By Emeritus Professor Michael Sherris

Preprints

Hanewald K; Post T; Sherris M, Portfolio Choice in Retirement - What is the Optimal Home Equity Release Product?, http://dx.doi.org/10.2139/ssrn.2280883

Hanewald K; Post T; Sherris M, Portfolio Choice in Retirement What is the Optimal Home Equity Release Product?, http://dx.doi.org/10.2139/ssrn.2407680

Hanewald K; Post T; Sherris M, Portfolio Choice in Retirement: What is the Optimal Home Equity Release Product?, http://dx.doi.org/10.2139/ssrn.2414505

Xu M; Sherris M; Shao AW, Portfolio Insurance Strategies for a Target Annuitization Fund, http://dx.doi.org/10.2139/ssrn.3417818

Xu M; Sherris M; Shao AW, Portfolio Insurance Strategies for Target Annuitisation Funds, http://dx.doi.org/10.2139/ssrn.2698728

Doan BH; Reeves JJ; Sherris M, Portfolio Management for Insurers and Pension Funds and COVID-19: Targeting Volatility for Equity, Balanced and Target-Date Funds with Leverage Constraints, http://dx.doi.org/10.2139/ssrn.3773495

Sherris M; Quang DTPH, Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making, http://dx.doi.org/10.2139/ssrn.2020712

Sherris M; Ding JJ, Pricing and Hedging Synthetic CDO Tranche Spread Risks, http://dx.doi.org/10.2139/ssrn.1361342

Blackburn C; Sherris M; Ziveyi J, Pricing European Options on Deferred Insurance Contracts, http://dx.doi.org/10.2139/ssrn.2005461

Shao AW; Sherris M; Fong JH, Product Pricing and Solvency Capital Requirements for Long-Term Care Insurance, http://dx.doi.org/10.2139/ssrn.2574533

Fong JHY; Piggott J; Sherris M, Public Sector Pension Funds in Australia: Longevity Selection and Liabilities, http://dx.doi.org/10.2139/ssrn.2078683

Shao AW; Hanewald K; Sherris M, Reverse Mortgage Pricing and Risk Analysis Allowing for Idiosyncratic House Price Risk and Longevity Risk, http://dx.doi.org/10.2139/ssrn.2393813

Sherris M; Sun D, Risk Based Capital and Pricing for Reverse Mortgages Revisited, http://dx.doi.org/10.2139/ssrn.1588342

Cho DW; Hanewald K; Sherris M, Risk Management and Payout Design of Reverse Mortgages, http://dx.doi.org/10.2139/ssrn.2233688

Nirmalendran M; Sherris M; Hanewald K, Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers, http://dx.doi.org/10.2139/ssrn.2069594

Sherris M; Tang A, Spatial Variability in Mortality and Socioeconomic Factors for Australian Mortality, http://dx.doi.org/10.2139/ssrn.1594522

Fung MC; Ignatieva K; Sherris M, Systematic Mortality Risk: An Analysis of Guaranteed Lifetime Withdrawal Benefits in Variable Annuities, http://dx.doi.org/10.2139/ssrn.2279283

Fung MC; Ignatieva K; Sherris M, Systematic Mortality Risk: An Analysis of Guaranteed Lifetime Withdrawal Benefits in Variable Annuities, http://dx.doi.org/10.2139/ssrn.2279274

Alonso-García J; Sherris M; Thirurajah S; Ziveyi J, Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits, http://dx.doi.org/10.2139/ssrn.3629101

Xu Y; Sherris M; Ziveyi J, The Application of A ffine Processes in Multi-Cohort Mortality Model, http://dx.doi.org/10.2139/ssrn.2698757

Huang Z; Sherris M; Villegas A; Ziveyi J, The Application of Affine Processes in Cohort Mortality Risk Models, http://dx.doi.org/10.2139/ssrn.3446924

Xu Y; Sherris M; Ziveyi J, The Application of Affine Processes in Multi-Cohort Mortality Model, http://dx.doi.org/10.2139/ssrn.2603524

Meyricke R; Sherris M, The Determinants of Mortality Heterogeneity and Implications for Pricing Underwritten Annuities, http://dx.doi.org/10.2139/ssrn.2226076

Li Z; Shao AW; Sherris M, The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multi-State Latent Factor Model for Transition Rates, http://dx.doi.org/10.2139/ssrn.2731492

Shen Y; Sherris M; Ziveyi J, Valuation of Guaranteed Minimum Maturity Benefits in Variable Annuities with Surrender Options, http://dx.doi.org/10.2139/ssrn.2695265

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