| 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, 2015 | 124 | 2015 |
| Multi-state Actuarial Models of Functional Disability JH Fong, AW Shao, M Sherris North American Actuarial Journal 19 (1), 41-59, 2015 | 99 | 2015 |
| Product pricing and solvency capital requirements for long-term care insurance AW Shao, M Sherris, JH Fong Scandinavian Actuarial Journal 2017 (2), 175-208, 2017 | 58 | 2017 |
| To borrow or insure? long term care costs and the impact of housing AW Shao, H Chen, M Sherris Insurance: Mathematics and Economics 85, 15-34, 2019 | 48 | 2019 |
| The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates Z Li, AW Shao, M Sherris North American Actuarial Journal 21 (4), 594-610, 2017 | 34 | 2017 |
| Modelling multi-state health transitions in China: a generalised linear model with time trends K Hanewald, H Li, AW Shao Annals of Actuarial Science 13 (1), 145-165, 2019 | 21 | 2019 |
| Insuring longevity risk and long-term care: Bequest, housing and liquidity M Xu, J Alonso-García, M Sherris, AW Shao Insurance: Mathematics and Economics 111, 121-141, 2023 | 9 | 2023 |
| Equity release products allowing for individual house price risk AW Shao, M Sherris, K Hanewald 11th Emerging Researchers in Ageing Conference, 2012 | 8 | 2012 |
| Portfolio insurance strategies for a target annuitization fund M Xu, M Sherris, AW Shao ASTIN Bulletin: The Journal of the IAA 50 (3), 873-912, 2020 | 6 | 2020 |
| Disaggregated house price indices AW Shao, M Sherris, K Hanewald UNSW Australian School of Business Research Paper, 2013 | 6 | 2013 |
| Member’s Default Utility Function for Default Fund Design Version 1 (“MDUF v1”) D Bell, E Liu, A Shao, A Asher, N Callil, G Kingston, D Knox, D Schneider, ... | 4 | 2017 |
| House price models for banking and insurance applications: The impact of property characteristics AW Shao, K Hanewald, and Michael Sherris Asia-Pacific Journal of Risk and Insurance 12 (1), 20170003, 2018 | 2 | 2018 |
| Demand for annuities and long-term care insurance with recursive utility: Impact of housing M Xu, J Alonso-Garcıa, AW Shao, M Sherris Unpublished Working Paper, 2017 | 2 | 2017 |
| Member’s Default Utility Function for Default Fund Design Version 1 (“MDUF v1”) Technical Paper No. 3: Optimal Dynamic Strategies D Bell, E Liu, A Shao dynamics 50 (2.2), 2017 | 2 | 2017 |
| House price returns, risks and the impact of property characteristics AW Shao, M Sherris, K Hanewald Insurance: Mathematics and Economics 63, 76-90, 2015 | 2 | 2015 |
| Combining experience data of several Long-Term Care Insurance products with different disability definitions L Le Bastard, S Loisel, AW Shao | 1 | 2023 |
| Insurance pricing for breast cancer under different multiple state models A Arik, AJG Cairns, E Dodd, AS Macdonald, A Shao, G Streftaris arXiv preprint arXiv:2311.15975, 2023 | 1 | 2023 |
| Submission to Productivity Commission D Bell, E Liu, A Shao Mine Wealth+ Wellbeing, Newcastle, NSW.[Cited 24 January 2018] Available …, 2016 | 1 | 2016 |
| Uneven outcomes: findings on cancer mortality A Arik, AJG Cairns, E Dodd, A Shao, G Streftaris | | 2022 |
| A new paradigm D Bell, A Shao, E Liu Superfunds Magazine, 27-29, 2017 | | 2017 |
Michael SherrisProfessor Actuarial Studies University of New South WalesVerified email at unsw.edu.au