Michael Sherris - Concepedia

Author

Michael Sherris

UNSW Sydney ORCID

Also Known As

Jonathan Ziveyi, M. Sherris, Michael Sherris, Michael, Sherris, Mike Sherris, Sherris, Michael, michael sherris

251

Publications

2.9K

Citations

H-Index

120

Concepts

All Affiliations

UNSW Sydney Australian Institute of Business University of Lausanne

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	21	34	1.1K
2	Management	19	32	1.2K
3	Public Health	13	15	440
4	Medicine	12	13	506
5	Engineering	5	5	115

Michael Sherris

Publications

2.2K

Citations

H-Index

Page 1

	Year	Citations
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 Lifespan ExtensionStatic HedgingAgingFinancial Risk ManagementLongevity	2011	113
Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes Chao Qiao, Michael Sherris Journal of Risk & Insurance Family MedicineBstract Group Self‐annuitizationSystematic Longevity RiskFinancial ProtectionPopulation Aging	2012	110
Securitization, structuring and pricing of longevity risk Samuel Wills, Michael Sherris Insurance Mathematics and Economics EconomicsLongevityRisk ManagementLongevity RiskBusiness	2009	101
<scp>Solvency, Capital Allocation, and Fair Rate of Return in Insurance</scp> Michael Sherris Journal of Risk & Insurance Capital AllocationFinancial Risk ManagementInsurance DistributionEconomic ValueRisk Management	2006	91
Multistate Actuarial Models of Functional Disability Joelle H. Fong, Adam Wenqiang Shao, Michael Sherris North American Actuarial Journal	2015	76
Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions Daniel H. Alai, Hua Chen, Daniel Cho, North American Actuarial Journal Empirical FinanceReverse MortgageFinancial Risk ManagementRisk AnalysisFinancial Risk	2014	76
Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk Adam Wenqiang Shao, Katja Hanewald, Michael Sherris Insurance Mathematics and Economics HousingReverse Mortgage PricingEconomicsAsset PricingFinancial Risk Management	2015	72
Individual post-retirement longevity risk management under systematic mortality risk Katja Hanewald, John Piggott, Michael Sherris Insurance Mathematics and Economics AgingHealth PolicyLongevitySystematic Mortality RiskMedicine	2012	63
Risk sensitive asset allocation Tomasz R. Bielecki, Stanley R. Pliska, Michael Sherris Journal of Economic Dynamics and Control Asset PricingAccountingRisk ManagementManagementBusiness	2000	59
Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product? Katja Hanewald, Thomas Post, Michael Sherris Journal of Risk & Insurance Home EquityAsset AllocationPortfolio ManagementReal Estate FinancePortfolio Choice	2015	59

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