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~isPartOf:"Insurance / Mathematics & economics"
~person:"Sherris, Michael"
~person:"Shubik, Martin"
~subject:"Longevity risk"
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Longevity risk
Mortality
14
Sterblichkeit
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Lebensversicherung
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Life insurance
9
Risikomodell
7
Risk model
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Theory
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Altersvorsorge
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Private Altersvorsorge
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Private retirement provision
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Risikomanagement
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Risk management
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Hedging
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Risiko
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Risk
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Elderly people
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Multivariate Analyse
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Multivariate analysis
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Statistical distribution
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Ältere Menschen
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Domestic care
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Option pricing theory
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Optionspreistheorie
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Parameter risk
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Sherris, Michael
Shubik, Martin
Li, Johnny Siu-Hang
4
Liu, Yanxin
4
El Karoui, Nicole
3
Loisel, Stéphane
3
Blake, David
2
Börger, Matthias
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Haberman, Steven
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Lin, Tzuling
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Regis, Luca
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Schupp, Johannes
2
Wang, Hsin Chung
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Ai, Jing
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Alai, Daniel H.
1
Balasooriya, Uditha
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Bensusan, Harry
1
Bertschi, Ljudmila
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Boonen, Tim J.
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Boumezoued, Alexandre
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Chan, Wai-Sum
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D'Amato, Valeria
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Insurance / Mathematics & economics
Insurance: Mathematics and Economics
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Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
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
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
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