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Computing bounds on the expected payoff of Alternative Risk Transfer products
Villegas, Andrés M.; Medaglia, Andrés L.; Zuluaga, Luis F. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 271-282
Persistent link: https://www.econbiz.de/10010011609
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C&S-M&C.5 ABC Application for an Engineering Company
Villegas, Andrés; Balderrama, Ana Maria; Cecco, Stelvio Di - In: Transactions of AACE International 40 (1996)
Persistent link: https://www.econbiz.de/10007000151
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Risk measures and insurance premium principles
Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 29 (2001) 1, pp. 103
Persistent link: https://www.econbiz.de/10006900659
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A class of non-expected utility risk measures and implications for asset allocations
van der Hoek, John; Sherris, Michael - In: Insurance / Mathematics & economics 28 (2001) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10006903548
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Solvency, Capital Allocation, and Fair Rate of Return in Insurance
Sherris, Michael - In: The journal of risk and insurance : the journal of the … 73 (2006) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10006157827
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Modelling Mortality with Common Stochastic Long-Run Trends
Gaille, Séverine; Sherris, Michael - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 595-621
Persistent link: https://www.econbiz.de/10009798312
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Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
Hamada, Mahmoud; Sherris, Michael - In: Applied mathematical finance 10 (2003) 1, pp. 19-48
Persistent link: https://www.econbiz.de/10008215546
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Risk sensitive asset allocation
Bielecki, Tomasz R.; Pliska, Stanley R.; Sherris, Michael - In: Journal of economic dynamics & control 24 (2000) 8, pp. 1145-1178
Persistent link: https://www.econbiz.de/10006777459
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Lifetime dependence modelling using a truncated multivariate gamma distribution
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 542-549
Persistent link: https://www.econbiz.de/10010119402
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Consistent dynamic affine mortality models for longevity risk applications
Blackburn, Craig; Sherris, Michael - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 64-73
Persistent link: https://www.econbiz.de/10010148969