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Publications

by members of

University of Nottingham → Business School → Centre for Risk and Insurance Studies

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2010

  1. Kevin Dowd & Margaret Woods & John Cotter & Chris Humphrey, 2010, "How Unlucky is 25-Sigma?," Working Papers, Geary Institute, University College Dublin, number 200838, Apr.

2007

  1. Cotter, John & Dowd, Kevin, 2007, "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," MPRA Paper, University Library of Munich, Germany, number 3493.
  2. Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
  3. Cotter, John & Dowd, Kevin, 2007, "Exponential Spectral Risk Measures," MPRA Paper, University Library of Munich, Germany, number 3499.
  4. Cotter, John & Dowd, Kevin, 2007, "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 3503.
  5. Cotter, John & Dowd, Kevin, 2007, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," MPRA Paper, University Library of Munich, Germany, number 3504.

2006

  1. Cotter, John & Dowd, Kevin, 2006, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," MPRA Paper, University Library of Munich, Germany, number 3495.
  2. Cotter, John & Dowd, Kevin, 2006, "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper, University Library of Munich, Germany, number 3520.
  3. Cotter, JOhn & Dowd, Kevin, 2006, "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper, University Library of Munich, Germany, number 3505.
  4. Cotter, John & Blake, David & Dowd, Kevin, 2006, "Financial Risks and the Pension Protection Fund: Can it Survive Them?," MPRA Paper, University Library of Munich, Germany, number 3498.

2003

  1. Andrew Cairns & Kevin Dowd, 2003, "(UBS Pensions series 17) Long-Term Value at Risk," FMG Discussion Papers, Financial Markets Group, number dp468, Sep.

Journal articles

2017

  1. Mark Billings & Christopher O’Brien & Margaret Woods & Dev Vencappa, 2017, "Discretion in accounting for pensions under IAS 19: using the ‘magic telescope’?," Accounting and Business Research, Taylor & Francis Journals, volume 47, issue 2, pages 123-143, February, DOI: 10.1080/00014788.2016.1205967.

2016

  1. O’Brien, C. D. & Gallagher, G. A. & Green, R. J. & Hughes, D. W. & Liang, F. & Robinson, S. A. & Simmons, P. & Tay, A. J. W. H., 2016, "The roles of actuaries in UK life offices: changes and challenges," British Actuarial Journal, Cambridge University Press, volume 21, issue 1, pages 134-164, March.

2013

  1. Margaret Woods, 2013, "I am the very model of a special purpose vehicle," Accounting, Auditing & Accountability Journal, Emerald Group Publishing Limited, volume 26, issue 2, pages 346-346, February, DOI: 10.1108/09513571311306528.

2012

  1. O'Brien, C. D., 2012, "Equity between with-profits policyholders and shareholders," British Actuarial Journal, Cambridge University Press, volume 17, issue 2, pages 435-474, July.
  2. Foroughi, K. & Barnard, C. R. & Bennett, R.W. & Clay, D. K. & Conway, E. L. & Corfield, S. R. & Coughlan, A. J. & Harrison, J. S. & Hibbett, G. J. & Kendix, I. V. & Lanari-Boisclair, M. & O’ Brien, C., 2012, "Insurance accounting: a new era?," British Actuarial Journal, Cambridge University Press, volume 17, issue 3, pages 562-615, September.
  3. Christopher O'Brien & Paul Fenn, 2012, "Mutual life insurers: Origins and performance in pre-1900 Britain," Business History, Taylor & Francis Journals, volume 54, issue 3, pages 325-345, June, DOI: 10.1080/00076791.2011.638483.

2011

  1. Christopher O'Brien, 2011, "The origins and originators of early statistical societies: a comparison of Liverpool and Manchester," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 174, issue 1, pages 51-62, January.
  2. Margaret Woods, 2011, "A Commentary on ‘Contextualizing the Intermediate Financial Accounting Courses in the Financial Global Crisis’," Accounting Education, Taylor & Francis Journals, volume 20, issue 5, pages 525-528, October, DOI: 10.1080/09639284.2011.614441.
  3. Christopher Humphrey & Asad Kausar & Anne Loft & Margaret Woods, 2011, "Regulating Audit beyond the Crisis: A Critical Discussion of the EU Green Paper," European Accounting Review, Taylor & Francis Journals, volume 20, issue 3, pages 431-457, June, DOI: 10.1080/09638180.2011.597201.

