240)
  by Blake, David
• The valuation of no-negative equity guarantees and equity release mortgages (repec:eee:ecolet:v:184:y:2019:i:c:s0165176519303349)
  by Dowd, Kevin & Buckner, Dean & Blake, David & Fry, John
• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (repec:eee:econom:v:183:y:2014:i:2:p:202-210)
  by Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian
• Complete systems methods of estimating models with rational and adaptive expectations : A case study (repec:eee:eecrev:v:24:y:1984:i:2:p:137-150)
  by Blake, David
• The stochastic analysis of competitive unemployment insurance premiums (repec:eee:eecrev:v:32:y:1988:i:1:p:7-25)
  by Blake, David & Beenstock, Michael
• The hazards of mutual fund underperformance: A Cox regression analysis (repec:eee:empfin:v:6:y:1999:i:2:p:121-152)
  by Lunde, Asger & Timmermann, Allan & Blake, David
• The market for lemmings: The herding behavior of pension funds (repec:eee:finmar:v:36:y:2017:i:c:p:17-39)
  by Blake, David & Sarno, Lucio & Zinna, Gabriele
• ADM's APPLE: The Accelerated Deaths Model with an Application to the Covid-19 Pandemic (repec:eee:insuma:v:128:y:2026:i:c:s0167668726000211)
  by Cairns, Andrew J.G. & Blake, David
• Pension schemes as options on pension fund assets: implications for pension fund management (repec:eee:insuma:v:23:y:1998:i:3:p:263-286)
  by Blake, David
• Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (repec:eee:insuma:v:29:y:2001:i:2:p:187-215)
  by Blake, David & Cairns, Andrew J. G. & Dowd, Kevin
• Pensionmetrics 2: stochastic pension plan design during the distribution phase (repec:eee:insuma:v:33:y:2003:i:1:p:29-47)
  by Blake, David & Cairns, Andrew J. G. & Dowd, Kevin
• Mortality-dependent financial risk measures (repec:eee:insuma:v:38:y:2006:i:3:p:427-440)
  by Dowd, Kevin & Cairns, Andrew J.G. & Blake, David
• Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (repec:eee:insuma:v:42:y:2008:i:3:p:1062-1066)
  by Blake, David & Dowd, Kevin & Cairns, Andrew J.G.
• Longevity risk and capital markets: The 2008-2009 update (repec:eee:insuma:v:46:y:2010:i:1:p:135-138)
  by Blake, David & De Waegenaere, Anja & MacMinn, Richard & Nijman, Theo
• Securitizing and tranching longevity exposures (repec:eee:insuma:v:46:y:2010:i:1:p:186-197)
  by Biffis, Enrico & Blake, David
• Evaluating the goodness of fit of stochastic mortality models (repec:eee:insuma:v:47:y:2010:i:3:p:255-265)
  by Dowd, Kevin & Cairns, Andrew J.G. & Blake, David & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa
• Mortality density forecasts: An analysis of six stochastic mortality models (repec:eee:insuma:v:48:y:2011:i:3:p:355-367)
  by Cairns, Andrew J.G. & Blake, David & Dowd, Kevin & Coughlan, Guy D. & Epstein, David & Khalaf-Allah, Marwa
• Modelling longevity bonds: Analysing the Swiss Re Kortis bond (repec:eee:insuma:v:63:y:2015:i:c:p:12-29)
  by Hunt, Andrew & Blake, David
• Longevity risk and capital markets: The 2015–16 update (repec:eee:insuma:v:78:y:2018:i:c:p:157-173)
  by Blake, David & El Karoui, Nicole & Loisel, Stéphane & MacMinn, Richard
• Identifiability, cointegration and the gravity model (repec:eee:insuma:v:78:y:2018:i:c:p:360-368)
  by Hunt, Andrew & Blake, David
• Longevity risk and capital markets: The 2019-20 update (repec:eee:insuma:v:99:y:2021:i:c:p:395-439)
  by Blake, David & Cairns, Andrew J.G.
