Spectral Risk Measures: Properties and Limitations.
(2008)
Journal Article
Dowd, K., Cotter, J., & Sorwar, G. (2008). Spectral Risk Measures: Properties and Limitations. Journal of Financial Services Research, 34(1), 61-75. https://doi.org/10.1007/s10693-008-0035-6
Outputs (11)
Risk Management in the UK Insurance Indusry: The Changing State of Practice. (2008)
Journal Article
Dowd, K., Bartlett, D., Chaplin, M., Kelliher, P., & O'Brien, C. (2008). Risk Management in the UK Insurance Indusry: The Changing State of Practice. International Journal of Financial Services Management, 3(1), 5-23. https://doi.org/10.1504/ijfsm.2008.016696
The Swedish Inflation Fan Charts: An Evaluation of the Riksbank's Inflation Density Forecasts. (2008)
Journal Article
Dowd, K. (2008). The Swedish Inflation Fan Charts: An Evaluation of the Riksbank's Inflation Density Forecasts. Journal of Risk Model Validation, 2(1), 73-87
Modelling and Management of Mortality Risk: A Review. (2008)
Journal Article
Cairns, A., Blake, D., & Dowd, K. (2008). Modelling and Management of Mortality Risk: A Review. Scandinavian Actuarial Journal, 2008(2-3), 79-113. https://doi.org/10.1080/03461230802173608
The Value of Risk Reporting: A Critical Analysis of Value-at-Risk Disclosures in the Banking Sector. (2008)
Journal Article
Woods, M., Dowd, K., & Humphrey, C. (2008). The Value of Risk Reporting: A Critical Analysis of Value-at-Risk Disclosures in the Banking Sector. International Journal of Financial Services Management, 3(1), 45-64. https://doi.org/10.1504/ijfsm.2008.016698
How Unlucky is 25-Sigma? (2008)
Journal Article
Dowd, K., Cotter, J., Humphrey, C., & Woods, M. (2008). How Unlucky is 25-Sigma?. Journal of portfolio management, 34(4), 76-80. https://doi.org/10.3905/jpm.2008.709984
Copulas in Macroeconomics (2008)
Journal Article
Dowd, K. (2008). Copulas in Macroeconomics
Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts. (2008)
Journal Article
Blake, D., Dowd, K., & Cairns, A. (2008). Longevity Risk and the Grim Reaper's Toxic Tail: The Survivor Fan Charts. Insurance: Mathematics and Economics, 42, 1062-1068
It's Time to Abolish Risk-Based Regulation. (2008)
Journal Article
Dowd, K. (2008). It's Time to Abolish Risk-Based Regulation
The GDP Fan Charts: An Empirical Evaluation (2008)
Journal Article
Dowd, K. (2008). The GDP Fan Charts: An Empirical Evaluation. National Institute Economic Review, 203(1), 59-67. https://doi.org/10.1177/00279501082030010801