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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Risk management and insurance review"
~person:"Sherris, Michael"
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Search: subject_exact:"Versicherungstechnisches Risiko"
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Mortality
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Life insurance
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Sherris, Michael
Cheung, Eric C. K.
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Denuit, Michel
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Gatzert, Nadine
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Landriault, David
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Li, Johnny Siu-Hang
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Trufin, Julien
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Asimit, Alexandru V.
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Bohnert, Alexander
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Boonen, Tim J.
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Cai, Jun
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Chen, An
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Chen, Yiqing
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De Waegenaere, Anja
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Devolder, Pierre
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Lefevre, Claude
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Li, Bin
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Li, Shuanming
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Insurance / Mathematics & economics
Journal of banking & finance
Risk management and insurance review
UNSW Australian School of Business Research Paper
5
Scandinavian actuarial journal
4
UNSW Business School Research Paper
4
Working paper
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Astin bulletin : the journal of the International Actuarial Association
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Risks : open access journal
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Applied mathematical finance
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Recreating sustainable retirement : resilience, solvency, and tail risk
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ECONIS (ZBW)
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1
Insuring longevity risk and long-term care : bequest, housing and liquidity
Xu, Mengyi
;
Alonso-García, Jennifer
;
Sherris, Michael
; …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 121-141
Persistent link: https://www.econbiz.de/10014317139
Saved in:
2
Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
Shao, Adam W.
;
Hanewald, Katja
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 76-90
Persistent link: https://www.econbiz.de/10011349848
Saved in:
3
Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities
Fung, Man Chung
;
Ignatieva, Ekaterina
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 103-115
Persistent link: https://www.econbiz.de/10010437618
Saved in:
4
Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
Saved in:
5
Consistent dynamic affine mortality models for longevity risk applications
Blackburn, Craig
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 64-73
Persistent link: https://www.econbiz.de/10009785421
Saved in:
6
Individual post-retirement longevity risk management under systematic mortality risk
Hanewald, Katja
;
Piggott, John
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 87-97
Persistent link: https://www.econbiz.de/10009718994
Saved in:
7
Longevity risk management for life and variable annuities : the effectiveness of static hedging using longevity bonds and derivatives
Nga, Andrew
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 100-114
Persistent link: https://www.econbiz.de/10009157434
Saved in:
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