Details about Katja Hanewald

Access statistics for papers by Katja Hanewald.

Last updated 2022-05-29. Update your information in the RePEc Author Service.

Short-id: pha498

Working Papers

2022

1. Long-Term Care Insurance Financing Using Home Equity Release: Evidence from an Online Experimental Survey
   NBER Working Papers, National Bureau of Economic Research, Inc

2021

2. Delay the Pension Age or Adjust the Pension Bene?t? Implications for Labor Supply and Individual Welfare in China
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (1)

2019

3. Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys
   Working Papers, eSocialSciences View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (4)
   See also Journal Article in Journal of Economic Behavior & Organization (2020)

2012

4. 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

2011

5. 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
6. 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
   See also Journal Article in Insurance: Mathematics and Economics (2013)
7. 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 View citations (1)
   See also Journal Article in Journal of Economic Behavior & Organization (2013)
8. Stochastic mortality, macroeconomic risks, and life insurer solvency
   ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) View citations (4)
   Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2009) View citations (5)
   See also Journal Article in The Geneva Papers on Risk and Insurance - Issues and Practice (2011)

2010

9. 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 View citations (14)
10. Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (17)

2009

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

2008

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

Journal Articles

2022

1. Life Satisfaction of Middle-Aged and Older Chinese: The Role of Health and Health Insurance
   Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2022, 160, (2), 601-624
2. Multistate health transition modeling using neural networks
   Journal of Risk & Insurance, 2022, 89, (2), 475-504

2021

3. Healthy life expectancy in China: Modelling and implications for public and private insurance
   Annals of Actuarial Science, 2021, 15, (1), 40-56
4. Subnational Mortality Modelling: A Bayesian Hierarchical Model with Common Factors
   Risks, 2021, 9, (11), 1-21
5. Why is inequality higher among the old? Evidence from China
   China Economic Review, 2021, 66, (C) View citations (2)
6. Willingness to take financial risks and insurance holdings: A European survey
   Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2021, 95, (C)

2020

7. Is there a demand for reverse mortgages in China? Evidence from two online surveys
   Journal of Economic Behavior & Organization, 2020, 169, (C), 19-37 View citations (6)
   See also Working Paper (2019)

2019

8. Modelling multi-state health transitions in China: a generalised linear model with time trends
   Annals of Actuarial Science, 2019, 13, (1), 145-165 View citations (3)

2018

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

2017

10. 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, (2), 267-269
11. LONGEVITY RISK MANAGEMENT AND SHAREHOLDER VALUE FOR A LIFE ANNUITY BUSINESS
    ASTIN Bulletin, 2017, 47, (1), 43-77 View citations (3)

2016

12. Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product?
    Journal of Risk & Insurance, 2016, 83, (2), 421-446 View citations (18)

2015

13. Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk
    Insurance: Mathematics and Economics, 2015, 63, (C), 76-90 View citations (25)
14. Risk Analysis for Reverse Mortgages with Different Payout Designs
    Asia-Pacific Journal of Risk and Insurance, 2015, 9, (1), 77-105 View citations (3)

2014

15. Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions
    North American Actuarial Journal, 2014, 18, (1), 217-241 View citations (28)
16. PRICING AND SOLVENCY OF VALUE-MAXIMIZING LIFE ANNUITY PROVIDERS
    ASTIN Bulletin, 2014, 44, (1), 39-61

2013

17. Individual post-retirement longevity risk management under systematic mortality risk
    Insurance: Mathematics and Economics, 2013, 52, (1), 87-97 View citations (18)
    See also Working Paper (2011)
18. Longevity risk, subjective survival expectations, and individual saving behavior
    Journal of Economic Behavior & Organization, 2013, 86, (C), 200-220 View citations (32)
    See also Working Paper (2011)
19. Postcode-Level House Price Models for Banking and Insurance Applications
    The Economic Record, 2013, 89, (286), 411-425 View citations (1)

2012

20. 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 View citations (2)

2011

21. Explaining Mortality Dynamics
    North American Actuarial Journal, 2011, 15, (2), 290-314 View citations (26)
22. Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2011, 36, (3), 458-475 View citations (5)
    See also Working Paper (2011)