• Debt-equity swaps as bond conversions: implications for pricing (repec:eee:jbfina:v:15:y:1991:i:1:p:29-41)
  by Blake, David & Pradhan, Mahmood
• Network centrality and delegated investment performance (repec:eee:jfinec:v:128:y:2018:i:1:p:183-206)
  by Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ
• Monetarism and the US economy: A re-evaluation of Stein's model 1960-1973 (repec:eee:moneco:v:10:y:1982:i:1:p:111-125)
  by Desai, Meghnad & Blake, David
• Liability valuation and optimal asset allocation (repec:ehl:lserod:24754)
  by Inkmann, Joachim & Blake, David
• Barriers to pension scheme participation in small and medium sized enterprises (repec:ehl:lserod:24820)
  by Byrne, Alistair & Harrison, Debbie & Blake, David
• Pensionmetrics 2: stochastic pension plan design during the distribution phase (repec:ehl:lserod:24830)
  by Blake, David & Cairns, Andrew J. G. & Dowd, Kevin
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (repec:ehl:lserod:24831)
  by Cairns, Andrew J. G. & Blake, David & Dowd, Kevin
• UK pension fund management after Myners: the hunt for correlation begins (repec:ehl:lserod:24833)
  by Blake, David
• Take (smoothed) risks when you are young, not when you are old: how to get the best from your stakeholder pension plan (repec:ehl:lserod:24834)
  by Blake, David
• The United Kingdom pension system: key issues (repec:ehl:lserod:24851)
  by Blake, David
• What is a promise from the government worth?:: measuring and assessing the implications of political risk in state and personal pension schemes in the United Kingdom (repec:ehl:lserod:24856)
  by Blake, David
• Financial system requirements for successful pension reform (repec:ehl:lserod:24862)
  by Blake, David
• Is immigration the answer to the UK’s pension crisis? (repec:ehl:lserod:24864)
  by Blake, David
• Modelling the composition of personal sector wealth in the United Kingdom (repec:ehl:lserod:24866)
  by Blake, David
• Long-term value at risk (repec:ehl:lserod:24867)
  by Dowd, Kevin & Blake, David & Cairns, Andrew
• International asset allocation with time-varying investment opportunities (repec:ehl:lserod:24944)
  by Blake, David & Timmermann, Allan
• Performance clustering and incentives in the UK pension fund industry (repec:ehl:lserod:24945)
  by Blake, David & Lehmann, Bruce N. & Timmermann, Allan
• Returns from active management in international equity markets: evidence from a panel of UK pension funds (repec:ehl:lserod:24946)
  by Blake, David & Timmermann, Allan
• The impact of wealth on consumption and retirement behaviour in the UK (repec:ehl:lserod:24949)
  by Blake, David
• It is all Back to Front: Critical Issues in the Design of Defined Contribution Pension Plans (repec:elg:eechap:12976_6)
  by David Blake
• Contracting Out of the State Pension System: The British Experience of Carrots and Sticks (repec:elg:eechap:2829_1)
  by David Blake
• Unknown
• The Estimation of Rational Expectations Models: A Survey (repec:eme:jespps:eum0000000000152)
  by David Blake
• Unknown
• Defined contribution pensions: dealing with the reluctant investor (repec:eme:jfrcpp:v:16:y:2008:i:3:p:206-219)
  by Alistair Byrne & Debbie Harrison & David Blake
• Unknown
• Long‐Term Value at Risk (repec:eme:jrfpps:eb022986)
  by Kevin Dowd & David Blake & Andrew Cairns
• Unknown
• Mental time travel and the valuation of financial investments (repec:eme:rbfpps:rbf-06-2020-0133)
  by David Blake & John Pickles
• Mental time travel and the valuation of financial investments: analysing five biases that cause pricing anomalies (repec:eme:rbfpps:rbf-11-2023-0303)
  by David Blake & John Pickles
• Pension Plan Decisions (repec:eme:rbfpps:v:2:y:2010:i:1:p:19-36)
  by Alistair Byrne & David Blake & Graham Mannion
• Projecting Mortality Rates to Extreme Old Age with the CBDX Model (repec:gam:jforec:v:4:y:2022:i:1:p:12-218:d:741140)
  by Kevin Dowd & David Blake
• Mental Time Travel and Retirement Savings (repec:gam:jjrfmx:v:14:y:2021:i:12:p:581-:d:694133)
  by David Blake & John Pickles
• Good Practice Principles in Modelling Defined Contribution Pension Plans (repec:gam:jjrfmx:v:15:y:2022:i:3:p:108-:d:759279)
  by Kevin Dowd & David Blake
• Nudges and Networks: How to Use Behavioural Economics to Improve the Life Cycle Savings-Consumption Balance (repec:gam:jjrfmx:v:15:y:2022:i:5:p:217-:d:814683)
  by David Blake
• The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated (repec:gam:jjrfmx:v:15:y:2022:i:6:p:245-:d:828773)
  by David Blake
• Target2: The Silent Bailout System That Keeps the Euro Afloat (repec:gam:jjrfmx:v:16:y:2023:i:12:p:506-:d:1295649)
  by David Blake
• The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts (repec:gam:jrisks:v:4:y:2016:i:3:p:21-:d:73310)
  by Kevin Dowd & David Blake & Andrew J. G. Cairns
• Longevity risk and capital markets: The 2015–16 update (repec:hal:journl:hal-01995778)
  by David Blake & Nicole El Karoui & Stéphane Loisel & Richard Macminn
• The United Kingdom Pension System: Key Issues (repec:hit:piedp1:15)
  by Blake, David
• Quantifying loss aversion: Evidence from a UK population survey (repec:kap:jrisku:v:63:y:2021:i:1:d:10.1007_s11166-021-09356-7)
  by David Blake & Edmund Cannon & Douglas Wright
• Correction: Quantifying loss aversion: Evidence from a UK population survey (repec:kap:jrisku:v:71:y:2025:i:3:d:10.1007_s11166-025-09472-8)
  by David Blake & Edmund Cannon & Douglas Wright
• The United Kingdom: Examining the Switch from Low Public Pensions to High-Cost Private Pensions (repec:nbr:nberch:10677)
  by David Blake
• Mutual Fund Performance: Evidence from the UK (repec:oup:revfin:v:2:y:1998:i:1:p:57-77.)
