Concepedia

Michael Sherris

MS

71

Publications

2.2K

Citations

28

H-Index

1992

Active since

Affiliations

UNSW Sydney(Current)

Australian Institute of Business

University of Lausanne

Michael Sherris is an author at UNSW Sydney specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementInsuranceRisk ManagementLongevityEconomicsAsset PricingFinancial Risk ManagementFinancial Risk

Publications per year

1992–2021

71

Publications

71

Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives

Andrew Ngai, Michael Sherris · Insurance Mathematics and Economics · 2011 · 113 citations

Lifespan Extension, Static Hedging, Aging +11

Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes

Chao Qiao, Michael Sherris · Journal of Risk & Insurance · 2012 · 110 citations

Family Medicine, Bstract Group Self‐annuitization, Systematic Longevity Risk +17

Securitization, structuring and pricing of longevity risk

Samuel Wills, Michael Sherris · Insurance Mathematics and Economics · 2009 · 101 citations

Economics, Longevity, Risk Management +7

<scp>Solvency, Capital Allocation, and Fair Rate of Return in Insurance</scp>

Michael Sherris · Journal of Risk & Insurance · 2006 · 91 citations

Capital Allocation, Financial Risk Management, Insurance Distribution +17

Multistate Actuarial Models of Functional Disability

Joelle H. Fong, Adam Wenqiang Shao, Michael Sherris · North American Actuarial Journal · 2015 · 76 citations

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