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Economics and Finance

D-Index
53
Citations
13303
World Ranking
1179
National Ranking
132

Overview

Kevin Dowd is affiliated with Durham University in the United Kingdom. Their research spans multiple disciplines, with primary contributions in social sciences, health professions, and economics, econometrics, and finance.

Their work covers a range of subfields including demography, general health professions, finance, management science and operations research, and economics and econometrics.

Kevin Dowd's main research topics include insurance, mortality, demography, and risk management; global health care issues; demographic modeling and climate adaptation; stochastic processes and financial applications; insurance and financial risk management; health disparities and outcomes; and financial markets and investment strategies.

Selected recent publications by Kevin Dowd include:

  • "CBDX: a workhorse mortality model from the Cairns-Blake-Dowd family" (2020), published in Annals of Actuarial Science
  • "Good Practice Principles in Modelling Defined Contribution Pension Plans" (2022), published in Journal of Risk and Financial Management
  • "So far, Central Bank Digital Currencies have failed" (2024), published in Economic Affairs

Kevin Dowd frequently collaborates with several coauthors, among them:

  • David Blake
  • Dean Buckner
  • Hardy Hulley
  • Andrew J. G. Cairns

Their work has appeared frequently in the following publication venues:

  • SSRN Electronic Journal
  • Physiotherapy
  • Annals of Actuarial Science
  • Economic Affairs
  • Economics Letters

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

  • Beyond Value at Risk: The New Science of Risk Management

    Kevin Dowd

  • Measuring Market Risk

    Kevin Dowd

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

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

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

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

  • 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

  • Modelling and management of mortality risk: a review

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

  • 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

  • Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas

    Kevin Dowd;David Greenaway

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

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

  • Adjusting for risk

    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

  • Moral Hazard and the Financial Crisis

    Kevin Dowd

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

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

  • Experience of Free Banking

    Kevin Dowd

Frequent Co-Authors

David Blake
David Blake City, University of London
Andrew J. G. Cairns
Andrew J. G. Cairns Heriot-Watt University
Christopher Humphrey
Christopher Humphrey University of Manchester
David Greenaway
David Greenaway University of Nottingham
Sheila C. Dow
Sheila C. Dow University of Stirling

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