  by David Blake & Allan Timmermann
• Fund Flows, Manager Changes, and Performance Persistence
  [Does motivation matter when assessing trade performance? An analysis of mutual funds] (repec:oup:revfin:v:22:y:2018:i:5:p:1911-1947.)
  by Wolfgang Bessler & David Blake & Peter Lückoff & Ian Tonks
• Pension Schemes and Pension Funds in the United Kingdom (repec:oxp:obooks:9780199243532)
  by Blake, David
• Longevity: a new asset class (repec:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0084-9)
  by David Blake
• Performance clustering and incentives in the UK pension fund industry (repec:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073)
  by D Blake & B N Lehmann & A Timmermann
• UK pension fund management after Myners: The hunt for correlation begins (repec:pal:assmgt:v:4:y:2003:i:1:d:10.1057_palgrave.jam.2240094)
  by David Blake
• Returns from active management in international equity markets: Evidence from a panel of UK pension funds (repec:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240162)
  by David Blake & Allan Timmermann
• Portfolio Choice Models of Pension Funds and Life Assurance Companies: Similarities and Differences (repec:pal:gpprii:v:24:y:1999:i:3:p:327-357)
  by David Blake
• Annuity Markets: Problems and Solutions (repec:pal:gpprii:v:24:y:1999:i:3:p:358-375)
  by David Blake
• Measuring Value Added in the Pensions Industry (repec:pal:gpprii:v:25:y:2000:i:4:p:539-567)
  by David Blake & John Board
• The Impact of Occupation and Gender on Pensions from Defined Contribution Plans (repec:pal:gpprii:v:32:y:2007:i:4:p:458-482)
  by David Blake & Andrew Cairns & Kevin Dowd
• Longevity Risk and Capital Markets: The 2010–2011 Update (repec:pal:gpprii:v:36:y:2011:i:4:p:489-500)
  by David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris
• Longevity risk and capital markets: the 2022–2023 update (repec:pal:gpprii:v:49:y:2024:i:2:d:10.1057_s41288-024-00314-3)
  by David Blake & Johnny Li
• Correction: Longevity risk and capital markets: the 2022–2023 update (repec:pal:gpprii:v:49:y:2024:i:4:d:10.1057_s41288-024-00334-z)
  by David Blake & Johnny Li
• Optimal Investment Strategies in Defined Contribution Pension Plans (repec:pal:palchp:978-0-230-30723-0_10)
  by David Blake & Andrew Cairns & Kevin Dowd
• A Non-linear Model of Portfolio Behaviour With Time-varying Expectations and Risks (repec:pal:palchp:978-1-349-11666-9_5)
  by David Blake
• Longevity risk and capital markets: The 2009-2010 update (repec:pra:mprapa:28868)
  by Blake, David & Brockett, Patrick & Cox, Samuel & MacMinn, Richard
• Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers (repec:pra:mprapa:33749)
  by Blake, David & Cairns, Andrew & Dowd, Kevin
• NDC v FDC: Pros, cons and replication (repec:pra:mprapa:33752)
  by Blake, David
• Sharing longevity risk: Why governments should issue longevity bonds (repec:pra:mprapa:34184)
  by Blake, David & Boardman, Tom & Cairns, Andrew
• Why does mutual fund performance not persist? The impact and interaction of fund flows and manager changes (repec:pra:mprapa:34185)
  by Bessler, Wolfgang & Blake, David & Lückoff, Peter & Tonks, Ian
• Spend more today: Using behavioural economics to improve retirement expenditure decisions (repec:pra:mprapa:34234)
  by Blake, David & Boardman, Tom
• Longevity hedge effectiveness: a decomposition (repec:pra:mprapa:34236)
  by Cairns, Andrew & Dowd, Kevin & Blake, David & Coughlan, Guy
• Age dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (repec:pra:mprapa:34277)
