By Emeritus Professor Michael Sherris

Conference Papers

Sherris M; Krvavych Y, 2006, 'Insurer Risk Management In The Presence Of Frictional Costs', Paris, presented at 28th International Congress of Actuaries, Paris, 28 May 2006 - 02 June 2006

Sherris M; van der Hoek J, 2004, 'Capital Allocation in Insurance: Economic Capital and the Allocation of the Default Option Value', in 14th Annual International AFIR Colloquium, Boston, Massachusetts, presented at 14th Annual International AFIR Colloquium, Boston, Massachusetts, 08 November 2004 - 09 November 2004

Sherris M, 2003, 'Equilibrium Insurance Pricing, Market Value of Liabilities and Optimal Capitalization', in Berhouwer H; Kleynen R (ed.), International AFIR Colloqium 2003, Maastricht, The Netherlands, pp. 195 - 220, presented at International AFIR Colloqium 2003, Maastricht, The Netherlands, 17 September 2003 - 19 September 2003

Sherris M, 2002, 'Contingent Claim Pricing using Probability Distortion Operators', in AFIR, Cancun, Mexico, presented at AFIR, Cancun, Mexico

Sherris M; Hamada M; van der Hoek J, 2001, 'Martingale Methods in Portfolio Allocation with Distortion Operators', in XIth Annual International AFIR Colloquium, Toronto, presented at XIth Annual International AFIR Colloquium, Toronto

Sherris M, 2000, 'Investment Strategies for Retirement', in Diana Olsberg (ed.), Ageing and Active. Australia in the 21st Century. Future challenges and opportunities for Australia`s ageing population, Sydney, pp. 16 - 20, presented at Ageing and Active. Australia in the 21st Century. Future challenges and opportunities for Australia`s ageing population, Sydney, -

Sherris M; Hoek J, 1999, 'Non Expected Utility Risk Measures and Implications for Asset Allocation', in Sherris M; van der Hoek J (ed.), Institute of Actuaries of Australia Biennial Convention, pp. 1 - 38, presented at Institute of Actuaries of Australia Biennial Convention

Sherris M, 1994, 'The valuation of option features in retirement benefits', in JOURNAL OF RISK AND INSURANCE, AMER RISK INSURANCE ASSOC, INC, PA, UNIV PENN, WHARTON SCH, PHILADELPHIA, pp. 509 - 534, presented at 4th International Conference on Insurance Solvency and Finance, PA, UNIV PENN, WHARTON SCH, PHILADELPHIA, 25 April 1994 - 27 April 1994, http://dx.doi.org/10.2307/253821

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