12 results on '"Sherris, Michael"'
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2. Market Price of Longevity Risk for a Multi‐Cohort Mortality Model With Application to Longevity Bond Option Pricing
3. Asset Liability Management for Life Insurers
4. Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
5. Portfolio Choice in Retirement-What is The Optimal Home Equity Release Product?
6. Asset–Liability Management for Life Insurers
7. Asset Management
8. LONGEVITY SELECTION AND LIABILITIES IN PUBLIC SECTOR PENSION FUNDS
9. Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences
10. Postcode-Level House Price Models for Banking and Insurance Applications
11. Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes
12. Solvency, Capital Allocation, and Fair Rate of Return in Insurance
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