SSRN UNSW: Australian Institute for Population Ageing Research (Topic)

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

Michael Sherris and Samuel Wills

University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Independent

Downloads 760

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

Michael Sherris and Andrew Ngai

University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and PricewaterhouseCoopers Australia

Downloads 503

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

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

Downloads 389

4.

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

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

Downloads 358

5.

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

Olivia S. Mitchell, John Piggott and Satoshi Shimizutani

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

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

Michael Sherris and Samuel Wills

University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Independent

Downloads 351

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

Michael Sherris and David Sun

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 343

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

John R. Evans

University of Wollongong - Sydney Business School

Downloads 277

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

Michael Sherris and Dominic TP Ho Quang

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 235

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

Jonathan Ziveyi, Craig Blackburn and Michael Sherris

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 191

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

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 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

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

Downloads 165

13.

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

Daniel H. Alai, Severine Arnold (-Gaille) and Michael Sherris

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 161

14.

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

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 South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and University of Sydney Business School

Downloads 159

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

John R. Evans

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

Severine Arnold (-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

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

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 South Australia - Institute for Choice, University of Cambridge - Faculty of Economics and Politics and University of Sydney Business School

Downloads 127

18.

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

Katja Hanewald, John Piggott and Michael Sherris

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 124

19.

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

Erik Hernæs, John Piggott, Ola Lotherington Vestad and Tao Zhang

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

20.

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

Michael Sherris and Severine Arnold (-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

Downloads 122

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

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

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

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 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

Daniel H. Alai, Zinoviy Landsman and Michael Sherris

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 104

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

Michael Sherris and Chao Qiao

University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and PricewaterhouseCoopers

Downloads 104

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

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 (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

Cagri S. Kumru and John Piggott

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

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 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 98

28.

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

Loretti Dobrescu

University of New South Wales, School of Economics

Downloads 90

29.

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

Joelle H. Fong, John Piggott and Michael Sherris

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

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

Michael Sherris and Severine Arnold (-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

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

Michael Sherris and Shu Su

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

Daniel H. Alai, Zinoviy Landsman and Michael Sherris

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

Juergen Jung and Chung Tran

Towson University - Department of Economics and Australian National University (ANU) - School of Economics

There 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

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

Downloads 49

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

Giuseppe Carone, Per Eckefeldt, Luigi Giamboni, Veli Laine and Stephanie Pamies

European Commission - DG ECFIN, European Union - European Commission, Independent, Independent and European Union - Directorate General for Economic and Financial Affairs (DG ECFIN)

Downloads 31

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

Renuka Sane and John Piggott

Indian Statistical Institute, New Delhi and University of New South Wales (UNSW) - Australian School of Business, School of Economics

Downloads 22

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