Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan A group regularisation approach for constructing generalised age-period-cohort mortality projection models. (English) Zbl 07503084 ASTIN Bull. 52, No. 1, 247-289 (2022). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{D. Sridaran} et al., ASTIN Bull. 52, No. 1, 247--289 (2022; Zbl 07503084) Full Text: DOI OpenURL
Sherris, Michael; Wei, Pengyu A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty. (English) Zbl 1461.91260 N. Am. Actuar. J. 25, No. 1, 17-39 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{M. Sherris} and \textit{P. Wei}, N. Am. Actuar. J. 25, No. 1, 17--39 (2021; Zbl 1461.91260) Full Text: DOI OpenURL
Njenga, Carolyn Ndigwako; Sherris, Michael Modeling mortality with a Bayesian vector autoregression. (English) Zbl 1452.91244 Insur. Math. Econ. 94, 40-57 (2020). MSC: 91D20 91G05 62P05 PDF BibTeX XML Cite \textit{C. N. Njenga} and \textit{M. Sherris}, Insur. Math. Econ. 94, 40--57 (2020; Zbl 1452.91244) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Sherris} et al., Scand. Actuar. J. 2020, No. 7, 650--676 (2020; Zbl 1448.91267) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{M. Xu} et al., N. Am. Actuar. J. 23, No. 2, 197--219 (2019; Zbl 1410.91292) Full Text: DOI OpenURL
Shen, Yang; Sherris, Michael Lifetime asset allocation with idiosyncratic and systematic mortality risks. (English) Zbl 1416.91221 Scand. Actuar. J. 2018, No. 4, 294-327 (2018). MSC: 91B30 90C39 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{M. Sherris}, Scand. Actuar. J. 2018, No. 4, 294--327 (2018; Zbl 1416.91221) Full Text: DOI OpenURL
Li, Zixi; Shao, Adam W.; Sherris, Michael The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates. (English) Zbl 1414.91216 N. Am. Actuar. J. 21, No. 4, 594-610 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Li} et al., N. Am. Actuar. J. 21, No. 4, 594--610 (2017; Zbl 1414.91216) Full Text: DOI OpenURL
Arnold-Gaille, Séverine; Sherris, Michael International cause-specific mortality rates: new insights from a cointegration analysis. (English) Zbl 1390.62332 ASTIN Bull. 46, No. 1, 9-38 (2016). MSC: 62P20 91B30 PDF BibTeX XML Cite \textit{S. Arnold-Gaille} and \textit{M. Sherris}, ASTIN Bull. 46, No. 1, 9--38 (2016; Zbl 1390.62332) Full Text: DOI OpenURL
Shen, Yang; Sherris, Michael; Ziveyi, Jonathan Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. (English) Zbl 1369.91195 Insur. Math. Econ. 69, 127-137 (2016). MSC: 91G60 91B30 PDF BibTeX XML Cite \textit{Y. Shen} et al., Insur. Math. Econ. 69, 127--137 (2016; Zbl 1369.91195) Full Text: DOI OpenURL
Arnold-Gaille, Séverine; Sherris, Michael Causes-of-death mortality: what do we know on their dependence? (English) Zbl 1414.91158 N. Am. Actuar. J. 19, No. 2, 116-128 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Arnold-Gaille} and \textit{M. Sherris}, N. Am. Actuar. J. 19, No. 2, 116--128 (2015; Zbl 1414.91158) Full Text: DOI OpenURL
Fong, Joelle H.; Shao, Adam W.; Sherris, Michael Multistate actuarial models of functional disability. (English) Zbl 1414.91185 N. Am. Actuar. J. 19, No. 1, 41-59 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{J. H. Fong} et al., N. Am. Actuar. J. 19, No. 1, 41--59 (2015; Zbl 1414.91185) Full Text: DOI OpenURL
Shao, Adam W.; Hanewald, Katja; Sherris, Michael Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk. (English) Zbl 1348.91179 Insur. Math. Econ. 63, 76-90 (2015). MSC: 91B30 91D20 91G20 PDF BibTeX XML Cite \textit{A. W. Shao} et al., Insur. Math. Econ. 63, 76--90 (2015; Zbl 1348.91179) Full Text: DOI OpenURL
