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subject:"Risiko"
subject:"Welt"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Sherris, Michael"
~subject:"Private retirement provision"
~subject:"Risikomodell"
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Risiko
Welt
Private retirement provision
Risikomodell
Mortality
5
Risikomanagement
5
Risk management
5
Sterblichkeit
5
Lebensversicherung
4
Life insurance
4
Risk model
4
Hedging
3
Altersvorsorge
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Retirement provision
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Risk
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Securitization
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Verbriefung
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Australia
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Australien
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Betriebliche Liquidität
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Bevölkerungsentwicklung
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Capital management
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Cost of capital
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Demographic development
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Derivat
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Derivative
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EU-Versicherungsrecht
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European insurance law
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Financial investment
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Forecast
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Guaranteed lifetime withdrawal benefits (GLWB)
1
Kapitalanlage
1
Kapitalkosten
1
Longevity risk
1
Model risk
1
Parameter risk
1
Private Altersvorsorge
1
Prognose
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Reinsurance
1
Rückversicherung
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English
4
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Sherris, Michael
Mao, Tiantian
6
Cossette, Hélène
5
Dhaene, Jan
5
Cai, Jun
4
Laeven, Roger J. A.
4
Li, Johnny Siu-Hang
4
Marceau, Etienne
4
Tang, Qihe
4
Wang, Ruodu
4
Asimit, Alexandru V.
3
Boonen, Tim J.
3
Cheung, Ka Chun
3
Denuit, Michel
3
Furman, Edward
3
Gatzert, Nadine
3
Hu, Taizhong
3
Ling, Chengxiu
3
Svindland, Gregor
3
Tan, Ken Seng
3
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Chi, Yichun
2
Cui, Wei
2
Feng, Runhuan
2
Guillén, Montserrat
2
Haberman, Steven
2
Hashorva, Enkelejd
2
Heras, Antonio
2
Kuznetsov, Alexey
2
Landriault, David
2
Lefevre, Claude
2
Li, Bin
2
Li, Jackie
2
Liu, Yanxin
2
Loisel, Stéphane
2
Luciano, Elisa
2
Peng, Zuoxiang
2
Regis, Luca
2
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Insurance / Mathematics & economics
UNSW Australian School of Business Research Paper
3
UNSW Business School Research Paper
3
Risks : open access journal
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
International review of financial analysis
1
Journal of economic literature
1
Recreating sustainable retirement : resilience, solvency, and tail risk
1
Scandinavian actuarial journal
1
UNSW Business School Research Paper Forthcoming
1
Working paper
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
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