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Continuous-time multi-cohort mortality modelling with affine processes
Xu, Yajing; Sherris, Michael; Ziveyi, Jonathan - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 526-552
Persistent link: https://www.econbiz.de/10012262753
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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
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Forecasting disability : application of a frailty model
Fong, Joelle; Sherris, Michael; Yap, James - In: Scandinavian actuarial journal (2017) 2, pp. 125-147
Persistent link: https://www.econbiz.de/10011771992
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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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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
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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
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Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - In: Scandinavian actuarial journal 2022 (2022) 7, pp. 591-626
Persistent link: https://www.econbiz.de/10013370726