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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

Nonlinear panel data models with dynamic heterogeneity

Gouriéroux, Christian; Jasiak, Joann - In: Panel data econometrics : future directions : papers in …, (pp. 127-147). 2000

Persistent link: https://www.econbiz.de/10001488037

Nonlinear panel data models with dynamic heterogeneity

Gouriéroux, Christian; Jasiak, Joann - 1998

Persistent link: https://www.econbiz.de/10000997349

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

Gouriéroux, Christian; Jasiak, Joann - 2007

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

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

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

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

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

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

Pricing and solvency of value-maximizing life annuity providers

Nirmalendran, Maathumai; Sherris, Michael; Hanewald, Katja - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10010240690