25 results on '"Sherris, Michael"'
Search Results
2. Scenario selection with LASSO regression for the valuation of variable annuity portfolios
3. Insuring longevity risk and long-term care: Bequest, housing and liquidity
4. Modeling mortality with a Bayesian vector autoregression
5. One size fits all? Drawdown structures in Australia and The Netherlands
6. To borrow or insure? Long term care costs and the impact of housing
7. Portfolio management with targeted constant market volatility
8. Modelling lifetime dependence for older ages using a multivariate Pareto distribution
9. Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
10. A multivariate Tweedie lifetime model: Censoring and truncation
11. Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
12. Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities
13. Longevity risk, cost of capital and hedging for life insurers under Solvency II
14. The determinants of mortality heterogeneity and implications for pricing annuities
15. Consistent dynamic affine mortality models for longevity risk applications
16. Lifetime dependence modelling using a truncated multivariate gamma distribution
17. Pricing European options on deferred annuities
18. Individual post-retirement longevity risk management under systematic mortality risk
19. Heterogeneity of Australian population mortality and implications for a viable life annuity market
20. Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives
21. Securitization, structuring and pricing of longevity risk
22. Enhancing insurer value through reinsurance optimization
23. Risk measures and insurance premium principles
24. A class of non-expected utility risk measures and implications for asset allocations
25. Risk sensitive asset allocation
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.