  by Blake, David & Wright, Douglas & Zhang, Yumeng
• Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion (repec:pra:mprapa:34278)
  by Blake, David & Wright, Douglas & Zhang, Yumeng
• Longevity risks and capital markets: The 2010-2011 update (repec:pra:mprapa:34279)
  by Blake, David & Courbage, Christophe & MacMinn, Richard & Sherris, Michael
• Financial Risks and the Pension Protection Fund: Can it Survive Them? (repec:pra:mprapa:3498)
  by Cotter, John & Blake, David & Dowd, Kevin
• A gravity model of mortality rates for two related populations (repec:pra:mprapa:35738)
  by Dowd, Kevin & Cairns, Andrew & Blake, David & Coughlan, Guy & Khalaf-Allah, Marwa
• The cost of counterparty risk and collateralization in longevity swaps (repec:pra:mprapa:35740)
  by Biffis, Enrico & Blake, David & Pitotti, Lorenzo & Sun, Ariel
• Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness (repec:pra:mprapa:35743)
  by Coughlan, Guy & Khalaf-Allah, Marwa & Ye, Yijing & Kumar, Sumit & Cairns, Andrew & Blake, David & Dowd, Kevin
• Decentralized investment management: evidence from the pension fund industry (repec:pra:mprapa:35767)
  by Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ
• Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (repec:pra:mprapa:44680)
  by Blake, David & Biffs, Enrico
• Financial risks and the Pension Protection Fund : can it survive them? (repec:rru:cfmwps:10197/1185)
  by David Blake & John Cotter & Kevin Dowd
• Facing up to uncertain life expectancy: The longevity fan charts (repec:spr:demogr:v:47:y:2010:i:1:p:67-78)
  by Kevin Dowd & David Blake & Andrew Cairns
• The fisher hypothesis: Evidence from three high inflation economies (repec:spr:weltar:v:129:y:1993:i:3:p:591-599)
  by Kate Phylaktis & David Blake
• The impact of wealth on consumption and retirement behaviour in the UK (repec:taf:apfiec:v:14:y:2004:i:8:p:555-576)
  by David Blake
• Modelling the composition of personal sector wealth in the UK (repec:taf:apfiec:v:14:y:2004:i:9:p:611-630)
  by David Blake
• Annual estimates of personal wealth holdings in the United Kingdom since 1948 (repec:taf:apfiec:v:9:y:1999:i:4:p:397-421)
  by David Blake & J. Michael Orszag
• The demand for alcohol in the United Kingdom (repec:taf:applec:v:29:y:1997:i:12:p:1655-1672)
  by David Blake & Angelika Nied
• Longevity hedge effectiveness: a decomposition (repec:taf:quantf:v:14:y:2014:i:2:p:217-235)
  by Andrew J.G. Cairns & Kevin Dowd & David Blake & Guy D. Coughlan
• Modelling and management of mortality risk: a review (repec:taf:sactxx:v:2008:y:2008:i:2-3:p:79-113)
  by Andrew Cairns & David Blake & Kevin Dowd
• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (repec:taf:uaajxx:v:13:y:2009:i:1:p:1-35)
  by Andrew Cairns & David Blake & Kevin Dowd & Guy Coughlan & David Epstein & Alen Ong & Igor Balevich
• Backtesting Stochastic Mortality Models (repec:taf:uaajxx:v:14:y:2010:i:3:p:281-298)
  by Kevin Dowd & Andrew Cairns & David Blake & Guy Coughlan & David Epstein & Marwa Khalaf-Allah
• Longevity Risk and Capital Markets (repec:taf:uaajxx:v:15:y:2011:i:2:p:141-149)
  by David Blake & Pat Brockett & Samuel Cox & Richard MacMinn
• Longevity Hedging 101 (repec:taf:uaajxx:v:15:y:2011:i:2:p:150-176)
  by Guy Coughlan & Marwa Khalaf-Allah & Yijing Ye & Sumit Kumar & Andrew Cairns & David Blake & Kevin Dowd
• A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (repec:taf:uaajxx:v:15:y:2011:i:2:p:237-247)
  by Kevin Dowd & David Blake & Andrew Cairns
