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Details about Katja Hanewald

E-mail:
Homepage:https://www.business.unsw.edu.au/our-people/katja-hanewald
Workplace:ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School, UNSW Sydney, (more information at EDIRC)

Access statistics for papers by Katja Hanewald.

Last updated 2019-04-07. Update your information in the RePEc Author Service.

Short-id: pha498


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Working Papers

2019

  1. Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys
    Working Papers, eSocialSciences Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads

2012

  1. Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads

2011

  1. House Price Risk Models for Banking and Insurance Applications
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads
  2. Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2013)
  3. Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
    Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales Downloads
    See also Journal Article in Journal of Economic Behavior & Organization (2013)
  4. Stochastic mortality, macroeconomic risks, and life insurer solvency
    ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) View citations (1)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2009) Downloads View citations (5)

    See also Journal Article in The Geneva Papers on Risk and Insurance - Issues and Practice (2011)

2010

  1. Sociodemographic, Economic, and Psychological Drivers of the Demand for Life Insurance: Evidence from the German Retirement Income Act
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (1)
  2. Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (15)

2009

  1. Mortality modeling: Lee-Carter and the macroeconomy
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (10)

2008

  1. Beyond the business cycle - factors driving aggregate mortality rates
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (5)

Journal Articles

2019

  1. Modelling multi-state health transitions in China: a generalised linear model with time trends
    Annals of Actuarial Science, 2019, 13, (01), 145-165 Downloads

2018

  1. House Price Models for Banking and Insurance Applications: The Impact of Property Characteristics
    Asia-Pacific Journal of Risk and Insurance, 2018, 12, (1), 26 Downloads

2017

  1. King William's Tontine: Why the Retirement Annuity of the Future Should Resemble its Past. Moshe A. Milevsky. Cambridge University Press, 2015, ISBN 9781107076129, 257 pages. doi: 10.1017/CBO9781139879316
    Journal of Pension Economics and Finance, 2017, 16, (02), 267-269 Downloads
  2. LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2017, 47, (01), 43-77 Downloads View citations (2)

2016

  1. Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product?
    Journal of Risk & Insurance, 2016, 83, (2), 421-446 Downloads View citations (6)

2015

  1. Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
    Insurance: Mathematics and Economics, 2015, 63, (C), 76-90 Downloads View citations (6)
  2. Risk Analysis for Reverse Mortgages with Different Payout Designs
    Asia-Pacific Journal of Risk and Insurance, 2015, 9, (1), 77-105 Downloads View citations (1)

2014

  1. Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions
    North American Actuarial Journal, 2014, 18, (1), 217-241 Downloads View citations (8)
  2. Pricing and Solvency of Value-Maximizing Life Annuity Providers
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2014, 44, (01), 39-61 Downloads

2013

  1. Individual post-retirement longevity risk management under systematic mortality risk
    Insurance: Mathematics and Economics, 2013, 52, (1), 87-97 Downloads View citations (12)
    See also Working Paper (2011)
  2. Longevity risk, subjective survival expectations, and individual saving behavior
    Journal of Economic Behavior & Organization, 2013, 86, (C), 200-220 Downloads View citations (15)
    See also Working Paper (2011)
  3. Postcode-Level House Price Models for Banking and Insurance Applications
    The Economic Record, 2013, 89, (286), 411-425 Downloads View citations (1)

2012

  1. Who Responds to Tax Reforms? Evidence from the Life Insurance Market
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2012, 37, (1), 5-26 Downloads View citations (1)

2011

  1. Explaining Mortality Dynamics
    North American Actuarial Journal, 2011, 15, (2), 290-314 Downloads View citations (9)
  2. Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2011, 36, (3), 458-475 Downloads View citations (4)
    See also Working Paper (2011)
 
Page updated 2019-10-17