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Causes-of-death mortality : what do we know on their dependence?
Arnold-Gaille, Séverine; Sherris, Michael - In: North American actuarial journal 19 (2015) 2, pp. 116-128
Persistent link: https://www.econbiz.de/10011420793
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Modelling cause-of-death mortality and the impact of cause-elimination
Alai, Daniel H.; Arnold-Gaille, Séverine; Sherris, Michael - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10011299142
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Developing equity release markets : risk analysis for reverse mortgages and home reversions
Alai, Daniel H.; Chen, Hua; Cho, Daniel; Hanewald, Katja; … - In: North American actuarial journal 18 (2014) 1, pp. 217-241
Persistent link: https://www.econbiz.de/10011339010
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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
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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
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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/10009763590
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Heterogeneity of Australian mortality and implications for a viable life annuity market
Su, Shu; Sherris, Michael - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 322-332
Persistent link: https://www.econbiz.de/10009669611
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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
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Managing systematic mortality risk with group self-pooling and annuitization schemes
Qiao, Chao; Sherris, Michael - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 949-974
Persistent link: https://www.econbiz.de/10010235576
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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