Kevin M. Dowd

Q: What Schools Are Affiliated With Kevin M. Dowd

Kevin M. Dowd is affiliated with the following schools: University of Nottingham, Sheffield Hallam University, Durham University, Heriot-Watt University

Kevin M. Dowd's AcademicInfluence.com Rankings

Kevin M. Dowd

Economics

#3118

World Rank

#3536

Historical Rank

Financial Economics

#47

World Rank

#47

Historical Rank

Macroeconomics

#269

World Rank

#285

Historical Rank

economics Degrees

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Economics

Kevin M. Dowd's Degrees

PhD Economics University of Chicago
Masters Economics University of Chicago
Bachelors Economics University of Chicago

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Kevin M. Dowd's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration (2006) (869)
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States (2009) (614)
Measuring Market Risk (2002) (534)
Beyond Value at Risk: The New Science of Risk Management (1998) (519)
Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (2006) (383)
Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans (2006) (347)
Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities (2006) (300)
Mortality Density Forecasts: An Analysis of Six Stochastic Mortality Models (2008) (279)
Modelling and management of mortality risk: a review (2008) (252)
Bayesian Stochastic Mortality Modelling for Two Populations (2011) (222)
The experience of free banking (1992) (222)
After VAR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures (2006) (219)
Pensionmetrics 2: stochastic pension plan design during the distribution phase (2003) (205)
Adjusting for risk:: An improved Sharpe ratio (2000) (201)
Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase (2001) (187)
Longevity Bonds: Financial Engineering, Valuation, and Hedging (2006) (175)
Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas (1993) (172)
A Gravity Model of Mortality Rates for Two Related Populations (2011) (145)
Evaluating the Goodness of Fit of Stochastic Mortality Models (2009) (138)
Survivor Swaps (2006) (130)
An introduction to market risk measurement (2002) (124)
The Case for Financial Laissez-Faire (1996) (119)
A Quantitative Comparison of Stochastic Mortality Models Using Data from England & Wales and the United States (2007) (116)
Longevity Hedging 101 (2011) (115)
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements (2006) (115)
Backtesting Stochastic Mortality Models (2010) (111)
Moral Hazard and the Financial Crisis (2009) (101)
High Performance Computing (1993) (100)
The New Life Market (2013) (99)
Financial Risk Management (1999) (98)
Measuring Market Risk: Dowd/Measuring (2005) (92)
Longevity hedge effectiveness: a decomposition (2011) (91)
The State and the Monetary System (1989) (86)
Spectral Risk Measures: Properties and Limitations (2008) (82)
Backtesting Stochastic Mortality Models: An Ex-Post Evaluation of Multi-Period Ahead-Density Forecasts (2008) (75)
Survivor Bonds: A Comment on Blake and Burrows (2003) (71)
Longevity Hedging 101: A Framework for Longevity Basis Risk Analysis and Hedge Effectiveness (2011) (67)
Facing up to uncertain life expectancy: The longevity fan charts (2008) (66)
A Value at Risk Approach to Risk-Return Analysis (1999) (65)
Long‐Term Value at Risk (2004) (64)
The Birth of the Life Market (2008) (62)
Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts (2008) (58)
Competitive Banking, Bankers' Clubs and Bank Regulation (1994) (53)
Incorporating Stress Tests into Market Risk Modeling (2001) (52)
Survivor Derivatives: A Consistent Pricing Framework (2010) (50)
Mortality-dependent financial risk measures (2006) (49)
