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.
Bibliographic data for series maintained by Elena Capatina ( this e-mail address is bad, please contact ).

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

201217: Public Sector Pension Funds in Australia: Longevity Selection and Liabilities

Joelle H. Fong, John Piggott and Michael Sherris

201215: Optimal Capital Income Taxation with Means-tested Benefits

Cagri 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 Woodland

201209: Progressive Tax Changes to Private Pensions in a Life-Cycle Framework

George Kudrna and Alan Woodland

201208: Early Life Conditions and Financial Risk-taking in Older Age

Loretti Dobrescu, Dimitris Christelis and Alberto Motta

201207: The Impact of Social Activities on Cognitive Ageing: Evidence From Eleven European Countries

Loretti 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 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 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 Keane

201116: Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models

Rob 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 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 Vestad and Tao Zhang