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Working Papers
from ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Contact information at EDIRC . Series data maintained by Elena Capatina ().
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201217: Public Sector Pension Funds in Australia: Longevity Selection and Liabilities
Joelle Fong , John Piggott and Michael Sherris
201216: Life Cycle Effects of Health Risk
Elena Gabriela Capatina
201215: Optimal Capital Income Taxation with Means-tested Benefits
Cagri Seda Kumru and John Piggott
201214: Long-term Fiscal Projections and the Australian Retirement Income System
John Piggott and Rafal Chomik
201213: Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers
Maathumai Nirmalendran , Michael Sherris and Katja Hanewald
201212: Rethinking Age-Period-Cohort Mortality Trend Models
Daniel Alai and Michael Sherris
201211: Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution
Daniel Alai , Zinoviy Landsman and Michael Sherris
201210: Macroeconomic and Welfare Effects of the 2010 Changes to Mandatory Superannuation
George Kudrna and Alan Donald Woodland
201209: Progressive Tax Changes to Private Pensions in a Life-Cycle Framework
George Kudrna and Alan Donald Woodland
201208: Early Life Conditions and Financial Risk-taking in Older Age
Loretti Isabella Dobrescu , Dimitris Christelis and Alberto Motta
201207: The Impact of Social Activities on Cognitive Ageing: Evidence From Eleven European Countries
Loretti Isabella Dobrescu and Dimitris Christelis
201206: Intra-household Competition for Care: The Role of Bequest-regulating Social Norms
Elisabetta Magnani , Garima Verma and Anu Rammohan
201205: Older Workers' Training Opportunities in Times of Workplace Innovation
Elisabetta Magnani
201204: An Analysis of Reinsurance Optimisation in Life
Elena Veprauskaite and Michael Sherris
201203: Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making
Dominic Ho and Michael Sherris
201202: Pricing European Options on Deferred Insurance
Jonathan Ziveyi , Craig Blackburn and Michael Sherris
201201: Externality and Strategic Interaction in the Location Choice of Siblings under Altruism toward Parents
Meliyanni Johar and Shiko Maruyama
201122: Self-control Preferences and Taxation: A Quantitative Analysis in a Life-cycle Model
Cagri Seda Kumru and Athanasios Thanopoulos
201121: Economic Rationality, Risk Presentation, and Retirement Portfolio Choice
Hazel Bateman , Christine Ebling , John Geweke , Jordan Louviere , Stephen Satchell and Susan Thorp
201120: Financial Competence, Risk Presentation and Retirement Portfolio Preferences
Hazel Bateman , Christine Eckert , John Geweke , Jordan Louviere , Stephen Satchell and Susan Thorp
201119: Adverse Selection, Moral Hazard and the Demand for Medigap Insurance
Michael P Keane and Olena Stavrunova
201118: House Price Risk Models for Banking and Insurance Applications
Katja Hanewald and Michael Sherris
201117: Income Taxation in a Life Cycle Model with Human Capital
Michael P Keane
201116: Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models
Rob J Hyndman , Heather Booth and Farah Yasmeen
201113: Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk
Katja Hanewald , John Piggott and Michael Sherris
201112: The Impact on Residential Choice of the Family Home Exemption in Resource-Tested Transfer Programs
John Piggott and Renuka Sane
201111: Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
Thomas Post and Katja Hanewald
201110: Trade-Offs in Means Tested Pension Design
Chung Tran and Alan Donald Woodland
201109: Civil Services and Military Retirement Income
Hazel Bateman and John Piggott
201107: Consistent Dynamic Affine Mortality Model for Longevity Risk Applications
Craig Blackburn and Michael Sherris
201105: Modeling Mortality with a Bayesian Vector Autoregression
Carolyn Njenga and Michael Sherris
201104: Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes
Chao Qiao and Michael Sherris
201103: Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market
Shu Su and Michael Sherris
201102: Market Inefficiency, Insurance Mandate and Welfare: U.S. Health Care Reform 2010
Juergen Jung and Chung Tran
201101: Labour Mobility, Pension Portability and the Lack of Lock-In Effects
Erik Hernaes , John Piggott , Ola Lotherington Vestad and Tao Zhang