Phantoms never die: living with unreliable population data (2015) (48)
MODELS OF BANKING INSTABILITY: A PARTIAL REVIEW OF THE LITERATURE (1992) (46)
Competition and Finance: A Reinterpretation of Financial and Monetary Economics (1996) (45)
Bitcoin will bite the dust. (2015) (45)
Estimating VaR with Order Statistics (2001) (44)
Bank Capital Adequacy versus Deposit Insurance (2000) (43)
A Simple Model of the Gold Standard (1997) (42)
Optimal Financial Contracts (1992) (42)
New Private Monies: A Bit-Part Player? (2014) (40)
The Value of Risk Reporting: A Critical Analysis of Value at Risk Disclosures in the Banking Sector (2008) (39)
Capital Inadequacies: The Dismal Failure of the Basel Regime of Bank Capital Regulation (2011) (37)
Still living with mortality: the longevity risk transfer market after one decade (2018) (37)
How Unlucky Is 25-Sigma? (2008) (37)
Alchemists of Loss: How Modern Finance and Government Intervention Crashed the Financial System (2010) (37)
Crunch Time for Bank Audits? Questions of Practice and the Scope for Dialogue (2009) (35)
Extreme Measures of Agricultural Financial Risk (2008) (35)
A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks (2011) (34)
Pricing the Risk on Longevity Bonds (2004) (34)
Option clauses and the stability of a laisser faire monetary system (1988) (32)
A Proposal to End Inflation (1994) (31)
The Value of Time and the Transactions Demand for Money (1990) (30)
Does Asymmetric Information Justify Bank Capital Adequacy Regulation (1999) (30)
The political economy of central banking (1994) (29)
Modelling Socio-Economic Differences in the Mortality of Danish Males Using a New Affluence Index (2016) (27)
MODELLING SOCIO-ECONOMIC DIFFERENCES IN MORTALITY USING A NEW AFFLUENCE INDEX (2019) (27)
Automatic Stabilizing Mechanisms under Free Banking (1988) (26)
The Impact of Occupation and Gender on Pensions from Defined Contribution Plans (2007) (26)
Verdict on the Crash: Causes and Policy Implications (2009) (26)
Monetary Policy in the 21st Century: An Impossible Task? (1998) (24)
Too Good to be True? The (In)credibility of the UK Inflation Fan Charts (2007) (23)
Estimating financial risk measures for options. (2010) (23)
There's No Time Like the Present: The Cost of Delaying Retirement Saving (2007) (23)
Private Money: The Path to Monetary Stability (1988) (21)
Option pricing under non-normality: a comparative analysis (2013) (21)
Turning Pensions Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn from Commercial Aircraft Designers (2008) (20)
Pricing Frameworks for Securitization of Mortality Risk 1 (2004) (20)
The Costs of Inflation and Disinflation (1994) (20)
The invisible hand and the evolution of the monetary system (2002) (19)
Is Banking a Natural Monopoly (1992) (19)
Default Funds in U.K. Defined-Contribution Plans (corrected) (2007) (19)
Estimating Value at Risk: A Subjective Approach (2000) (18)
U.S. CORE INFLATION: A WAVELET ANALYSIS (2010) (18)
Market Risk Reporting by the World's Top Banks: Evidence on the Diversity of Reporting Practice and the Implications for Accounting Harmonisation (2008) (17)
Re-Examining the Case for Government Deposit Insurance: Reply (1993) (16)
Copulas and Coherence (2005) (16)
Phantoms Never Die: Living with Unreliable Mortality Data (2014) (16)
Risk management in the UK insurance industry: the changing state of practice (2008) (15)
Competition And Finance (1996) (15)
Central Bank Stress Tests: Mad, Bad, and Dangerous (2015) (14)
Financial risks and the Pension Protection Fund: Can it survive them? (2007) (14)
Current Issues in Financial and Monetary Economics (1992) (14)
Qualitative Dimensions in Finance and Risk Management Research (2004) (13)
Copulas in Macroeconomics (2008) (13)
