Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan A group regularisation approach for constructing generalised age-period-cohort mortality projection models. (English) Zbl 1484.91405 ASTIN Bull. 52, No. 1, 247-289 (2022). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{D. Sridaran} et al., ASTIN Bull. 52, No. 1, 247--289 (2022; Zbl 1484.91405) Full Text: DOI
Sherris, Michael; Xu, Yajing; Ziveyi, Jonathan Cohort and value-based multi-country longevity risk management. (English) Zbl 1448.91267 Scand. Actuar. J. 2020, No. 7, 650-676 (2020). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{M. Sherris} et al., Scand. Actuar. J. 2020, No. 7, 650--676 (2020; Zbl 1448.91267) Full Text: DOI
Xu, Mengyi; Sherris, Michael; Meyricke, Ramona Systematic mortality improvement trends and mortality heterogeneity: insights from individual-level HRS data. (English) Zbl 1410.91292 N. Am. Actuar. J. 23, No. 2, 197-219 (2019). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Xu} et al., N. Am. Actuar. J. 23, No. 2, 197--219 (2019; Zbl 1410.91292) Full Text: DOI
Ziveyi, Jonathan; Blackburn, Craig; Sherris, Michael Pricing European options on deferred annuities. (English) Zbl 1284.91557 Insur. Math. Econ. 52, No. 2, 300-311 (2013). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{J. Ziveyi} et al., Insur. Math. Econ. 52, No. 2, 300--311 (2013; Zbl 1284.91557) Full Text: DOI