| Financial Economics: with applications to investments, insurance, and pensions HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ... Actuarial Foundation, 1998 | 332 | 1998 |
| Longevity risk management for life and variable annuities: The effectiveness of static hedging using longevity bonds and derivatives A Ngai, M Sherris Insurance: Mathematics and Economics 49 (1), 100-114, 2011 | 153 | 2011 |
| Securitization, structuring and pricing of longevity risk S Wills, M Sherris Insurance: Mathematics and Economics 46 (1), 173-185, 2010 | 151 | 2010 |
| Solvency, capital allocation, and fair rate of return in insurance M Sherris Journal of Risk and Insurance 73 (1), 71-96, 2006 | 145 | 2006 |
| Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk AW Shao, K Hanewald, M Sherris Insurance: Mathematics and Economics 63, 76-90, 2015 | 118 | 2015 |
| Developing equity release markets: Risk analysis for reverse mortgages and home reversions DH Alai, H Chen, D Cho, K Hanewald, M Sherris North American Actuarial Journal 18 (1), 217-241, 2014 | 114 | 2014 |
| Managing Systematic Mortality Risk With Group Self‐Pooling and Annuitization Schemes C Qiao, M Sherris Journal of Risk and Insurance 80 (4), 949-974, 2013 | 112 | 2013 |
| Risk measures and insurance premium principles Z Landsman, M Sherris Insurance: Mathematics and Economics 29 (1), 103-115, 2001 | 100 | 2001 |
| Consistent dynamic affine mortality models for longevity risk applications C Blackburn, M Sherris Insurance: Mathematics and Economics 53 (1), 64-73, 2013 | 98 | 2013 |
| Simulating from exchangeable Archimedean copulas F Wu, E Valdez, M Sherris Communications in Statistics—Simulation and Computation® 36 (5), 1019-1034, 2007 | 94 | 2007 |
| Multistate actuarial models of functional disability JH Fong, AW Shao, M Sherris North American Actuarial Journal 19 (1), 41-59, 2015 | 93 | 2015 |
| Risk sensitive asset allocation TR Bielecki, SR Pliska, M Sherris Journal of Economic Dynamics and Control 24 (8), 1145-1177, 2000 | 92 | 2000 |
| Portfolio choice in retirement—what is the optimal home equity release product? K Hanewald, T Post, M Sherris Journal of Risk and Insurance 83 (2), 421-446, 2016 | 75 | 2016 |
| Individual post-retirement longevity risk management under systematic mortality risk K Hanewald, J Piggott, M Sherris Insurance: Mathematics and Economics 52 (1), 87-97, 2013 | 74 | 2013 |
| Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities MC Fung, K Ignatieva, M Sherris Insurance: Mathematics and Economics 58, 103-115, 2014 | 71 | 2014 |
| Longevity risk and the econometric analysis of mortality trends and volatility CN Njenga, M Sherris Asia-Pacific Journal of Risk and Insurance 5 (2), 2011 | 64 | 2011 |
| Financial innovation for an aging world OS Mitchell, J Piggott, M Sherris, S Yow National Bureau of Economic Research, 2006 | 61 | 2006 |
| The valuation of option features in retirement benefits M Sherris Journal of Risk and Insurance, 509-534, 1995 | 61 | 1995 |
| Enterprise risk management, insurer value maximisation, and market frictions S Yow, M Sherris ASTIN Bulletin: The Journal of the IAA 38 (1), 293-339, 2008 | 59 | 2008 |
| The determinants of mortality heterogeneity and implications for pricing annuities R Meyricke, M Sherris Insurance: Mathematics and Economics 53 (2), 379-387, 2013 | 58 | 2013 |
Jonathan ZiveyiAssociate Professor, School of Risk and Actuarial Studies, UNSW Business SchoolVerified email at unsw.edu.au
