Multi-State Actuarial Models of Functional Disability UNSW Australian School of Business Research Paper No. 2013ACTL14 Joelle HY. Fong ,
Adam Wenqiang Shao
and
Michael Sherris
University of New South Wales (UNSW) - Centre of Excellence in Population Ageing Research
,
University of New South Wales - ARC Centre for Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 06, 2013
Working Paper Series 8 downloads
Model Risk, Mortality Heterogeneity and Implications for Solvency and Tail Risk UNSW Australian School of Business Research Paper No. 2013ACTL13 Michael Sherris
and
Qiming Zhou
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research
Date Posted: May 02, 2013
Working Paper Series 8 downloads
Multivariate Tweedie Lifetimes: The Impact of Dependence UNSW Australian School of Business Research Paper No. 2013ACTL12 Daniel H. Alai
,
Zinoviy Landsman
and
Michael Sherris
Australian School of Business at UNSW
,
University of Haifa, Department of Statistics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 09, 2013 Last Revised: May 07, 2013
Working Paper Series 19 downloads
Disengagement: A Partial Solution to the Annuity Puzzle UNSW Australian School of Business Research Paper No. 2013ACTL10 Hazel Bateman
,
Christine Eckert
,
John Geweke ,
Fedor Iskhakov ,
Jordan J. Louviere ,
Stephen E. Satchell and
Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Technology Sydney - Economics Discipline Group
,
University of Technology Sydney
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Cambridge - Faculty of Economics and Politics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: April 04, 2013
Working Paper Series 8 downloads
Disaggregated House Price Indices UNSW Australian School of Business Research Paper No. 2013ACTL09 Adam Wenqiang Shao
,
Michael Sherris
and
Katja Hanewald
University of New South Wales - ARC Centre for Excellence in Population Ageing Research and School of Risk and Actuarial Studies
,
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 23, 2013
Working Paper Series 15 downloads
Risk Management and Payout Design of Reverse Mortgages UNSW Australian School of Business Research Paper No. 2013ACTL07 Daniel Wanhee Cho
,
Katja Hanewald
and
Michael Sherris
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research
,
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 15, 2013
Working Paper Series 37 downloads
Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination UNSW Australian School of Business Research Paper No. 2013ACTL08 Daniel H. Alai
,
Severine Gaille
and
Michael Sherris
Australian School of Business at UNSW
,
University of Lausanne - Faculty of Business and Economics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: March 15, 2013
Working Paper Series 26 downloads
Bayesian Foundations of Insurance Liang Hong
,
Ryan Martin
and
Zhiqiang Yan
Bradley University, Department of Mathematics
,
University of Illinois at Chicago - Department of Mathematics, Statistics, & Computer Science
and
Western Illinois University - Department of Marketing and Finance
Date Posted: February 13, 2013
Working Paper Series 14 downloads
Developing Actuarial Judgement UNSW Australian School of Business Research Paper No. 2013ACTL03 Anthony Asher
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: January 19, 2013 Last Revised: January 23, 2013
Working Paper Series 98 downloads
Financial Literacy and Retirement Planning in Australian UNSW Australian School of Business Research Paper No. 2012ACTL16 Julie Agnew ,
Hazel Bateman
and
Susan Thorp
College of William and Mary - Mason School of Business
,
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 17, 2013
Working Paper Series 34 downloads
Superannuation Knowledge and Plan Behaviour UNSW Australian School of Business Research Paper No. 2012ACTL14 Julie Agnew ,
Hazel Bateman
and
Susan Thorp
College of William and Mary - Mason School of Business
,
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 17, 2013
Working Paper Series 20 downloads
Forecasting Mortality Trends Allowing for Cause-of-Death Mortality Dependence UNSW Australian School of Business Research Paper No. 2013ACTL02 Severine Gaille
and
Michael Sherris
University of Lausanne - Faculty of Business and Economics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: January 17, 2013 Last Revised: January 31, 2013
Working Paper Series 28 downloads
Work, Money, Lifestyle: Plans of Australian Retirees UNSW Australian School of Business Research Paper No. 2012ACTL15 Julie Agnew ,
Hazel Bateman
and
Susan Thorp
College of William and Mary - Mason School of Business
,
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 17, 2013
Working Paper Series 25 downloads
Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions UNSW Australian School of Business Research Paper No. 2013ACTL01 Daniel H. Alai
,
Hua Chen
,
Daniel Wanhee Cho
,
Katja Hanewald
and
Michael Sherris
Australian School of Business at UNSW
,
Temple University - Department of Risk, Insurance and Healthcare Management
,
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research
