The following pages link to Michael Sherris (Q190759):
Displaying 50 items.
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk (Q492655) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Securitization, structuring and pricing of longevity risk (Q659203) (← links)
- Longevity risk, cost of capital and hedging for life insurers under Solvency II (Q743154) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- (Q1575278) (redirect page) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Portfolio management with targeted constant market volatility (Q1622522) (← links)
- Modeling mortality with a Bayesian vector autoregression (Q2212139) (← links)
- Individual post-retirement longevity risk management under systematic mortality risk (Q2252283) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- Lifetime dependence modelling using a truncated multivariate gamma distribution (Q2443234) (← links)
- Consistent dynamic affine mortality models for longevity risk applications (Q2445991) (← links)
- Enhancing insurer value through reinsurance optimization (Q2499829) (← links)
- The determinants of mortality heterogeneity and implications for pricing annuities (Q2513595) (← links)
- Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities (Q2513624) (← links)
- Modelling lifetime dependence for older ages using a multivariate Pareto distribution (Q2520454) (← links)
- Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions (Q3395776) (← links)
- Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions (Q3632868) (← links)
- Application of matrix methods to pension funds (Q3868651) (← links)
- Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)
- (Q4471211) (← links)
- INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS (Q4563760) (← links)
- LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS (Q4563788) (← links)
- Multivariate Tweedie lifetimes: the impact of dependence (Q4575372) (← links)
- Forecasting disability: application of a frailty model (Q4575455) (← links)
- Product pricing and solvency capital requirements for long-term care insurance (Q4575459) (← links)
- Rethinking age-period-cohort mortality trend models (Q4576848) (← links)
- Lifetime asset allocation with idiosyncratic and systematic mortality risks (Q4583595) (← links)
- A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty (Q4987085) (← links)
- Capital Allocation In Insurance (Q5018716) (← links)
- An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets (Q5019715) (← links)
- Authors’ Reply: Capital Allocation In Insurance: Economic Capital And The Allocation Of The Default Option Value - Discussion by Helmut Gründl; Hato Schmeiser (Q5019720) (← links)
- Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis (Q5019778) (← links)
- Mortality forecasting using stacked regression ensembles (Q5042782) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- An innovative design of flexible, bequest-enhanced life annuity with natural hedging (Q5106335) (← links)
- Continuous-time multi-cohort mortality modelling with affine processes (Q5123186) (← links)
- Cohort and value-based multi-country longevity risk management (Q5123192) (← links)
- PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)
- Multistate Actuarial Models of Functional Disability (Q5379135) (← links)
- Causes-of-Death Mortality: What Do We Know on Their Dependence? (Q5379142) (← links)
- The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates (Q5379247) (← links)
- Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data (Q5382566) (← links)
- PRICING AND SOLVENCY OF VALUE-MAXIMIZING LIFE ANNUITY PROVIDERS (Q5410249) (← links)
- Simulating from Exchangeable Archimedean Copulas (Q5436420) (← links)
- Interest Rate Risk Management (Q5718251) (← links)
- Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence (Q5742649) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
