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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Risk management : a journal of risk, crisis and disaster"
~person:"Sherris, Michael"
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Mortality
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Sherris, Michael
Cossette, Hélène
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Insurance / Mathematics & economics
Risk management : a journal of risk, crisis and disaster
UNSW Australian School of Business Research Paper
6
UNSW Business School Research Paper
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Risks : open access journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Astin bulletin : the journal of the International Actuarial Association
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International review of financial analysis
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Journal of economic literature
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Recreating sustainable retirement : resilience, solvency, and tail risk
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Scandinavian actuarial journal
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ECONIS (ZBW)
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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
Saved in:
2
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:
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:
5
Securitization, structuring and pricing of longevity risk
Wills, Samuel
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
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