Professor Kevin Dowd's Outputs (7)

The Eumaeus Guide to Equity Release Valuation: Restating the Case for a Market Consistent Approach (2022)
Book
Buckner, D., & Dowd, K. (2022). The Eumaeus Guide to Equity Release Valuation: Restating the Case for a Market Consistent Approach. (2nd ed.). KSP Books

Can UK Banks Pass the Covid-19 Stress Test? (2022)
Book
Buckner, D., & Dowd, K. (2022). Can UK Banks Pass the Covid-19 Stress Test?. KSP Books

A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme (2022)
Journal Article
Cairns, A. J., Blake, D., Dowd, K., Coughlan, G. D., Jones, O., & Rowney, J. (2022). A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme. European Actuarial Journal, 12(1), 381-415. https://doi.org/10.1007/s13385-022-00309-1

We propose a general framework that can be used to analyse the mortality experience of a large portfolio of lives. The objective of the framework is to provide a rm evidence base to support the setting of future mortality assumptions for the portfoli... Read More about A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme.

Central Bank Activism: Good Intentions, Bad Policy (2022)
Book Chapter
Dowd, K. (2022). Central Bank Activism: Good Intentions, Bad Policy. In J. A. Dorn (Ed.), Populism and the Future of the Fed (255-270). Cato Institute

Central Bank Activism: Good Intentions, Bad Policy (2022)
Journal Article
Dowd, K. (online). Central Bank Activism: Good Intentions, Bad Policy. The Cato journal,

Good Practice Principles in Modelling Defined Contribution Pension Plans (2022)
Journal Article
Dowd, K., & Blake, D. (2022). Good Practice Principles in Modelling Defined Contribution Pension Plans. Journal of Risk and Financial Management, 15(3), Article 108. https://doi.org/10.3390/jrfm15030108

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... Read More about Good Practice Principles in Modelling Defined Contribution Pension Plans.

Projecting Mortality Rates to Extreme Old Age with the CBDX Model (2022)
Journal Article
Dowd, K., & Blake, D. (2022). Projecting Mortality Rates to Extreme Old Age with the CBDX Model. Forecasting, 4(1), 208-218. https://doi.org/10.3390/forecast4010012

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... Read More about Projecting Mortality Rates to Extreme Old Age with the CBDX Model.