PI-0604 Survivor Swaps (2006) (13)
Estimating Financial Risk Measures for Futures Positions: A Non-Parametric Approach (2009) (13)
Math Gone Mad: Regulatory Risk Modeling by the Federal Reserve (2014) (13)
High performance computing - RISC architectures, optimization and benchmarks (2. ed.) (1993) (13)
FOMC Forecasts of Macroeconomic Risks (2004) (12)
The Valuation of No-Negative Equity Guarantees and Equity Release Mortgages (2019) (12)
Deposit Insurance: A Skeptical View (1993) (12)
Financial risk management for management accountants: Society of Management Accountants Canada, American Institute of Certified Public Accountants and Chartered Institute of Management Accountants (2009) (12)
The GDP fan charts: an empirical evaluation (2008) (12)
Anarchy, Warfare, and Social Order: Comment on Hirshleifer (1997) (12)
A Rule to Stabilize the Price Level (1995) (11)
Free banking in Australia (1992) (11)
Back‐Testing Market Risk Models (2012) (11)
CBDX: a workhorse mortality model from the Cairns–Blake–Dowd family (2020) (11)
Retrospective Assessment of Value at Risk (2006) (11)
A New Model of the Gold Standard (1993) (11)
The Evolution of Central Banking in England, 1821–90 (1991) (10)
Option Clauses and Bank Suspension (1991) (10)
Options on Normal Underlyings with an Application to the Pricing of Survivor Swaptions (2009) (10)
Revisiting variance gamma pricing : an application to S&P500 index options (2015) (10)
Money and the Market: Essays on Free Banking (2001) (10)
CREDIBILITY AT RISK? THE ACCOUNTING PROFESSION, RISK REPORTING AND THE RISE OF VaR (2004) (10)
DID CENTRAL BANKS EVOLVE NATURALLY? A REVIEW ESSAY OF CHARLES GOODHART'S THE EVOLUTION OF CENTRAL BANKS (1990) (10)
US banking in the ‘free banking’ period (1992) (9)
Deflating the productivity norm (1995) (9)
Caveat Venditor: The brave new world of auto-enrolment should be governed by the principle of seller not buyer beware (2012) (9)
Longevity Risk and Hedging Solutions (2012) (9)
Validating multiple-period density-forecasting models (2007) (9)
The Case against a European Central Bank (1989) (8)
The Mechanics of Indirect Convertibility (1995) (8)
PI-0801 A Framework for Forecasting Mortality Rates with an Application to Six Stochastic Mortality Models (2010) (8)
The Structure of the Banking Industry (1996) (7)
Money and banking: the American experience (1996) (7)
The regulation of bank capital adequacy (1997) (7)
Designing a Defined-Contribution Plan: What to Learn from Aircraft Designers (2009) (7)
Monte Carlo Simulation Methods (2013) (7)
THE EMERGENCE OF FIAT MONEY : A RECONSIDERATION (2001) (7)
THE ANALYTICS OF BIMETALLISM (1996) (6)
The Tail Risks of FX Return Distributions: A Comparison of the Returns Associated with Limit Orders and Market Orders (2007) (6)
The Euro – The Beginning, the Middle...and the End? (2013) (6)
Printed in U.S.A (2000) (6)
Exponential Spectral Risk Measures (2007) (6)
The Stakeholder Pension Lottery: An Analysis of the Default Funds in UK Stakeholder Pension Schemes (2004) (6)
Evaluating the Precision of Estimators of Quantile-Based Risk Measures (2007) (6)
Does Europe Need a Federal Reserve System (1990) (6)
The New Zealand Monetary Policy Experiment—A Preliminary Assessment (1994) (6)
The Coming Fiat Money Cataclysm and the Case for Gold (2012) (5)
Evaluating the Hard ECU (1991) (5)
Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (2019) (5)
A Superfluous Petroleum Reserve? (2005) (5)
Completing the Survivor Derivatives Market: A General Pricing Framework (2009) (5)
The Swedish Inflation Fan Charts: An Evaluation of the Riksbank?s Inflation Density Forecasts (2004) (5)
A moments-based procedure for evaluating risk forecasting models (2008) (5)
