Viewing: 1 - 38 of 38 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
782
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
518
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
396
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
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
372
5.
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
361
6.
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
358
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
354
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
Independent
Downloads
293
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
239
10.
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
194
11.
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
192
12.
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
172
13.
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
171
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
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
163
15.
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
147
16.
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
Independent
Downloads
147
17.
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
129
18.
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
128
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
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
127
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
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
125
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
123
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
119
23.
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
110
24.
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
105
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
105
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
102
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
99
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
University of New South Wales, School of Economics
Downloads
92
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
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
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
80
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: 11 Jan 2018
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
74
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
71
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
There are 2 versions of this paper
Market Inefficiency, Insurance Mandate and Welfare: U.S. Health Care Reform 2010
Number of pages: 41
Posted: 26 Nov 2010
Last Revised: 09 Oct 2014
Downloads
102
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
Downloads
65
Downloads
65
34.
Planning and Soft Law
(2017) 24 Australian Journal of Administrative Law, Forthcoming
Number of pages: 21
Posted: 26 Oct 2017
Accepted Paper Series
ANU Law School and University of New South Wales
Downloads
57
35.
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
51
36.
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
50
37.
Market Price of Longevity Risk for a Multi-Cohort Mortality Model with Application to Longevity Bond Option Pricing
UNSW Business School Research Paper
Number of pages: 38
Posted: 12 Feb 2018
Working Paper Series
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads
25
38.
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
National Institute of Public Finance and Policy and University of New South Wales (UNSW) - Australian School of Business, School of Economics
Downloads
22
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