2010

  1. Christopher O'Brien, 2010, "Insurance Regulation and the Global Financial Crisis: A Problem of Low Probability Events," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 35, issue 1, pages 35-52, January.

2009

  1. O'Brien, C. D., 2009, "The U.K. With-Profits Life Insurance Industry: A Market Analysis," British Actuarial Journal, Cambridge University Press, volume 15, issue 3, pages 747-777, September.
  2. Paul J M Klumpes & Christopher D O'Brien & Andres Reibel, 2009, "International Diversity in Measuring the Fair Value of Life Insurance Contracts*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 34, issue 2, pages 197-227, April.
  3. Humphrey, Christopher & Loft, Anne & Woods, Margaret, 2009, "The global audit profession and the international financial architecture: Understanding regulatory relationships at a time of financial crisis," Accounting, Organizations and Society, Elsevier, volume 34, issue 6-7, pages 810-825, August.

2008

  1. Fenn, Paul & Vencappa, Dev & Diacon, Stephen & Klumpes, Paul & O'Brien, Chris, 2008, "Market structure and the efficiency of European insurance companies: A stochastic frontier analysis," Journal of Banking & Finance, Elsevier, volume 32, issue 1, pages 86-100, January.
  2. Kevin Dowd & David L. Bartlett & Mark Chaplin & Patrick Kelliher & Chris O'Brien, 2008, "Risk management in the UK insurance industry: the changing state of practice," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 3, issue 1, pages 5-23.
  3. Margaret Woods & Kevin Dowd & Christopher Humphrey, 2008, "The value of risk reporting: a critical analysis of value-at-risk disclosures in the banking sector," International Journal of Financial Services Management, Inderscience Enterprises Ltd, volume 3, issue 1, pages 45-64.

2007

  1. Dowd, Kevin, 2007, "Too good to be true? The (In)credibility of the UK inflation fan charts," Journal of Macroeconomics, Elsevier, volume 29, issue 1, pages 91-102, March.
  2. Chris O'Brien, 2007, "Accounting for risky liabilities: evidence from UK pension plans," International Journal of Accounting, Auditing and Performance Evaluation, Inderscience Enterprises Ltd, volume 4, issue 3, pages 286-304.

2006

  1. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006, "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 5, pages 843-877, May.
  2. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David, 2006, "Mortality-dependent financial risk measures," Insurance: Mathematics and Economics, Elsevier, volume 38, issue 3, pages 427-440, June.
  3. Cotter, John & Dowd, Kevin, 2006, "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3469-3485, December.
  4. Chris O'Brien, 2006, "The Downfall of Equitable Life in the United Kingdom: The Mismatch of Strategy and Risk Management," Risk Management and Insurance Review, American Risk and Insurance Association, volume 9, issue 2, pages 189-204, September, DOI: j.1540-6296.2006.00093.x.

2004

  1. Margaret Woods & David Marginson, 2004, "Accounting for derivatives: An evaluation of reporting practice by UK banks," European Accounting Review, Taylor & Francis Journals, volume 13, issue 2, pages 373-390, DOI: 10.1080/0963818032000138215.

2003

  1. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003, "Pensionmetrics 2: stochastic pension plan design during the distribution phase," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 1, pages 29-47, August.
  2. Chris O'Brien, 2003, "The Regulation Of Life Assurers In A Low Solvency Environment: The Uk Experience," Economic Affairs, Wiley Blackwell, volume 23, issue 3, pages 16-20, September, DOI: 10.1111/1468-0270.00425.

2002

  1. O'Brien, C.D., 2002, "Guaranteed Annuity Options: Five Issues for Resolution," British Actuarial Journal, Cambridge University Press, volume 8, issue 3, pages 593-629, August.
  2. S R Diacon & K Starkey & C O'Brien, 2002, "Size and Efficiency in European Long–term Insurance Companies: An International Comparison," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 27, issue 3, pages 444-466, July.

2001

  1. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2001, "Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase," Insurance: Mathematics and Economics, Elsevier, volume 29, issue 2, pages 187-215, October.

2000

  1. Dowd, Kevin, 2000, "Using Futures Prices to Control Inflation: Reply to Garrison and White," Journal of Money, Credit and Banking, Blackwell Publishing, volume 32, issue 1, pages 142-145, February.
  2. Dowd, Kevin, 2000, "Adjusting for risk:: An improved Sharpe ratio," International Review of Economics & Finance, Elsevier, volume 9, issue 3, pages 209-222, July.

