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~person:"Sherris, Michael"
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The Effect of Risk Characteris...
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Mortality
98
Sterblichkeit
97
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37
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33
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33
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Sherris, Michael
Lichtenberg, Frank R.
118
Whitehead, John C.
116
Scarpa, Riccardo
110
Hanley, Nick
107
Alberini, Anna
97
Strulik, Holger
96
Viscusi, W. Kip
95
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86
Ponthiere, Gregory
86
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85
Pestieau, Pierre
82
Blake, David
81
Loomis, John B.
78
Greenstone, Michael
71
Cutler, David M.
68
Nayga, Rodolfo M.
68
Lusk, Jayson L.
67
Zweifel, Peter
67
Carlsson, Frederik
64
Czajkowski, Mikołaj
63
Carson, Richard T.
62
Mitchell, Olivia S.
61
Ruhm, Christopher J.
61
Meyerhoff, Jürgen
56
Brouwer, Roy
55
Cairns, Andrew
55
Deaton, Angus
55
Bloom, David E.
54
Dowd, Kevin
54
Hu, Wuyang
54
Johnston, Robert J.
54
Leroux, Marie-Louise
54
Johansson, Per-Olov
50
Lleras-Muney, Adriana
50
Carlsson, Fredrik
47
Clay, Karen
47
Hansen, Casper Worm
47
Klasen, Stephan
46
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45
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19
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13
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9
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6
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6
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4
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3
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2
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2
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2
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Recreating sustainable retirement : resilience, solvency, and tail risk
1
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ECONIS (ZBW)
97
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1
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1
Securitization, structuring and pricing of longevity risk
Wills, Samuel
(
contributor
);
Sherris, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741032
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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:
8
Modelling cause-of-death
mortality
and the impact of cause-elimination
Alai, Daniel H.
;
Arnold-Gaille, Séverine
;
Sherris, Michael
- In:
Annals of actuarial science : publ. by the Institute of …
9
(
2015
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10011299142
Saved in:
9
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:
10
Heterogeneity of Australian
mortality
and implications for a viable life annuity market
Su, Shu
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10009669611
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