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subject:"Risk model"
~isPartOf:"Economic modelling"
~isPartOf:"Scandinavian actuarial journal"
~person:"Sherris, Michael"
~subject:"Risk management"
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Risk model
Risk management
Mortality
4
Risikomodell
4
Sterblichkeit
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Life insurance
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longevity risk
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stochastic mortality
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activities of daily livings
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arbitrage-free Nelson-Siegel model
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basis risk
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graphical risk metric
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Sherris, Michael
Constantinescu, Corina
4
Zhang, Zhimin
4
Cheung, Eric C. K.
3
Jiang, Zhengjun
3
Kleinow, Torsten
3
Macdonald, Angus
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Yang, Hailiang
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Araichi, Sawssen
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Belkacem, Lotfi
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2
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2
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1
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1
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1
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1
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1
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Economic modelling
Scandinavian actuarial journal
Insurance / Mathematics & economics
7
UNSW Australian School of Business Research Paper
5
UNSW Business School Research Paper
4
Working paper
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Astin bulletin : the journal of the International Actuarial Association
2
Risks : open access journal
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Applied mathematical finance
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Journal of economic literature
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Recreating sustainable retirement : resilience, solvency, and tail risk
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ECONIS (ZBW)
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An innovative design of flexible, bequest-enhanced life annuity with natural hedging
Zhou, Yuxin
;
Sherris, Michael
;
Ziveyi, Jonathan
;
Xu, Mengyi
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 488-509
Persistent link: https://www.econbiz.de/10013370711
Saved in:
2
Cohort and value-based multi-country longevity risk management
Sherris, Michael
;
Xu, Yajing
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
2020
(
2020
)
7
,
pp. 650-676
Persistent link: https://www.econbiz.de/10012313720
Saved in:
3
Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang
;
Sherris, Michael
- In:
Scandinavian actuarial journal
(
2018
)
4
,
pp. 294-327
Persistent link: https://www.econbiz.de/10011881099
Saved in:
4
Product pricing and solvency capital requirements for long-term care insurance
Shao, Adam W.
;
Sherris, Michael
;
Fong, Joelle H.
- In:
Scandinavian actuarial journal
(
2017
)
2
,
pp. 175-208
Persistent link: https://www.econbiz.de/10011772082
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