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Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing
Xu, Yajing; Sherris, Michael; Ziveyi, Jonathan - In: Journal of Risk and Insurance 87 (2019) 3, pp. 571-595
Persistent link: https://www.econbiz.de/10012094573
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Risk analysis for reverse mortgages with different payout designs
Cho, Daniel; Hanewald, Katja; Sherris, Michael - In: Asia-Pacific journal of risk and insurance : APJRI 9 (2015) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10010510810
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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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Multistate actuarial models of functional disability
Fong, Joelle H.; Shao, Adam W.; Sherris, Michael - In: North American actuarial journal 19 (2015) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10011420764
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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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To borrow or insure? : long term care costs and the impact of housing
Shao, Adam W.; Chen, Hua; Sherris, Michael - In: Insurance / Mathematics & economics 85 (2019), pp. 15-34
Persistent link: https://www.econbiz.de/10011990592
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Lifetime asset allocation with idiosyncratic and systematic mortality risks
Shen, Yang; Sherris, Michael - In: Scandinavian actuarial journal (2018) 4, pp. 294-327
Persistent link: https://www.econbiz.de/10011881099
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Longevity risk management and shareholder value for a life annuity business
Blackburn, Craig; Hanewald, Katja; Olivieri, Annamaria; … - In: Astin bulletin : the journal of the International … 47 (2017) 1, pp. 43-77
Persistent link: https://www.econbiz.de/10011670852
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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
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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