1 |
Actuarial Model Assumptions for Inflation,
Equity Returns, and Interest Rates, (published in 1998 in
Journal of Actuarial Practice, Vol 5, No 2, 1997). |
Sherris, M., (1998) |
|
2 |
Risk Sensitive Asset Allocation. (published
in Journal of Economic Dynamics and Control, 24, (2000), 1145-1177).
|
Bielecki, T., S. R. Pliska and M Sherris,
(1998) |
|
3 |
Risk Measures and Insurance Premium Principles.
(revised version published in Insurance: Mathematics and Economics,
Vol 29, No 1, 103-115, 2001.) |
Landsman, Z., and M Sherris, (1998) |
|