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[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]

Sherris, Michael - In: Journal of economic literature 45 (2007) 4, pp. 1049-1053

Persistent link: https://www.econbiz.de/10003632655

Risk sensitive asset allocation

Bielecki, Tomasz R.; Pliska, Stanley R.; Sherris, Michael - In: Journal of economic dynamics & control 24 (2000) 8, pp. 1145-1177

Persistent link: https://www.econbiz.de/10001474593

A managed volatility investment strategy for pooled annuity products

Li, Shuanglan; Labit Hardy, Héloïse; Sherris, Michael; … - In: Risks : open access journal 10 (2022) 6, pp. 1-30

Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevity risk sharing in pooled annuities has...

Persistent link: https://www.econbiz.de/10013363078

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

Editorial: Longevity risk and capital markets : the 2010 - 2011 update

Blake, David; Courbage, Christophe; MacMinn, Richard D.; … - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 489-500

Persistent link: https://www.econbiz.de/10009503516

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/10009785421

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

Longevity risks and capital markets : the 2010 - 2011 update

Blake, David; Courbage, Christophe; MacMinn, Richard D.; … - 2011

Persistent link: https://www.econbiz.de/10009537377

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

Model risk, mortality heterogeneity, and implications for solvency and tail risk

Sherris, Michael; Zhou, Qiming - In: Recreating sustainable retirement : resilience, …, (pp. 113-133). 2014

Persistent link: https://www.econbiz.de/10010458568