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
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
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 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
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
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
Landsman, Zinoviy; Sherris, Michael 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 and Ricardas Zitikis. (English) Zbl 1480.91219 N. Am. Actuar. J. 11, No. 4, 150 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{M. Sherris}, N. Am. Actuar. J. 11, No. 4, 150 (2007; Zbl 1480.91219) Full Text: DOI OpenURL
Sherris, Michael; van der Hoek, John Authors’ reply: “Capital allocation in insurance: economic capital and the allocation of the default option value” – discussion by Helmut Gründl and Hato Schmeiser. (English) Zbl 1480.91241 N. Am. Actuar. J. 11, No. 1, 164-165 (2007). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Sherris} and \textit{J. van der Hoek}, N. Am. Actuar. J. 11, No. 1, 164--165 (2007; Zbl 1480.91241) 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
Ang, Andrew; Sherris, Michael Interest rate risk management: developments in interest rate term structure modeling for risk management and valuation of interest-rate-dependent cash flows. (English) Zbl 1080.60507 N. Am. Actuar. J. 1, No. 2, 1-26 (1997). MSC: 60H10 PDF BibTeX XML Cite \textit{A. Ang} and \textit{M. Sherris}, N. Am. Actuar. J. 1, No. 2, 1--26 (1997; Zbl 1080.60507) Full Text: DOI OpenURL