Michael Sherris

Demography · 2000–2011

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Demography — 12 citations into it; #3,944 of 4,236 by trust here, #3,433 by citations
• General Health Professions — 10 citations into it
• Economics and Econometrics — 7 citations into it; #16,264 of 23,481 by trust here, #18,597 by citations

Whom Michael Sherris trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shaun S. Wang
2. Andrew J. G. Cairns
3. Enrico Biffis
4. M. Dahl
5. David P. Blake
6. B. Pfaff
7. Kevin Dowd
8. Shmuel Kandel
9. Thomas Møller
10. Steven Haberman

Who trusts Michael Sherris overall

1. Wendell H. Fleming

Papers from Michael Sherris's perspective

Ordered by how strongly the researchers Michael Sherris trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuation and hedging of life insurance liabilities with systematic mortality risk
2. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
3. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
4. Premium Calculation by Transforming the Layer Premium Density
5. A cohort-based extension to the Lee-Carter model for mortality reduction factors
6. SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
7. Mortality-dependent financial risk measures
8. Affine Processes for Dynamic Mortality and Actuarial Valuations
9. Securitization of Mortality Risks in Life Annuities
10. Stochastic portfolio specific mortality and the quantification of mortality basis risk

Their papers

• Risk measures and insurance premium principles (2001) — 51 citations
• Risk sensitive asset allocation (2000) — 65 citations
• Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives (2011) — 110 citations