• A Gravity Model of Mortality Rates for Two Related Populations (repec:taf:uaajxx:v:15:y:2011:i:2:p:334-356)
  by Kevin Dowd & Andrew Cairns & David Blake & Guy Coughlan & Marwa Khalaf-Allah
• Longevity Risk and Capital Markets: The 2012–2013 Update (repec:taf:uaajxx:v:18:y:2014:i:1:p:1-13)
  by David Blake & Richard MacMinn & Johnny Li & Mary Hardy
• A General Procedure for Constructing Mortality Models (repec:taf:uaajxx:v:18:y:2014:i:1:p:116-138)
  by Andrew Hunt & David Blake
• Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (repec:taf:uaajxx:v:18:y:2014:i:1:p:14-21)
  by Enrico Biffis & David Blake
• Sharing Longevity Risk: Why Governments Should Issue Longevity Bonds (repec:taf:uaajxx:v:18:y:2014:i:1:p:258-277)
  by David Blake & Tom Boardman & Andrew Cairns
• Longevity Risk and Capital Markets: The 2016–2017 Update (repec:taf:uaajxx:v:25:y:2020:i:s1:p:s1-s6)
  by David Blake & Richard MacMinn
• Longevity Risk and Capital Markets: The 2017–2018 Update (repec:taf:uaajxx:v:25:y:2020:i:s1:p:s280-s308)
  by David Blake & Richard MacMinn & Jason Chenghsien Tsai & Jennifer Wang
• Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (repec:taf:uaajxx:v:25:y:2021:i:s1:p:s170-s181)
  by Kevin Dowd & Andrew J. G. Cairns & David Blake
• On the Structure and Classification of Mortality Models (repec:taf:uaajxx:v:25:y:2021:i:s1:p:s215-s234)
  by Andrew Hunt & David Blake
• A Bayesian Approach to Modeling and Projecting Cohort Effects (repec:taf:uaajxx:v:25:y:2021:i:s1:p:s235-s254)
  by Andrew Hunt & David Blake
• Forward Mortality Rates in Discrete Time I: Calibration and Securities Pricing (repec:taf:uaajxx:v:25:y:2021:i:s1:p:s482-s507)
  by Andrew Hunt & David Blake
• Forward Mortality Rates in Discrete Time II: Longevity Risk and Hedging Strategies (repec:taf:uaajxx:v:25:y:2021:i:s1:p:s508-s533)
  by Andrew Hunt & David Blake
• “Pensions and Capital Structure: Why Hold Equities in the Pension Fund?”, John Ralfe, Cliff Speed, and Jon Palin, July 2004 (repec:taf:uaajxx:v:9:y:2005:i:4:p:125-130)
  by David Blake & M. Zaki Khorasanee
• Default Funds in U.K. Defined-Contribution Plans (corrected) (repec:taf:ufajxx:v:63:y:2007:i:4:p:40-51)
  by Alistair Byrne & David Blake & Andrew Cairns & Kevin Dowd
• Designing a Defined-Contribution Plan: What to Learn from Aircraft Designers (repec:taf:ufajxx:v:65:y:2009:i:1:p:37-42)
  by David Blake & Andrew Cairns & Kevin Dowd
• Modelling the Ultimate Absurdity: A Comment on "A Quantitative Study of the Strategic Arms Race in the Missile Age." (repec:tpr:restat:v:63:y:1981:i:4:p:629-32)
  by Desai, Meghnad & Blake, David
• Financial Risks and the Pension Protection Fund:Can It Survive Them? (repec:ucd:wpaper:2006/15)
  by David Blake & John Cotter & Kevin Dowd
• What Should Be Done About The Underfunding of Defined Benefit Pension Schemes? (repec:ucd:wpaper:201202)
  by John Cotter & David Blake & Kevin Dowd
• Asset Allocation Dynamics and Pension Fund Performance (repec:ucp:jnlbus:v:72:y:1999:i:4:p:429-61)
  by Blake, David & Lehmann, Bruce N & Timmermann, Allan
• International Asset Allocation with Time-Varying Investment Opportunities (repec:ucp:jnlbus:v:78:y:2005:i:1:p:71-98)
  by Allan Timmermann & David Blake
• Options on normal underlyings with an application to the pricing of survivor swaptions (repec:wly:jfutmk:v:29:y:2009:i:8:p:757-774)
  by Paul Dawson & Kevin Dowd & Andrew J. G. Cairns & David Blake
• Network centrality and pension fund performance (repec:zbw:cfrwps:1516)
  by Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