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Financial engineering: a flexible longevity bond to manage individual longevity risk

Zhou, Yuxin; Sherris, Michael; Ziveyi, Jonathan; Xu, Mengyi - 2020

Persistent link: https://www.econbiz.de/10012534761

Special issue on longeviy

Sherris, Michael (ed.) - 2016

Persistent link: https://www.econbiz.de/10011657544

Natural hedging strategies for life insurers : impact of product design and risk measure

Wong, Andy; Sherris, Michael; Stevens, Ralph - In: The journal of risk and insurance : the journal of the … 84 (2017) 1, pp. 153-175

Persistent link: https://www.econbiz.de/10011658198

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

Fung, Man Chung; Ignatieva, Katja; Sherris, Michael - In: Insurance: Mathematics and Economics 58 (2014) C, pp. 103-115

Guaranteed lifetime withdrawal benefits (GLWB) embedded in variable annuities have become an increasingly popular type of life annuity designed to cover systematic mortality risk while providing protection to policyholders from downside investment risk. This paper provides an extensive study of...

Persistent link: https://www.econbiz.de/10010930893

A class of non-expected utility risk measures and implications for asset allocations

van der Hoek, John; Sherris, Michael - In: Insurance: Mathematics and Economics 28 (2001) 1, pp. 69-82

Persistent link: https://www.econbiz.de/10005375000

Risk measures and insurance premium principles

Landsman, Zinoviy; Sherris, Michael - In: Insurance: Mathematics and Economics 29 (2001) 1, pp. 103-115

Persistent link: https://www.econbiz.de/10005375050

Enhancing insurer value through reinsurance optimization

Krvavych, Yuriy; Sherris, Michael - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 495-517

Persistent link: https://www.econbiz.de/10005375069

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

Modeling Longevity Dynamics for Pensions and Annuity Business. Ermanno Pitacco, Michel Denuit, Steven Haberman and Annamaria Olivieri. Oxford University Press, 2009, ISBN 978-0-199...

Sherris, Michael; Alai, Daniel - In: Journal of Pension Economics and Finance 11 (2012) 01, pp. 126-128

Persistent link: https://www.econbiz.de/10010544215

The Longevity Revolution: The Benefits and Challenges of Living a Long Life. Robert N. Butler. Public Affairs Press, 2008, ISBN 978-1-58648-553-5, 576 pages.

Sherris, Michael - In: Journal of Pension Economics and Finance 11 (2012) 01, pp. 121-122

Persistent link: https://www.econbiz.de/10010544222