By Emeritus Professor Michael Sherris

Journal articles

Van Der Hoek J; Sherris M, 2001, 'A class of non-expected utility risk measures and implications for asset allocations', Insurance: Mathematics and Economics, 28, pp. 69 - 82, http://dx.doi.org/10.1016/S0167-6687(00)00067-6

Sherris M; van der Hoek J, 2001, 'A Class of Non-Expected Utility Risk Measures and Implications for Asset Allocation, Insurance: Mathematics and Economics', Insurance Mathematics and Economics, pp. 69 - 82

Sherris M; Landsman Z, 2001, 'Risk Measures and Insurance Premium Principles, Insurance: Mathematics and Economics', Insurance Mathematics and Economics, pp. 103 - 115

Sherris M; Pliska S; Bielecki T, 2000, 'Risk Sensitive Asset Allocation', Journal of Economic Dynamics and Control, pp. 1145 - 1177

Sherris M, 1999, '“term structure models: A perspective from the long rate”, yong yao, july, 1999', North American Actuarial Journal, 3, pp. 138 - 138, http://dx.doi.org/10.1080/10920277.1999.10595840

Sherris M; Tedesco L; Zehnwirth B, 1999, 'Investment Returns and Inflation Models: Some Australian Evidence', British Actuarial Journal, pp. 237 - 267

Sherris M, 1999, 'Long-Term Yield Rates for Actuarial Valuations', North American Actuarial Journal, pp. 22 - 23

Sherris M, 1999, 'Term Structure Models: A Perspective from the Long Rate', North American Actuarial Journal, pp. 138 - 138

Sherris M, 1998, 'Actuarial Model Assumptions for Inflation, Equity Returns, and Interest Rates', Journal of Actuarial Practice, pp. 227 - 253

Sherris M, 1998, 'Discussion of `Presidential Address`', Transactions of the Institute of Actuaries of Australia -- 1997, pp. 71 - 74

Sherris M, 1998, 'Review of Financial Calculus by M. Baxter and A. Rennie', North American Actuarial Journal, 2, pp. 134 - 135

Adams M; Sherris M; Hossain M, 1997, 'The determinants of external audit costs in the New Zealand life insurance industry', Journal of International Financial Management and Accounting, 8, pp. 69 - 86, http://dx.doi.org/10.1111/1467-646X.00018

Ang A; Sherris M, 1997, 'Interest rate risk management: Developments in interest rate term structure modeling for risk management and valuation of interest-rate-dependent cash flows', North American Actuarial Journal, 1, pp. 1 - 26, http://dx.doi.org/10.1080/10920277.1997.10595601

Pollard JH; Sherris M, 1980, 'Application of matrix methods to pension funds', Scandinavian Actuarial Journal, 1980, pp. 77 - 95, http://dx.doi.org/10.1080/03461238.1980.10408642

Fung MC; Ignatieva K; Sherris M, 'Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives', SSRN Electronic Journal, http://dx.doi.org/10.2139/ssrn.2576575

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