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Hanewald, Katja's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,500 |
Total
Citations
7 |
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1.
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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03 Feb 09
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Last Revised:
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11 Jan 12
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354
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2
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stochastic mortality, Lee-Carter model, external factors, cause-specific mortality
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2.
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Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Post, Thomas
Maastricht University - School of Business and Economics - Department of Finance Gründl, Helmut
Goethe University Frankfurt - House of Finance
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Posted:
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14 Feb 09
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Last Revised:
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11 Jan 12
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319
(44,768)
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3
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Post, Thomas
Maastricht University - School of Business and Economics - Department of Finance Gründl, Helmut
Goethe University Frankfurt - House of Finance
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37
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3
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Life insurance, asset-liability management, stochastic mortality, Lee-Carter model, business cycle
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Post, Thomas
Maastricht University - School of Business and Economics - Department of Finance Gründl, Helmut
Goethe University Frankfurt - House of Finance
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14 Feb 09
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Last Revised:
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11 Jan 12
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282
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3
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Life insurance, asset-liability management, stochastic mortality, Lee-Carter model, business cycle
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3.
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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274
(53,401)
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house price risk, statistical models, risk management
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4.
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Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior
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Versions (2)
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hide multiple versions |
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Post, Thomas
Maastricht University - School of Business and Economics - Department of Finance Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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Posted:
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30 Jul 10
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Last Revised:
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26 Nov 12
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190
(78,521)
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Post, Thomas
Maastricht University - School of Business and Economics - Department of Finance Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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14 Nov 10
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Last Revised:
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24 Mar 11
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28
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longevity risk, subjective survival expectations, forecast dispersion, savings behavior
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Post, Thomas
Maastricht University - School of Business and Economics - Department of Finance Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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| Posted: |
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30 Jul 10
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Last Revised:
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26 Nov 12
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162
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longevity risk, subjective survival expectations, forecast dispersion, saving behavior
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5.
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Piggott, John
University of New South Wales (UNSW) - Australian School of Business, School of Economics Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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78
(158,601)
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longevity risk, optimal insurance, life annuity, market frictions, group self-annuitization (GSA)
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6.
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Hecht, Carolin
affiliation not provided to SSRN Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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07 Jul 10
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Last Revised:
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11 Jan 12
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62
(180,512)
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Life Insurance Demand, Tax Incentives, Financial Literacy
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7.
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Alai, Daniel H.
Australian School of Business at UNSW Chen, Hua
Temple University - Department of Risk, Insurance and Healthcare Management Cho, Daniel Wanhee
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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54
(193,337)
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Reverse Mortgage, Home Reversion, Vector Autoregressive Models, Stochastic Discount Factors, Risk-Based Capital
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8.
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Nirmalendran, Maathumai
affiliation not provided to SSRN Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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52
(196,740)
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life annuity, insurance regulation, solvency, longevity risk
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9.
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Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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03 Feb 09
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Last Revised:
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11 Jan 12
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47
(205,760)
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2
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Aggregate mortality, business cycle, socio-economic factors, multivariate model
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10.
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Cho, Daniel Wanhee
University of New South Wales (UNSW) - ARC Centre for Excellence in Population Ageing Research Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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37
(226,020)
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Reverse mortgage, Income stream, Equity release, Vector autoregressive model, Stochastic discount factor, Risk-based capital
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11.
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Shao, Adam Wenqiang
University of New South Wales - ARC Centre for Excellence in Population Ageing Research and School of Risk and Actuarial Studies Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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18
(281,967)
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equity release products, individual house price risk, no negative equity guarantee
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12.
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Shao, Adam Wenqiang
University of New South Wales - ARC Centre for Excellence in Population Ageing Research and School of Risk and Actuarial Studies Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies Hanewald, Katja
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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15
(292,605)
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disaggregated house price index, hedonic models, repeat-sales models, hybrid models
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