,
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: January 17, 2013
Working Paper Series 54 downloads
Public Sector Pension Funds in Australia: Longevity Selection and Liabilities UNSW Australian School of Business Research Paper No. 2012 AIPAR 06 Joelle HY. Fong ,
John Piggott and
Michael Sherris
University of New South Wales (UNSW) - Centre of Excellence in Population Ageing Research
,
University of New South Wales (UNSW) - Australian School of Business, School of Economics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: June 07, 2012
Working Paper Series 49 downloads
Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers UNSW Australian School of Business Research Paper No. 2012 AIPAR 05 Maathumai Nirmalendran
,
Michael Sherris
and
Katja Hanewald affiliation not provided to SSRN
,
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 29, 2012
Working Paper Series 52 downloads
Lifetime Dependence Modelling Using a Truncated Multivariate Gamma Distribution UNSW Australian School of Business Research Paper No. AIPAR 2012/3 Daniel H. Alai
,
Zinoviy Landsman
and
Michael Sherris
Australian School of Business at UNSW
,
University of Haifa, Department of Statistics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: April 02, 2012 Last Revised: March 26, 2013
Working Paper Series 52 downloads
An Analysis of Reinsurance Optimisation in Life Insurance UNSW Australian School of Business Research Paper No. AIPAR 2012/2 Michael Sherris
and
Elena Veprauskaite
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of Bath - School of Management
Date Posted: March 26, 2012
Working Paper Series 128 downloads
Pricing European Options on Deferred Annuities UNSW Australian School of Business Research Paper No. AIPAR 2012/1 Jonathan Ziveyi ,
Craig Blackburn and
Michael Sherris
Univesity of New South Wales - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: February 15, 2012 Last Revised: February 04, 2013
Working Paper Series 103 downloads
House Price Risk Models for Banking and Insurance Applications UNSW Australian School of Business Research Paper No. 2011ACTL11 Katja Hanewald
and
Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: November 18, 2011
Accepted Paper Series 274 downloads
Economic Rationality, Risk Presentation, and Retirement Portfolio Choice UNSW Australian School of Business Research Paper No. 2011ACTL02 Hazel Bateman
,
Christine Ebling
,
Jordan J. Louviere ,
Stephen E. Satchell ,
Susan Thorp and
John Geweke
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney - Centre for the Study of Choice
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Cambridge - Faculty of Economics and Politics
,
University of Technology, Sydney (UTS) - School of Finance and Economics
and
University of Technology Sydney - Economics Discipline Group
Date Posted: September 19, 2011
Working Paper Series 64 downloads
Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk UNSW Australian School of Business Research Paper No. 2011ACTL10 Katja Hanewald
,
John Piggott and
Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - Australian School of Business, School of Economics
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: August 17, 2011
Accepted Paper Series 78 downloads
Modelling Dependence in Insurance Claims Processes with Lévy Copulas UNSW Australian School of Business Research Paper No. 2011ACTL01 Benjamin Avanzi
,
Luke Cameron Cassar
and
Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: August 04, 2011
Working Paper Series 226 downloads
Civil Services and Military Retirement Income Provision in Australia UNSW Australian School of Business Research Paper No. 2011 AIPAR 02 Hazel Bateman
and
John Piggott
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
and
University of New South Wales (UNSW) - Australian School of Business, School of Economics
Date Posted: August 01, 2011
Working Paper Series 22 downloads
Rethinking Age-Period-Cohort Mortality Trend Models UNSW Australian School of Business Research Paper No. 2011ACTL2009 Daniel H. Alai
and
Michael Sherris
Australian School of Business at UNSW
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 13, 2011 Last Revised: April 02, 2012
Accepted Paper Series 92 downloads
Consistent Dynamic Affine Mortality Models for Longevity Risk Applications UNSW Australian School of Business Research Paper No. 2011ACTL08 Craig Blackburn and
Michael Sherris
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Date Posted: May 09, 2011 Last Revised: February 14, 2012
Accepted Paper Series 118 downloads
Financial Competence and Expectations Formation: Evidence from Australia UNSW Australian School of Business Research Paper No. 2011ACTL07 Hazel Bateman
,
Christine Eckert
,
John Geweke ,
Jordan J. Louviere ,
Stephen E. Satchell and
Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Technology Sydney - Economics Discipline Group
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Cambridge - Faculty of Economics and Politics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: April 17, 2011
