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On the pricing of longevity-linked securities
Wills, Samuel; Sherris, Michael - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 139-150
Persistent link: https://www.econbiz.de/10008378686
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The Valuation of Option Features in Retirement Benefits
Sherris, Michael - In: The journal of risk and insurance : the journal of the … 62 (1995) 3, pp. 509-534
Persistent link: https://www.econbiz.de/10007328708
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Solvency, Capital Allocation, and Fair Rate of Return in Insurance
Sherris, Michael - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10006157827
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Risk measures and insurance premium principles
Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 29 (2001) 1, pp. 103
Persistent link: https://www.econbiz.de/10006900659
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A class of non-expected utility risk measures and implications for asset allocations
van der Hoek, John; Sherris, Michael - In: Insurance / Mathematics & economics 28 (2001) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10006903548
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Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
Hamada, Mahmoud; Sherris, Michael - In: Applied mathematical finance 10 (2003) 1, pp. 19-48
Persistent link: https://www.econbiz.de/10008215546
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The Econometrics of Individual Risk: Credit, Insurance, and Marketing
Gourielroux, Christian; Jasiak, Joann; Sherris, Michael - In: Journal of economic literature 45 (2007) 4, pp. 1049-1052
Persistent link: https://www.econbiz.de/10007909666
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Heterogeneity of Australian population mortality and implications for a viable life annuity market
Su, Shu; Sherris, Michael - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 322-333
Persistent link: https://www.econbiz.de/10010011614
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Pricing European options on deferred annuities
Ziveyi, Jonathan; Blackburn, Craig; Sherris, Michael - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 300-311
Persistent link: https://www.econbiz.de/10010098506
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Lifetime dependence modelling using a truncated multivariate gamma distribution
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 542-549
Persistent link: https://www.econbiz.de/10010119402