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UNSW: Australian Institute for Population Ageing Research (Topic)

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Viewing: 1 - 36 of 36 papers

1.

Securitization, Structuring and Pricing of Longevity Risk

UNSW Australian School of Business Research Paper No. 2008ACTL06
Number of pages: 33 Posted: 02 Jun 2008 Last Revised: 07 Nov 2011
Accepted Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Independent
Downloads 759
2.

Longevity Risk Management for Life and Variable Annuities: Effectiveness of Static Hedging Using Longevity Bonds and Derivatives

UNSW Australian School of Business Research Paper No. 2010ACTL03
Number of pages: 39 Posted: 12 Apr 2010 Last Revised: 12 Mar 2012
Accepted Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and PricewaterhouseCoopers Australia
Downloads 499
3.

Longevity Risk and the Econometric Analysis of Mortality Trends and Volatility

UNSW Australian School of Business Research Paper No. 2009ACTL08
Number of pages: 41 Posted: 20 Aug 2009 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 387
4.

Developments in Long-Term Care Insurance in Japan

UNSW Australian School of Business Research Paper No. 2008 ECON 01
Number of pages: 24 Posted: 07 Apr 2008
Working Paper Series
University of Pennsylvania - The Wharton School, University of New South Wales (UNSW) - Australian School of Business, School of Economics and Hitotsubashi University - Institute of Economic Research
Downloads 354
5.

An Analysis of Reinsurance Optimisation in Life Insurance

UNSW Australian School of Business Research Paper No. AIPAR 2012/2
Number of pages: 20 Posted: 26 Mar 2012
Working Paper Series
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
Downloads 352
6.

Integrating Financial and Demographic Longevity Risk Models: An Australian Model for Financial Applications

UNSW Australian School of Business Research Paper No. 2008ACTL05
Number of pages: 24 Posted: 02 Jun 2008 Last Revised: 12 Apr 2011
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Independent
Downloads 350
7.

Risk Based Capital and Pricing for Reverse Mortgages Revisited

UNSW Australian School of Business Research Paper No. 2010ACTL04
Number of pages: 43 Posted: 13 Apr 2010 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 339
8.

Study of Australian Superannuation Fund Attitudes to Private Equity Investing

UNSW Australian School of Business Research Paper No. 2008ACTL02
Number of pages: 21 Posted: 18 May 2008 Last Revised: 12 Apr 2011
Working Paper Series
University of Wollongong - Sydney Business School
Downloads 261
9.

Portfolio Selection for Insurance Linked Securities: An Application of Multiple Criteria Decision Making

UNSW Australian School of Business Research Paper No. AIPAR 2012/4
Number of pages: 30 Posted: 12 Mar 2012
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Business School
Downloads 232
10.

Pricing European Options on Deferred Annuities

UNSW Australian School of Business Research Paper No. AIPAR 2012/1
Number of pages: 39 Posted: 15 Feb 2012 Last Revised: 04 Feb 2013
Working Paper Series
UNSW Australia, 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
Downloads 189
11.

Retirement Investor Risk Tolerance in Tranquil and Crisis Periods: Experimental Survey Evidence

UNSW Australian School of Business Research Paper No. 2010ACTL10
Number of pages: 59 Posted: 25 Aug 2010 Last Revised: 12 Apr 2011
Working Paper Series
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation, University of South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics, University of Guelph - Department of Marketing and Consumer Studies and University of Sydney Business School
Downloads 189
12.

Modeling Mortality with a Bayesian Vector Autoregression

UNSW Australian School of Business Research Paper No. 2011ACTL04
Number of pages: 39 Posted: 08 Mar 2011 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 163
13.

Financial Competence, Risk Presentation and Retirement Portfolio Preferences

UNSW Australian School of Business Research Paper No. 2011ACTL03
Number of pages: 50 Posted: 08 Mar 2011 Last Revised: 12 Apr 2011
Working Paper Series
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 South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and University of Sydney Business School
Downloads 158
14.

Modelling Cause-of-Death Mortality and the Impact of Cause-Elimination

UNSW Australian School of Business Research Paper No. 2013ACTL08
Number of pages: 21 Posted: 15 Mar 2013 Last Revised: 28 Jan 2016
Working Paper Series
University of Kent, 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
Downloads 158
15.

Hedge Fund Survey of Australian Superfunds

UNSW Australian School of Business Research Paper No. 2008ACTL07
Number of pages: 20 Posted: 06 Jun 2008 Last Revised: 24 Apr 2014
Working Paper Series
University of Wollongong - Sydney Business School
Downloads 147
16.

Age Patterns and Trends in Mortality by Cause of Death and Implications for Modeling Longevity Risk

UNSW Australian School of Business Research Paper No. 2010ACTL12
Number of pages: 22 Posted: 20 Oct 2010 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 144
17.

Investment Risk Framing and Individual Preference Consistency

UNSW Australian School of Business Research Paper No. 2010ACTL08
Number of pages: 39 Posted: 27 Aug 2010 Last Revised: 12 Apr 2011
Working Paper Series
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 South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and University of Sydney Business School
Downloads 126
18.

Labour Mobility, Pension Portability and the Lack of Lock-In Effects

UNSW Australian School of Business Research Paper No. 2011 AIPAR 01
Number of pages: 34 Posted: 27 Mar 2011
Working Paper Series
University of Oslo - Ragnar Frisch Centre for Economic Research, University of New South Wales (UNSW) - Australian School of Business, School of Economics, Statistics Norway - Research Department and Ragnar Frisch Centre for Economic Research
Downloads 123
19.