Accepted Paper Series 58 downloads
Financial Competence, Risk Presentation and Retirement Portfolio Preferences UNSW Australian School of Business Research Paper No. 2011ACTL03 Hazel Bateman
,
Christine Eckert
,
John Geweke ,
Jordan J. Louviere ,
Stephen E. Satchell and
Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Technology Sydney - Economics Discipline Group
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Cambridge - Faculty of Economics and Politics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: March 08, 2011 Last Revised: April 12, 2011
Working Paper Series 94 downloads
Modeling Mortality with a Bayesian Vector Autoregression UNSW Australian School of Business Research Paper No. 2011ACTL04 Michael Sherris
and
Carolyn Njenga
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: March 08, 2011 Last Revised: April 12, 2011
Working Paper Series 76 downloads
A Survey of Actuarial Graduates UNSW Australian School of Business Research Paper No. 2010ACTL17 Brian Wang Bong Chu ,
John R. Evans
and
David E. Morgan
University of New South Wales (UNSW) - School of Actuarial Studies
,
Australian School of Business at UNSW
and
University of New South Wales - School of Management
Date Posted: December 20, 2010 Last Revised: February 02, 2011
Working Paper Series 78 downloads
Optimal Dividends and Capital Injections in the Dual Model with Diffusion UNSW Australian School of Business Research Paper No. 2010ACTL15 Benjamin Avanzi
,
Jonathan Shen and
Bernard Wong
University of New South Wales (UNSW) - Australian School of Business - School of Risk and Actuarial Studies
,
University of New South Wales (UNSW) - School of Actuarial Studies
and
University of New South Wales (UNSW) - School of Actuarial Studies
Date Posted: November 15, 2010
Working Paper Series 171 downloads
Modeling Long-Run Cause of Death Mortality Trends UNSW Australian School of Business Research Paper No. 2010ACTL14 Michael Sherris
and
Severine Gaille
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of Lausanne - Faculty of Business and Economics
Date Posted: November 08, 2010 Last Revised: April 12, 2011
Working Paper Series 86 downloads
Improving Longevity and Mortality Risk Models with Common Stochastic Long-Run Trends UNSW Australian School of Business Research Paper No. 2010ACTL13 Michael Sherris
and
Severine Gaille
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
University of Lausanne - Faculty of Business and Economics
Date Posted: November 03, 2010 Last Revised: April 12, 2011
Working Paper Series 45 downloads
Investment Risk Framing and Individual Preference Consistency UNSW Australian School of Business Research Paper No. 2010ACTL08 Hazel Bateman
,
Christine Eckert
,
John Geweke ,
Jordan J. Louviere ,
Stephen E. Satchell and
Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Technology Sydney - Economics Discipline Group
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Cambridge - Faculty of Economics and Politics
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 27, 2010 Last Revised: April 12, 2011
Working Paper Series 107 downloads
An Experimental Survey of Investment Decisions for Retirement Savings UNSW Australian School of Business Research Paper No. 2010ACTL09 Hazel Bateman
,
Susan Thorp ,
Jordan J. Louviere ,
Towhidul Islam
and
Stephen E. Satchell
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney (UTS) - School of Finance and Economics
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Guelph - Department of Marketing and Consumer Studies
and
University of Cambridge - Faculty of Economics and Politics
Date Posted: August 26, 2010 Last Revised: April 18, 2011
Working Paper Series 81 downloads
Retirement Investor Risk Tolerance in Tranquil and Crisis Periods: Experimental Survey Evidence UNSW Australian School of Business Research Paper No. 2010ACTL10 Hazel Bateman
,
Jordan J. Louviere ,
Stephen E. Satchell ,
Towhidul Islam
and
Susan Thorp
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation
,
University of Technology, Sydney (UTS) - School of Marketing
,
University of Cambridge - Faculty of Economics and Politics
,
University of Guelph - Department of Marketing and Consumer Studies
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: August 25, 2010 Last Revised: April 12, 2011
Working Paper Series 134 downloads
Microinsurance: Insights from a Historical Approach UNSW Australian School of Business Research Paper No. 2010ACTL06 Simon Crawford-Ash
and
Sachi Purcal affiliation not provided to SSRN
and
Macquarie University - Department of Actuarial Studies
Date Posted: June 28, 2010 Last Revised: July 02, 2010
Working Paper Series 135 downloads
Spatial Variability in Mortality and Socioeconomic Factors for Australian Mortality UNSW Australian School of Business Research Paper No. 2010 ACTL 05 Michael Sherris
and
Andy Tang
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
and
affiliation not provided to SSRN Date Posted: April 25, 2010 Last Revised: April 12, 2011
Working Paper Series 98 downloads