Alai, Daniel H.; Chen, Hua; Cho, Daniel; Hanewald, Katja; Sherris, Michael Developing equity release markets: risk analysis for reverse mortgages and home reversions. (English) Zbl 1412.91028 N. Am. Actuar. J. 18, No. 1, 217-241 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. H. Alai} et al., N. Am. Actuar. J. 18, No. 1, 217--241 (2014; Zbl 1412.91028) Full Text: DOI OpenURL
Alai, Daniel H.; Sherris, Michael Rethinking age-period-cohort mortality trend models. (English) Zbl 1401.91088 Scand. Actuar. J. 2014, No. 3, 208-227 (2014). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{D. H. Alai} and \textit{M. Sherris}, Scand. Actuar. J. 2014, No. 3, 208--227 (2014; Zbl 1401.91088) Full Text: DOI OpenURL
Fung, Man Chung; Ignatieva, Katja; Sherris, Michael Systematic mortality risk: an analysis of guaranteed lifetime withdrawal benefits in variable annuities. (English) Zbl 1304.91103 Insur. Math. Econ. 58, 103-115 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. Fung} et al., Insur. Math. Econ. 58, 103--115 (2014; Zbl 1304.91103) Full Text: DOI OpenURL
Meyricke, Ramona; Sherris, Michael Longevity risk, cost of capital and hedging for life insurers under Solvency II. (English) Zbl 1296.91167 Insur. Math. Econ. 55, 147-155 (2014). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{R. Meyricke} and \textit{M. Sherris}, Insur. Math. Econ. 55, 147--155 (2014; Zbl 1296.91167) Full Text: DOI OpenURL
Arnold-Gaille, Séverine; Sherris, Michael Forecasting mortality trends allowing for cause-of-death mortality dependence. (English) Zbl 1412.91218 N. Am. Actuar. J. 17, No. 3, 273-282 (2013). MSC: 91D30 62P05 PDF BibTeX XML Cite \textit{S. Arnold-Gaille} and \textit{M. Sherris}, N. Am. Actuar. J. 17, No. 3, 273--282 (2013; Zbl 1412.91218) Full Text: DOI OpenURL
Meyricke, Ramona; Sherris, Michael The determinants of mortality heterogeneity and implications for pricing annuities. (English) Zbl 1304.91123 Insur. Math. Econ. 53, No. 2, 379-387 (2013). MSC: 91B30 62J12 62P05 PDF BibTeX XML Cite \textit{R. Meyricke} and \textit{M. Sherris}, Insur. Math. Econ. 53, No. 2, 379--387 (2013; Zbl 1304.91123) Full Text: DOI OpenURL
Landsman, Zinoviy; Sherris, Michael An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets. (English) Zbl 1480.91218 N. Am. Actuar. J. 11, No. 1, 119-135 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{M. Sherris}, N. Am. Actuar. J. 11, No. 1, 119--135 (2007; Zbl 1480.91218) Full Text: DOI OpenURL
Sherris, Michael; van der Hoek, John Capital allocation in insurance: economic capital and the allocation of the default option value. (English) Zbl 1479.91341 N. Am. Actuar. J. 10, No. 2, 39-61 (2006). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Sherris} and \textit{J. van der Hoek}, N. Am. Actuar. J. 10, No. 2, 39--61 (2006; Zbl 1479.91341) Full Text: DOI OpenURL
Landsman, Zinoviy; Sherris, Michael Risk measures and insurance premium principles. (English) Zbl 1055.91053 Insur. Math. Econ. 29, No. 1, 103-115 (2001). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{M. Sherris}, Insur. Math. Econ. 29, No. 1, 103--115 (2001; Zbl 1055.91053) Full Text: DOI OpenURL
van der Hoek, John; Sherris, Michael A class of non-expected utility risk measures and implications for asset allocations. (English) Zbl 1054.91052 Insur. Math. Econ. 28, No. 1, 69-82 (2001). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. van der Hoek} and \textit{M. Sherris}, Insur. Math. Econ. 28, No. 1, 69--82 (2001; Zbl 1054.91052) Full Text: DOI OpenURL