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Economics and Finance
UK
2024

D-Index & Metrics

Economics and Finance

D-Index
56
Citations
13899
World Ranking
1002
National Ranking
108

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

David Blake is affiliated with City, University of London in the United Kingdom. Their research spans multiple fields within social sciences and health professions, with a focus on topics intersecting global health care, mortality, insurance, and financial risk management.

The main fields of study covered in their work include:

  • Social Sciences
  • Health Professions

More specifically, their subfields of study are:

  • General Health Professions
  • Demography
  • Finance
  • Economics and Econometrics
  • Accounting

David Blake's research topics include:

  • Global Health Care Issues
  • Insurance, Mortality, Demography, Risk Management
  • Financial Literacy, Pension, Retirement Analysis
  • Health disparities and outcomes
  • Housing Market and Economics
  • Global Financial Crisis and Policies
  • Insurance and Financial Risk Management

Publications by David Blake appear in numerous venues. The most frequent include:

  • SSRN Electronic Journal
  • North American Actuarial Journal
  • Abstracts with Programs - Geological Society of America
  • Journal of Risk and Financial Management
  • Annals of Actuarial Science

Highlighted recent papers authored or co-authored by Blake are:

  • The Impact of COVID-19 on Future Higher-Age Mortality, 2020, SSRN Electronic Journal
  • Surgical Infection Society Guidance for Operative and Peri-Operative Care of Adult Patients Infected by the Severe Acute Respiratory Syndrome Coronavirus-2 (SARS-CoV-2), 2020, Surgical Infections
  • On the Structure and Classification of Mortality Models, 2020, North American Actuarial Journal
  • Identifiability in age/period/cohort mortality models, 2020, Annals of Actuarial Science
  • CBDX: a workhorse mortality model from the Cairns-Blake-Dowd family, 2020, Annals of Actuarial Science

Their frequent collaborators include:

  • Andrew J. G. Cairns
  • Andrew Hunt
  • Kevin Dowd
  • John Pickles
  • Amy Kessler

David Blake has contributed to the authorship of a book titled Managing Euro Risk: Saving Investors from Systemic Risk, published in 2020 by City, University of London.

Best Publications

  • A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration

    Andrew J. G. Cairns;David Blake;Kevin Dowd

  • A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

    A. J G Cairns;Blake David;Kevin Dowd;Guy D. Coughlan

  • Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk

    Andrew J.G. Cairns;David Blake;Kevin Dowd

  • SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK

    David Blake;William Burrows

  • Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities

    D. Blake;A. J. G. Cairns;K. Dowd

  • Asset Allocation Dynamics and Pension Fund Performance

    David Blake;Bruce N. Lehmann;Allan Timmermann

  • Mortality density forecasts: An analysis of six stochastic mortality models

    Andrew J.G. Cairns;David Blake;Kevin Dowd;Guy D. Coughlan

  • Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans

    Andrew J.G. Cairns;David Blake;Kevin Dowd

  • Mutual Fund Performance: Evidence from the UK

    David Blake;Allan Timmermann

  • Modelling and management of mortality risk: a review

    Andrew J. G. Cairns;David Blake;Kevin Dowd

  • Pension economics

    Unknown

  • Bayesian Stochastic Mortality Modelling for Two Populations

    Andrew J. G. Cairns;David Blake;Kevin Dowd;Guy D. Coughlan

  • Longevity Bonds: Financial Engineering, Valuation, and Hedging

    David Blake;Andrew Cairns;Kevin Dowd;Richard MacMinn;Richard MacMinn

  • Pensionmetrics 2: stochastic pension plan design during the distribution phase

    David Blake;Andrew J.G. Cairns;Kevin Dowd

  • After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures

    Kevin Dowd;David Blake

  • Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase

    David Blake;Andrew J.G. Cairns;Kevin Dowd

  • A gravity model of mortality rates for two related populations

    Kevin Dowd;Andrew Cairns;David Blake;Guy Coughlan

  • Backtesting stochastic mortality models: An ex-post evaluation of multiperiod-ahead density forecasts

    Kevin Dowd;Andrew J. G. Cairns;David Blake;Guy D. Coughlan

  • Financial Market Analysis

    David Blake

  • Longevity hedging 101: A framework for longevity basis risk analysis and hedge effectiveness

    Guy D. Coughlan;Marwa Khalaf-Allah;Yijing Ye;Sumit Kumar

  • Evaluating the goodness of fit of stochastic mortality models

    Kevin Dowd;Andrew J.G. Cairns;David Blake;Guy D. Coughlan

  • Pension Schemes and Pension Funds in the United Kingdom

    David Blake

Frequent Co-Authors

Kevin Dowd
Kevin Dowd Durham University
Andrew J. G. Cairns
Andrew J. G. Cairns Heriot-Watt University
Allan Timmermann
Allan Timmermann University of California, San Diego
David L. Bish
David L. Bish Indiana University
Michael M. Merzenich
Michael M. Merzenich University of California, San Francisco
Steve J. Chipera
Steve J. Chipera Planetary Science Institute
David T. Vaniman
David T. Vaniman Planetary Science Institute
Robert T. Downs
Robert T. Downs University of Arizona
Allan H. Treiman
Allan H. Treiman Lunar and Planetary Institute
Russ Wermers
Russ Wermers University of Maryland, College Park

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