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To borrow or insure? : long term care costs and the impact of housing
Shao, Adam W.; Chen, Hua; Sherris, Michael - In: Insurance / Mathematics & economics 85 (2019), pp. 15-34
Persistent link: https://www.econbiz.de/10011990592
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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
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Insuring longevity risk and long-term care : bequest, housing, and liquidity
Xu, Mengyi; Alonso-García, Jennifer; Sherris, Michael; … - 2022
Persistent link: https://www.econbiz.de/10013503805
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Securitization, structuring and pricing of longevity risk
Wills, Samuel (contributor); Sherris, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741032
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Integrating financial and demographic longevity risk models : an Australian model for financial applications/ Samuel Wills and Michael Sherris
Wills, Samuel (contributor); Sherris, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741036
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Securitization, structuring and pricing of longevity risk
Wills, Samuel; Sherris, Michael - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
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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
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Modelling mortality with common stochastic long-run trends
Arnold-Gaille, Séverine; Sherris, Michael - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 595-621
Persistent link: https://www.econbiz.de/10009503506
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Longevity selection and liabilities in public sector pension funds
Fong, Joelle H.; Piggott, John; Sherris, Michael - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 33-64
Persistent link: https://www.econbiz.de/10011392950
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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