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Living with ambiguity : pricing mortality-linked securities with smooth ambiguity preferences
Chen, Hua; Sherris, Michael; Sun, Tao; Zhu, Wenge - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 705-732
Persistent link: https://www.econbiz.de/10010127206
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Forecasting mortality trends allowing for cause-of-death mortality dependence
Arnold (-Gaille), Séverine; Sherris, Michael - In: North American actuarial journal 17 (2013) 4, pp. 273-282
Persistent link: https://www.econbiz.de/10010259842
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Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona; Sherris, Michael - In: Insurance / Mathematics & economics 55 (2014), pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
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Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang; Sherris, Michael; Ziveyi, Jonathan - In: Insurance / Mathematics & economics 69 (2016), pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
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International cause-specific mortality rates : new insights from a cointegration analysis
Arnold-Gaille, Séverine; Sherris, Michael - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 9-38
Persistent link: https://www.econbiz.de/10011485128
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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
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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
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Longevity risks and capital markets : the 2010 - 2011 update
Blake, David; Courbage, Christophe; MacMinn, Richard D.; … - 2011
Persistent link: https://www.econbiz.de/10009537377
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Financial innovation for an ageing world
Mitchell, Olivia S.; Piggott, John; Sherris, Michael; … - In: Demography and financial markets : proceedings of a …, (pp. 299-339). 2006
Persistent link: https://www.econbiz.de/10003631411
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Financial innovation for an aging world
Mitchell, Olivia S.; Piggott, John; Sherris, Michael; … - 2006
Persistent link: https://www.econbiz.de/10003365265