1999

  1. O'Brien, C.D., 1999, "A Sense of Security: 150 Years of Prudential. By Laurie Dennett (Granta Editions, 1998)," British Actuarial Journal, Cambridge University Press, volume 5, issue 2, pages 465-466, June.

1997

  1. Chappell, David & Dowd, Kevin, 1997, "A Simple Model of the Gold Standard," Journal of Money, Credit and Banking, Blackwell Publishing, volume 29, issue 1, pages 94-105, February.
  2. Dowd, Kevin, 1997, "Anarchy, Warfare, and Social Order: Comment on Hirshleifer," Journal of Political Economy, University of Chicago Press, volume 105, issue 3, pages 648-651, June, DOI: 10.1086/262087.

1996

  1. Dowd, Kevin, 1996, "Costly Verification and Banking," Oxford Economic Papers, Oxford University Press, volume 48, issue 4, pages 601-617, October.
  2. Dowd, Kevin, 1996, "The Analytics of Bimetallism," The Manchester School of Economic & Social Studies, University of Manchester, volume 64, issue 3, pages 281-297, September.
  3. Dowd, Kevin, 1996, "The Case for Financial Laissez-Faire," Economic Journal, Royal Economic Society, volume 106, issue 436, pages 679-687, May.
  4. Dowd, Kevin, 1996, "Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply," Economic Journal, Royal Economic Society, volume 106, issue 436, pages 635-636, May.

1995

  1. Dowd, Kevin, 1995, "The Mechanics of Indirect Convertibility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 1, pages 67-88, February.
  2. Dowd, Kevin, 1995, "Deflating the productivity norm," Journal of Macroeconomics, Elsevier, volume 17, issue 4, pages 717-732.

1994

  1. Dowd, Kevin, 1994, "Competitive Banking, Bankers' Clubs, and Bank Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 26, issue 2, pages 289-308, May.
  2. Dowd, Kevin, 1994, "A Proposal to End Inflation," Economic Journal, Royal Economic Society, volume 104, issue 425, pages 828-840, July.

1993

  1. Kevin Dowd & Anthony A. Sampson, 1993, "A New Model of the Gold Standard," Canadian Journal of Economics, Canadian Economics Association, volume 26, issue 2, pages 380-391, May.
  2. Dowd, Kevin & Greenaway, David, 1993, "Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas," Economic Journal, Royal Economic Society, volume 103, issue 420, pages 1180-1189, September.

1992

  1. Dowd, Kevin, 1992, "The Monetary Economics of Henry Meulen," Journal of Money, Credit and Banking, Blackwell Publishing, volume 24, issue 2, pages 173-183, May.
  2. Dowd, Kevin, 1992, "Optimal Financial Contracts," Oxford Economic Papers, Oxford University Press, volume 44, issue 4, pages 672-693, October.
  3. Dowd, Kevin, 1992, "Consumer Demand, 'Full Income' and Real Wages," Empirical Economics, Springer, volume 17, issue 3, pages 333-345.
  4. Dowd, Kevin, 1992, "Models of Banking Instability: A Partial Review of the Literature," Journal of Economic Surveys, Wiley Blackwell, volume 6, issue 2, pages 107-132.

1991

  1. Dowd, Kevin, 1991, "A note on the demand for non-durable goods," Journal of Macroeconomics, Elsevier, volume 13, issue 3, pages 543-551.
  2. C D O'Brien, 1991, "Measuring the Output of Life Assurance Companies*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 16, issue 2, pages 207-235, April.

1990

  1. Dowd, Kevin, 1990, "The Value of Time and the Transactions Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, volume 22, issue 1, pages 51-64, February.
  2. Dowd, Kevin, 1990, "Did Central Banks Evolve Naturally? A Review Essay of Charles Goodhart's The Evolution of Central Banks," Scottish Journal of Political Economy, Scottish Economic Society, volume 37, issue 1, pages 97-104, February.

1989

  1. Chappell, David & Dowd, Kevin, 1989, "A simple model of macroeconomic policy," Economic Modelling, Elsevier, volume 6, issue 4, pages 447-451, October.

1987

  1. K Alec Chrystal & Kevin Dowd, 1987, "Would a higher fiscal deficit stimulate the economy?," Fiscal Studies, Institute for Fiscal Studies, volume 8, issue 1, pages 17-23, February.

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