Select Publications

Working Papers

Garces LP; Kolar J; Sherris M; Ungolo F, 2022, Affine Mortality Models with Jumps: Parameter Estimation and Forecasting, CEPAR Working Paper 2022/12,,

Alonso-García J; Sherris M, 2017, One Size Fits All? Drawdown Structures in Australia and the Netherlands, http://dx.doi.org10.2139/ssrn.3025064

Sherris M; Zhang BW, 2009, Economic Scenario Generation with Regime Switching Models,

Sherris M; Njenga C, 2009, Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility,

Sherris M; Landsman Z, 2005, Pricing in the Multi-Line Insurer with Dependent Gamma Distributed Risks allowing for Frictional Costs of Capital,

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