Modeling Long-Run Cause of Death Mortality Trends

UNSW Australian School of Business Research Paper No. 2010ACTL14
Number of pages: 24 Posted: 08 Nov 2010 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 122
20.

Individual Post-Retirement Longevity Risk Management Under Systematic Mortality Risk

UNSW Australian School of Business Research Paper No. 2011ACTL10
Number of pages: 42 Posted: 17 Aug 2011
Accepted Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), 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
Downloads 119
21.

Spatial Variability in Mortality and Socioeconomic Factors for Australian Mortality

UNSW Australian School of Business Research Paper No. 2010 ACTL 05
Number of pages: 35 Posted: 25 Apr 2010 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 119
22.

An Experimental Survey of Investment Decisions for Retirement Savings

UNSW Australian School of Business Research Paper No. 2010ACTL09
Number of pages: 41 Posted: 26 Aug 2010 Last Revised: 18 Apr 2011
Working Paper Series
University of New South Wales (UNSW) - School of Actuarial Studies, Centre for Pensions and Superannuation, University of Sydney Business School, University of South Australia - Institute for Choice, University of Guelph - Department of Marketing and Consumer Studies and University of Cambridge - Faculty of Economics and Politics
Downloads 115
23.

Lifetime Dependence Modelling Using a Truncated Multivariate Gamma Distribution

UNSW Australian School of Business Research Paper No. AIPAR 2012/3
Number of pages: 24 Posted: 02 Apr 2012 Last Revised: 26 Mar 2013
Working Paper Series
University of Kent, 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
Downloads 103
24.

Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes

UNSW Australian School of Business Research Paper No. 2011ACTL06
Number of pages: 28 Posted: 23 Mar 2011 Last Revised: 12 Apr 2011
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and PricewaterhouseCoopers
Downloads 103
25.

Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers

UNSW Australian School of Business Research Paper No. 2012 AIPAR 05
Number of pages: 24 Posted: 29 May 2012 Last Revised: 29 May 2012
Working Paper Series
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 (CEPAR)
Downloads 103
26.

Should Public Retirement Provision Be Means-Tested?

UNSW Australian School of Business Research Paper No. 2009 AIPAR 01
Number of pages: 31 Posted: 11 Jun 2009 Last Revised: 27 Sep 2009
Working Paper Series
Australian National University (ANU) and University of New South Wales (UNSW) - Australian School of Business, School of Economics
Downloads 101
27.

Economic Rationality, Risk Presentation, and Retirement Portfolio Choice

UNSW Australian School of Business Research Paper No. 2011ACTL02
Number of pages: 38 Posted: 19 Sep 2011
Working Paper Series
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 South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School and University of Technology Sydney - Economics Discipline Group
Downloads 97
28.

Public Sector Pension Funds in Australia: Longevity Selection and Liabilities

UNSW Australian School of Business Research Paper No. 2012 AIPAR 06
Number of pages: 44 Posted: 07 Jun 2012
Working Paper Series
SIM University, 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
Downloads 89
29.

To Love or to Pay: Savings and Health Care in Older Age

UNSW Australian School of Business Research Paper No. 2012 ECON 51
Number of pages: 45 Posted: 30 Oct 2012 Last Revised: 17 Dec 2012
Working Paper Series
University of New South Wales, School of Economics
Downloads 89
30.

Improving Longevity and Mortality Risk Models with Common Stochastic Long-Run Trends

UNSW Australian School of Business Research Paper No. 2010ACTL13
Number of pages: 37 Posted: 03 Nov 2010 Last Revised: 12 Apr 2011
Working Paper Series
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
Downloads 77
31.

Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market

UNSW Australian School of Business Research Paper No. 2011ACTL05
Number of pages: 22 Posted: 09 Mar 2011 Last Revised: 12 Apr 2011
Working Paper Series
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 - School of Actuarial Studies
Downloads 70
32.

Multivariate Tweedie Lifetimes: The Impact of Dependence

UNSW Australian School of Business Research Paper No. 2013ACTL12
Number of pages: 25 Posted: 09 Apr 2013 Last Revised: 07 May 2013
Working Paper Series
University of Kent, 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
Downloads 70
33.

Market Inefficiency, Insurance Mandate and Welfare: U.S. Health Care Reform 2010

UNSW Australian School of Business Research Paper No. 2010 ECON 31
Number of pages: 41 Posted: 21 Feb 2011 Last Revised: 09 Oct 2014
Accepted Paper Series
Towson University - Department of Economics and Australian National University (ANU) - School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 64
34.

Civil Services and Military Retirement Income Provision in Australia

UNSW Australian School of Business Research Paper No. 2011 AIPAR 02
Number of pages: 33 Posted: 01 Aug 2011
Working Paper Series
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
Downloads 47
35.

Pension Reforms in the EU since the Early 2000's: Achievements and Challenges Ahead

European Economy Discussion Paper No. 042
Number of pages: 64 Posted: 10 May 2017
Working Paper Series
European Commission - DG ECFIN, European Union - European Commission, Independent, Independent and European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)
Downloads 22
36.

The Impact on Residential Choice of the Family Home Exemption in Resource-Tested Transfer Programs

UNSW Australian School of Business Research Paper No. 2011 AIPAR 03
Number of pages: 9 Posted: 11 Aug 2011 Last Revised: 16 Aug 2011
Accepted Paper Series
Indian Statistical Institute, New Delhi and University of New South Wales (UNSW) - Australian School of Business, School of Economics
Downloads 22