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Michael Sherris
Information about the author Michael Sherris will soon be added to the site.
Found
3 papers
in total
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Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
2017
Natural hedging allows life insurers to manage long‐term longevity and...
Portfolio Choice in Retirement–What is The Optimal Home Equity Release Product?
2016
We study the decision problem of the optimal choice between home equity release...
Longevity selection and liabilities in public sector pension funds
2015
This article assesses the cost and risk faced by public sector, defined benefit plan...
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