Kevin Dowd
- A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
2006/11/29 by Andrew J. G. Cairns, David Blake, Kevin Dowd · 2 citations
- Exponential Spectral Risk Measures
2011/03/28 by Kevin Dowd, Dowd, Kevin, John Cotter +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Statistical Finance (q-fin.ST) #Statistical Methods and Inference #Stochastic processes and financial applications #q-fin.RM #q-fin.ST
- Financial Risks and the Pension Protection Fund: Can it Survive Them?
2011/03/30 by David Blake, Blake, David, John Cotter +3 · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Literacy, Pension, Retirement Analysis #Housing, Finance, and Neoliberalism #Insurance and Financial Risk Management #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #q-fin.PM #q-fin.RM #q-fin.ST
- Arbitrage Problems with Reflected Geometric Brownian Motion
2022/01/14 by Dean Buckner, Buckner, Dean, Kevin Dowd +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Financial Markets and Investment Strategies #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications