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~person:"Sherris, Michael"
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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
Bhalotra, Sonia R.
199
Strulik, Holger
185
Lindeboom, Maarten
184
Sutter, Matthias
179
Currie, Janet
161
Heckman, James J.
159
Winter-Ebmer, Rudolf
156
Chen, Xi
153
Berg, Gerard J. van den
152
van den Berg, Gerard J.
147
Ziebarth, Nicolas R.
136
Lundborg, Petter
131
Lichtenberg, Frank R.
130
Tekin, Erdal
130
Salvanes, Kjell G.
128
Halla, Martin
118
Currie, Janet M.
116
Zweimüller, Josef
115
Klimczuk, Andrzej
111
Lechner, Michael
104
Kaestner, Robert
103
Pestieau, Pierre
103
Picchio, Matteo
103
Klasen, Stephan
101
Cockx, Bart
98
Bloom, David E.
97
Cutler, David M.
97
Ruhm, Christopher J.
97
Siedler, Thomas
96
Ours, Jan C. van
95
van Ours, Jan C.
95
Behrman, Jere R.
94
Greenstone, Michael
94
Ponthiere, Gregory
94
Smith, James P.
90
Conti, Gabriella
88
Black, Sandra E.
87
Devereux, Paul J.
86
Pfeiffer, Friedhelm
86
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19
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14
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13
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9
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6
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6
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Recreating sustainable retirement : resilience, solvency, and tail risk
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ECONIS (ZBW)
98
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2
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1
Living with Ambiguity : Pricing
Mortality
-Linked Securities with Smooth Ambiguity Preferences
Chen, Hua
-
2014
Mortality
is a stochastic process. We have imprecise knowledge about the probability distribution of
mortality
rates in … the future.
Mortality
risk, therefore, can be defined in a broad term of ambiguity. In this paper, we investigate the … effects of ambiguity and ambiguity aversion on prices of
mortality
-linked securities. We adopt an asymmetric
mortality
jump …
Persistent link: https://www.econbiz.de/10013066606
Saved in:
2
Financial Innovation for an Aging World
Mitchell, Olivia S.
-
2015
on residential property price indices,
mortality
swaps and longevity derivative contracts. We also indicate how new …
Persistent link: https://www.econbiz.de/10012707972
Saved in:
3
Financial Innovation for an Aging World
Mitchell, Olivia
;
Piggott, John
;
Sherris, Michael
;
Yow, …
-
National Bureau of Economic Research (NBER)
-
2006
on residential property price indices,
mortality
swaps and longevity derivative contracts. We also indicate how new …
Persistent link: https://www.econbiz.de/10005050013
Saved in:
4
Securitization, structuring and pricing of longevity risk
Wills, Samuel
(
contributor
);
Sherris, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741032
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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