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Modeling Mortality with a Baye...
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On sustainable aged care financing in Australia
Sherris, Michael
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2021
Persistent link: https://www.econbiz.de/10012628817
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Affine mortality models with jumps : parameter estimation and forecasting
Garces, Len Patrick Dominic M.
;
Kolar, Jovana
;
Sherris, …
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2022
Persistent link: https://www.econbiz.de/10013534309
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3
Taxation and policyholder behaviour : the case of guaranteed minimum accumulation benefits
Alonso-García, Jennifer
;
Sherris, Michael
;
Thirurajah, …
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2020
Persistent link: https://www.econbiz.de/10012582575
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4
Portfolio management for insurers and pension funds and COVID19 : targeting volatility for equity, balanced and target-date funds with leverage constraints
Bao Doan
;
Reeves, Jonathan J.
;
Sherris, Michael
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2021
Persistent link: https://www.econbiz.de/10012585979
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5
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
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2021
Persistent link: https://www.econbiz.de/10012628986
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Affine mortality : a Github repository for estimation, analysis and projection of affine mortality models
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
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2021
Persistent link: https://www.econbiz.de/10012628991
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7
Financial engineering: a flexible longevity bond to manage individual longevity risk
Zhou, Yuxin
;
Sherris, Michael
;
Ziveyi, Jonathan
;
Xu, Mengyi
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2020
Persistent link: https://www.econbiz.de/10012534761
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Functional disability with systematic trends and uncertainty : a comparison between China and the U.S.
Fu, Yu
;
Sherris, Michael
;
Xu, Mengyi
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2021
Persistent link: https://www.econbiz.de/10012614894
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A group regularisation approach for constructing generalised age-period-cohort mortality projection models
SriDaran, Dilan
;
Sherris, Michael
;
Villegas, Andrés M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012616126
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10
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.
;
Sherris, Michael
;
Villegas, Andrés M.
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2021
Persistent link: https://www.econbiz.de/10012616204
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