VfM: Assessing Value for Money in Defined Contribution Default Funds (2014) (5)
The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts (2007) (5)
COMPLETING THE SURVIVOR DERIVATIVES MARKET (2007) (5)
Default Funds in UK Defined Contribution Pension Plans (2007) (5)
The Gibson paradox and the Gold Standard: evidence from the United Kingdom, 1821-1913 (2000) (5)
How Should Financial Markets Be Regulated (2014) (5)
Learning the Right Lessons from the Financial Crisis (2016) (5)
The evolution of central banking in England: a reply to my critics (1996) (4)
Backtesting the RPIX inflation fan charts (2007) (4)
From excess stimulus to monetary mayhem. (2017) (4)
SURVIVOR BONDS: A COMMENT ON BLAKE AND (2003) (4)
Intra-Day Seasonality in Foreign Exchange Market Transactions (2010) (4)
What Should Be Done About the Underfunding of Defined Benefit Pension Schemes? A Case Study of Ireland (2012) (4)
Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures (2006) (4)
Consumer demand, ‘full income’ and real wages (1992) (4)
Fiscal Fan Charts: A Tool for Assessing Member States' (Likely?) Compliance with EU Fiscal Rules (2013) (3)
The Case for Free Banking (1990) (3)
Introduction : The experience of free banking (1992) (3)
Using Order Statistics to Estimate Confidence Intervals for Quantile-Based Risk Measures (2010) (3)
Backtesting market risk models in a standard normality framework (2007) (3)
The war on cash is about much more than cash (2019) (3)
Against Helicopter Money (2018) (3)
How profitable are Equity Release Mortgages? (2020) (3)
COSTLY VERIFICATION AND BANKING (1996) (3)
The Apotheosis of the Rentier: How Napoleonic War Finance Kick-Started the Industrial Revolution (2018) (3)
Taking the Long View (2009) (3)
Would a Higher Fiscal Deficit Stimulate the Economy (1987) (3)
Disaggregate supply: evidence for the UK (1989) (3)
OPTIONS ON NORMAL UNDERLYINGS (2007) (3)
Book Review: The New Financial Order: Risk in the 21st Century (2003) (3)
British Multinational Banking 1830–1990 . By Geoffrey Jones. Oxford: Clarendon Press, 1993. Pp. xiv, 511. $69.00, cloth. (1994) (2)
Personal Property against Economic Centralism (1987) (2)
Good Practice Principles in Modelling Defined Contribution Pension Plans (2013) (2)
Spectral Risk Measures and the Choice of Risk Aversion Function (2007) (2)
Money and the Nation State (2020) (2)
Financial Stability Without Central Banks (2018) (2)
The Viability of an "Indirectly Convertible" Gold Standard: Reply (1993) (2)
Back-Testing Market Risk Models (2008) (2)
Using the Bully Pulpit: The Hidden Violence of Bullying in Our Schools (2015) (2)
A Trade Policy for a Brexited Britain (2017) (2)
Monetary freedom and monetary stability (1996) (2)
Book Review: The Rationale of Central Banking and the Free Banking (1991) (2)
Centre for Risk & Insurance Studies (2007) (2)
Extrapolating VaR by the Square-Root Rule (2011) (2)
Money and the Market: What Role fir Government? (1993) (2)
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements (2006) (2)
The Coming Fiat Money Cataclysm - and After (2011) (1)
US banking in the ‚Äòfree banking‚Äô period (1992) (1)
Estimating Market Risk Measures: An Introduction and Overview (2013) (1)
Financial Instability in a "Directly Convertible" Gold Standard* (1991) (1)
Margin Setting and Extreme Value Theory (2016) (1)
On the Projection of Mortality Rates to Extreme Old Age (2019) (1)
Modern Financial Theory's Hideous Flaws (2012) (1)
Value‐at‐Risk (2006) (1)
Arbitrage Problems with Reflected Geometric Brownian Motion (2022) (1)
Parametric Approaches (II): Extreme Value (2013) (1)
The demand for non-durable goods and endogenous labour supply (1992) (1)
PI-0605 The Impact of Occupation and Gender on Pensions from Defined Contributions Plans (2007) (1)
