Zobrazeno 1 - 10
of 281
pro vyhledávání: '"Kevin Dowd"'
Autor:
Kevin Dowd, David Blake
Publikováno v:
Forecasting, Vol 4, Iss 1, Pp 208-218 (2022)
We introduce a simple extension to the CBDX model to project cohort mortality rates to extreme old age. The proposed approach fits a polynomial to a sample of age effects, uses the fitted polynomial to project the age effects to ages beyond the sampl
Externí odkaz:
https://doaj.org/article/c3a6dc05d7b7420ab62bbc87e5fc3ed1
Publikováno v:
Revista de Contabilidad: Spanish Accounting Review, Vol 11, Iss 2, Pp 9-42 (2008)
La adopción de las normas internacionales de contabilidad y la convergencia global de la regulación contable, se exhibe frecuentemente como forma de reducir la diversidad en la elaboración de información financiera. Dado que este proceso parece i
Externí odkaz:
https://doaj.org/article/0333a262a721420fa39cf95db6fa79d3
Publikováno v:
Risks, Vol 4, Iss 3, p 21 (2016)
This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mo
Externí odkaz:
https://doaj.org/article/85ab7cefadc04c9888c8147a6ad50979
Autor:
Kevin Dowd
Kevin Dowd argues that states must allow a level playing field as far as private money is concerned. For too long the government has stifled competition between state-backed and private currencies. Instead, central banks should welcome competition as
Autor:
Dean Buckner, Kevin Dowd
Publikováno v:
North American actuarial journal, 2022, Vol.26(4), pp.521-536 [Peer Reviewed Journal]
UK equity release actuaries are using a flawed approach to value the no-negative equity guarantees in their equity release mortgages. The approach they use, the Discounted Projection approach, incorrectly uses projected future house prices as the und
Contrary to the claims made by several authors, a financial market model in which the price of a risky security follows a reflected geometric Brownian motion is not arbitrage-free. In fact, such models violate even the weakest no-arbitrage condition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ae4da931c33ff3b56a3fde9b1748aa24
http://arxiv.org/abs/2201.05312
http://arxiv.org/abs/2201.05312
Publikováno v:
The North American actuarial journal, 2019, Vol.25(sup1), pp.S170-S181 [Peer Reviewed Journal]
We consider the effectiveness of an illustrative annuity hedging problem in which a forward annuity predicated on one population is hedged by a position in a forward annuity predicated on another population. Our analysis makes use of the age-period-c
Autor:
Kevin Dowd
The idea of free (or laissez-faire) banking has enjoyed a remarkable renaissance in recent years. It is a novel idea that challenges much of what many banking scholars still take for granted - that banking is inherently unstable, that the banking sys
Autor:
Kevin Dowd, Buckner D
Publikováno v:
SSRN Electronic Journal.
The Bank of England maintains that banks in the United Kingdom are strongly capitalised, but there is ample evidence from banks’ share prices and market values that contradicts this claim. Banks are more fragile now than they were going into the la
Autor:
David Blake, Kevin Dowd
Publikováno v:
Journal of Risk and Financial Management
Journal of Risk and Financial Management; Volume 15; Issue 3; Pages: 108
Journal of Risk and Financial Management, 2022, Vol.15(3), pp.108 [Peer Reviewed Journal]
Journal of Risk and Financial Management; Volume 15; Issue 3; Pages: 108
Journal of Risk and Financial Management, 2022, Vol.15(3), pp.108 [Peer Reviewed Journal]
We establish 16 good practice principles for modelling defined contribution pension plans. These principles cover the following issues: model specification and calibration; modelling quantifiable uncertainty; modelling member choices; modelling membe