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The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates

Li, Zixi; Shao, Adam W.; Sherris, Michael - In: North American actuarial journal 21 (2017) 4, pp. 594-610

Persistent link: https://www.econbiz.de/10011858653

Systematic mortality improvement trends and mortality heterogeneity : insights from individual-level HRS data

Xu, Mengyi; Sherris, Michael; Meyricke, Ramona - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 2, pp. 197-219

Persistent link: https://www.econbiz.de/10012180617

Forecasting disability : application of a frailty model

Fong, Joelle; Sherris, Michael; Yap, James - In: Scandinavian actuarial journal (2017) 2, pp. 125-147

Persistent link: https://www.econbiz.de/10011771992

Product pricing and solvency capital requirements for long-term care insurance

Shao, Adam W.; Sherris, Michael; Fong, Joelle H. - In: Scandinavian actuarial journal (2017) 2, pp. 175-208

Persistent link: https://www.econbiz.de/10011772082

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