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[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]

Sherris, Michael - In: Journal of economic literature 45 (2007) 4, pp. 1049-1053

Persistent link: https://www.econbiz.de/10003632655

Long run predictions

Gouriéroux, Christian; Jasiak, Joann - In: Annals of economics and statistics 145 (2022), pp. 75-90

Persistent link: https://www.econbiz.de/10013464960

The Econometrics of Individual Risk : Credit, Insurance, and Marketing

Jasiak, Joann; Gourieroux, Christian - 2015

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as...

Persistent link: https://www.econbiz.de/10014481711

The econometrics of individual risk : credit, insurance, and marketing

Gouriéroux, Christian; Jasiak, Joann - 2007

Persistent link: https://www.econbiz.de/10003420329

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

Reinsurance decisions in life insurance : an empirical test of the risk-return criterion

Veprauskaite, Elena; Sherris, Michael - In: International review of financial analysis 35 (2014), pp. 128-139

Persistent link: https://www.econbiz.de/10010529617

Individual post-retirement longevity risk management under systematic mortality risk

Hanewald, Katja; Piggott, John; Sherris, Michael - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 87-97

Persistent link: https://www.econbiz.de/10009718994

Model risk, mortality heterogeneity, and implications for solvency and tail risk

Sherris, Michael; Zhou, Qiming - In: Recreating sustainable retirement : resilience, …, (pp. 113-133). 2014

Persistent link: https://www.econbiz.de/10010458568

Systematic mortality risk : an analysis of guaranteed lifetime withdrawal benefits in variable annuities

Fung, Man Chung; Ignatieva, Ekaterina; Sherris, Michael - In: Insurance / Mathematics & economics 58 (2014), pp. 103-115

Persistent link: https://www.econbiz.de/10010437618

Risk sensitive asset allocation

Bielecki, Tomasz R.; Pliska, Stanley R.; Sherris, Michael - In: Journal of economic dynamics & control 24 (2000) 8, pp. 1145-1177

Persistent link: https://www.econbiz.de/10001474593