The Distribution of Future Annuity Prices under Interest-Rate and Longevity Risks (2008) (1)
The Monetary Economics of Henry Meulen (1992) (1)
Are free markets the cause of financial instability? (2000) (1)
PI-06 17 Longevity Bonds : Financial Engineering , Valuation and Hedging (2006) (1)
No stress III : the flaws in the Bank of England's 2016 stress tests. (2017) (1)
A note on the demand for non-durable goods (1991) (1)
Hedging Pension Risks with the Age-Period-Cohort Two-Population Gravity Model (2020) (1)
Longevity hedge eﬀectiveness: a decomposition (2019) (1)
The gold standard, Gibson's paradox and the gold stock* (1993) (1)
Temporal dependence in multi-step density forecasting models (2007) (1)
Parametric Approaches (I) (2013) (1)
A Simple Approach to Project Extreme Old Age Mortality Rates and Value Mortality-Related Financial Instruments (2019) (1)
Non‐parametric Approaches (2013) (1)
Models of banking instability (1996) (1)
C. A. E. Goodhart, The Central Bank and the Financial System (Basingstoke and London: Macmillan, 1995. 528 pp. £17.50) (1997) (0)
Theoretical Foundations of Modern Finance (2012) (0)
PI-0712 Survivor Derivatives : A Consistent Pricing Framework (2009) (0)
A free retail investment market (1999) (0)
The tail risks of FX return distributions : a comparison of the returns associated with limit orders and orders (0)
Estimating Liquidity Risks (2012) (0)
The Economics of the Unit of Account (1996) (0)
See and be Seen: How can Bank Auditors Prove their Worth? (2009) (0)
Papers from Actuarial Journals Worldwide (2003) (0)
Derivatives and Other Disasters (2012) (0)
Greater Visibility will Boost Confidence in Auditors (2009) (0)
Are CoCo Bonds Suitable as Core Capital Instruments? (2020) (0)
THE OPTIMAL EXTRACTION OF A PRIVATELY OWNED RENEWABLE RESOURCE (2017) (0)
Exponential Spectral Risk Management (2007) (0)
tail risks of return distributions : a comparison of the returns associated with limit orders and market orders (2017) (0)
Price-level Optimality (1996) (0)
Extreme spectral risk measures : an application to clearinghouse (0)
Bubble, Bust, and Panic (2012) (0)
Estimating the Failure Probabilities of Financial Institutions: A Simple Approach (2001) (0)
Estimating nancial risk measures for futures positions: a non-parametric (2007) (0)
Option pricing under non-normality: a comparative analysis (2012) (0)
Mutual-fund Intermediaries (1996) (0)
Recent Models of Banking Instability (1996) (0)
A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme (2022) (0)
Forecasting Inflation: The Inflation 'Fan Charts' (2015) (0)
PI-0701 A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States (2007) (0)
Incremental and Component Risks (2013) (0)
U.S. Decapitalization, Easy Money, and Asset Price Cycles (2011) (0)
Risk Management: Daft Theory, Dodgy Practice (2012) (0)
Financial and Monetary Reform (1996) (0)
Estimating risk models (2007) (0)
Monometallic, Bimetallic and Related Monetary Standards (1996) (0)
Beyond the Monetarists: Post-Keynesian Alternatives to Rampant Inflation, Low Growth and High Unemployment (1982) (0)
Using Futures Prices to Control Inflation: Reply to Garrison and White (2000) (0)
A general framework for analysing the mortality experience of a large portfolio of lives: with an application to the UK universities superannuation scheme (2022) (0)
Back to the Future - A New Vision of Finance (2012) (0)
Enhancing annuities with equity (2001) (0)
Frank Decker On Unstable Free Banking And The Stable Competitive Issue Of Irredeemable Currency: Comment: Frank Decker On Unstable Free Banking And The Stable Competitive Issue Of Irredeemable Currency: Comment (2018) (0)
