Browsing byAuthorSherris, M
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
2022-09-16 | Affine Mortality Models with Jumps: Parameter Estimation and Forecasting | Garces, LP; Kolar, J; Sherris, M; Ungolo, F |
2023-04-03 | AffineMortality: An R Package for Estimation, Analysis and Projection of Affine Mortality Models | Ungolo, F; Garces, LPD; Sherris, M; Zhou, Y |
2023-05-24 | Age-Dependent Multi-Cohort Affine Mortality Model with Cohort Correlation | Zhou, Y; Garces, LPD; Shen, Y; Sherris, M; Ziveyi, J |
2006-05-01 | Dynamic portfolio allocation, the dual theory of choice and probability distortion functions | Hamada, M; Sherris, M; van der Hoek, J |
2023-04-03 | Estimation, Comparison and Projection of Multi-factor Age-Cohort Affine Mortality Models | Ungolo, F; Garces, LPD; Sherris, M; Zhou, Y |
2024-10-23 | Risk-sharing Rules for Mortality Pooling Products with Stochastic and Correlated Mortality Rates | Zhou, Y; Garces, LP; Shen, Y; Sherris, M; Ziveyi, J |