Longevity Risk Management and the Development of a Value-Based Longevity Index

by Yang Chang, Michael Sherris
Published 2018-02-01

Immunization and Hedging of Post Retirement Income Annuity Products

by Changyu Liu, Michael Sherris
Published 2017-03-01

Corporate interest rate risk management with derivatives in Australia: empirical results

by Luiz Augusto Ferreira Carneiro, Michael Sherris
Published 2008-04-01

The Investigation of a Forward-Rate Mortality Framework

by Daniel H. Alai, Katja Ignatieva, Michael Sherris
Published 2019-06-01

Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives

by Man Chung Fung, Katja Ignatieva, Michael Sherris
Published 2019-01-01