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~isPartOf:"Insurance / Mathematics & economics"
~person:"Guillén, Montserrat"
~person:"Sherris, Michael"
~person:"Shubik, Martin"
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Guillén, Montserrat
Sherris, Michael
Shubik, Martin
Young, Virginia R.
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Insurance / Mathematics & economics
Cowles Foundation Discussion Papers
226
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Insurance: Mathematics and Economics
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ECONIS (ZBW)
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OLC EcoSci
24
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21
The determinants of mortality heterogeneity and implications for pricing annuities
Meyricke, Ramona
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 379-387
Persistent link: https://www.econbiz.de/10010175072
Saved in:
22
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:
23
A multivariate Tweedie lifetime model : censoring and truncation
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 203-213
Persistent link: https://www.econbiz.de/10011398009
Saved in:
24
Less is more : increasing retirement gains by using an upside terminal wealth constraint
Donnelly, Catherine
;
Gerrard, Russell
;
Guillén, Montserrat
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 259-267
Persistent link: https://www.econbiz.de/10011398052
Saved in:
25
Heterogeneity of Australian population mortality and implications for a viable life annuity market
Su, Shu
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 322-333
Persistent link: https://www.econbiz.de/10010011614
Saved in:
26
GlueVaR measures in capital allocation applications
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 132-137
Persistent link: https://www.econbiz.de/10010437586
Saved in:
27
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:
28
A survey of personalized treatment models for pricing strategies in insurance
Guelman, Leo
;
Guillén, Montserrat
;
Pérez-Marín, Ana M.
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 68-76
Persistent link: https://www.econbiz.de/10010437628
Saved in:
29
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:
30
Bringing cost transparency to the life annuity market
Donnelly, Catherine
;
Guillén, Montserrat
;
Nielsen, …
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 14-27
Persistent link: https://www.econbiz.de/10010385045
Saved in:
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