Projecting Mortality Rates to Extreme Old Age with the CBDX Model (2022) (0)
The Misguided Drive toward European Monetary Union (2020) (0)
Assessing the Pre‐Commitment Approach to Bank Capital Regulation (2002) (0)
A simple model of macroeconomic policy (1989) (0)
And Wall Street Metamorphoses (2012) (0)
Extreme global equity market risk (2011) (0)
Title U.S. core inflation : a wavelet analysis (2016) (0)
The Slope Down Which We're Heading (2012) (0)
Blueprint for reform. (2012) (0)
The Mechanics of Convertibility (1996) (0)
which way for euro‐money reform? (1991) (0)
Commodity-basket Monetary Standards (1996) (0)
Michael D. Bordo and Capie Forrest (eds), Monetary Regimes in Transition (Cambridge: Cambridge University Press, 1994. 394 pp. £40/$59.95)--- Either ISSN or Journal title must be supplied. (1995) (0)
Modern Finance Captures Wall Street (2012) (0)
How Strong Are British Banks? And Can They Pass the Covid-19 Stress Test? (2021) (0)
The US banking crisis: the way out (1996) (0)
Detecting and Quantifying Crypto Wash Trading (2022) (0)
Bilateral Financial Contracts (1996) (0)
Optimal Investment Strategies in Defined Contribution Pension Plans (2011) (0)
Did central banks evolve naturally (1996) (0)
Accounting for Value at Risk in Financial Institutions' Portfolios (2000) (0)
Can UK Banks Pass the COVID-19 Stress Test? (2020) (0)
Money and the Market (2014) (0)
JFSR Referees 2013 (2014) (0)
(UBS Pensions series 17) Long-Term Value at Risk (2003) (0)
Lessons from Past Financial Crises (2012) (0)
Reawakening the Inflationary Monster: U.S. Monetary Policy and the Federal Reserve (2011) (0)
PI-1106 Longevity Hedge Effectiveness : A Decomposition (2010) (0)
Mapping Positions to Risk Factors (2013) (0)
High performance computing - RISC architectures, optimization and benchmarks (1993) (0)
The value of time hypothesis and the demand for money: some new evidence for the UK (1990) (0)
The Math of Proper Risk Management (2012) (0)
the myths of anti-smoking (1991) (0)
Forecasting Volatilities, Covariances and Correlations (2013) (0)
Why Financial Intermediaries Exist (1996) (0)
1 Exponential Spectral Risk Measures By (2007) (0)
Capital Structure and Corporate Financial Policy (1996) (0)
Introduction: Current Issues in Financial and Monetary Economics (1992) (0)
Media of Exchange and Payment Systems (1996) (0)
Centre for Risk & Insurance Studies enhancing the understanding of risk and insurance Survivor Swaps (2004) (0)
The risks of return distributions : a comparison of the with and (2017) (0)
Spectral risk measures with an application to clearinghouse (0)
Discounting the Discounted Projection Approach (2021) (0)
Measures of financial risk (2007) (0)
Government Meddling in the Financial System (2012) (0)
PensionMetrics: Designing defined-contribution pension plans (2005) (0)
Lessons to Take Away (2012) (0)
The tail risks of FX return distributions : a comparison of the returns associated with limit and market orders (0)
Intra-Day Seasonality in Foreign Market Transactions (2011) (0)
The Real World Becomes Modern Finance-friendly (2012) (0)
Applications of Stochastic Risk Measurement Methods (2013) (0)
The Rise of Value at Risk (2013) (0)
Estimating Options Risk Measures (2013) (0)
PI-1001 Bayesian Stochastic Mortality Modelling for Two Populations (2009) (0)

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What Schools Are Affiliated With Kevin M. Dowd?

Kevin M. Dowd is affiliated with the following schools:

Kevin M. Dowd's Academic­Influence.com Rankings

Kevin M. Dowd's Degrees

Similar Degrees You Can Earn

Why Is Kevin M. Dowd Influential?

Kevin M. Dowd's Published Works

Published Works

What Schools Are Affiliated With Kevin M. Dowd?

Kevin M. Dowd's AcademicInfluence.com Rankings