Professor David Blake, Director, Pensions Institute, City University of London
Professor David Blake is Director of the Pensions Institute at City University of London, and chairman of Square Mile Consultants, a training and research consultancy. He is also: co-designer of the PensionMetrics life-cycle financial planning software; co-author of the A2Risk attitude to risk questionnaire; co-inventor of the Cairns-Blake-Dowd stochastic mortality model; and co-founder with JPMorgan of the LifeMetrics Indices.
In 2014, he was appointed Chair of the Independent Review of Retirement Income. Its report We Need a National Narrative: Building a Consensus around Retirement Income was published in March 2016 (pensions-institute.org/IRRIReport.pdf).
He won the 2016 Robert I. Mehr Award for "A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration" (with Andrew J. G. Cairns and Kevin Dowd) published in the December 2006 issue of the Journal of Risk and Insurance, the journal of the American Risk and Insurance Association. This Award is presented each year for the paper published in the JRI ten years before that has best stood the test of time. This paper is the most cited paper of all time in the JRI. He has a PhD from LSE.