Katja Hanewald

University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)

Senior Research Fellow

ARC Centre of Excellence in Population Ageing Rese

The University of New South Wales

Sydney, New South Wales NSW 2052

Australia

SCHOLARLY PAPERS

21

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CITATIONS
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9

Scholarly Papers (21)

1.

Explaining Mortality Dynamics: The Role of Macroeconomic Fluctuations and Cause of Death Trends

North American Actuarial Journal, Vol. 15, No. 2, pp. 290-314, 2011
Number of pages: 51 Posted: 03 Feb 2009 Last Revised: 11 Jan 2012
Katja Hanewald
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 455 (60,878)
Citation 4

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stochastic mortality, Lee-Carter model, external factors, cause-specific mortality

Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency

The Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 36, No. 3, pp. 458-475, 2011
Number of pages: 29 Posted: 14 Feb 2009 Last Revised: 11 Jan 2012
Katja Hanewald, Thomas Post and Helmut Gründl
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Maastricht University - School of Business and Economics - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 338 (85,866)
Citation 3

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Life insurance, asset-liability management, stochastic mortality, Lee-Carter model, business cycle

Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency

Netspar Discussion Paper No. 05/2010-020
Number of pages: 29 Posted: 04 Aug 2010
Katja Hanewald, Thomas Post and Helmut Gründl
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Maastricht University - School of Business and Economics - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 51 (382,742)
Citation 3

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Life insurance, asset-liability management, stochastic mortality, Lee-Carter model, business cycle

3.

Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

North American Actuarial Journal, Forthcoming
Number of pages: 49 Posted: 17 Jan 2013 Last Revised: 01 Apr 2014
University of Kent, Temple University - Risk Management & Insurance & Actuarial Science, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 381 (75,251)

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Reverse Mortgage, Home Reversion, Vector Autoregressive Models, Stochastic Discount Factors, Risk-Based Capital

4.

House Price Risk Models for Banking and Insurance Applications

UNSW Australian School of Business Research Paper No. 2011ACTL11
Number of pages: 37 Posted: 18 Nov 2011
Katja Hanewald and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 343 (85,040)

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house price risk, statistical models, risk management

5.

Risk Management and Payout Design of Reverse Mortgages

UNSW Australian School of Business Research Paper No. 2013ACTL07
Number of pages: 34 Posted: 15 Mar 2013
Daniel Cho, Katja Hanewald and Michael Sherris
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 332 (88,202)

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Reverse mortgage, Income stream, Equity release, Vector autoregressive model, Stochastic discount factor, Risk-based capital

Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior

Number of pages: 42 Posted: 30 Jul 2010 Last Revised: 26 Nov 2012
Thomas Post and Katja Hanewald
Maastricht University - School of Business and Economics - Department of Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 231 (128,957)

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longevity risk, subjective survival expectations, forecast dispersion, saving behavior

Longevity Risk, Subjective Survival Expectations, and Individual Saving Behavior

Netspar Discussion Paper No. 07/2010-043
Number of pages: 52 Posted: 14 Nov 2010 Last Revised: 24 Mar 2011
Thomas Post and Katja Hanewald
Maastricht University - School of Business and Economics - Department of Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 69 (328,477)

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longevity risk, subjective survival expectations, forecast dispersion, savings behavior

Portfolio Choice in Retirement - What is the Optimal Home Equity Release Product?

UNSW Australian School of Business Research Paper No. 2013ACTL13
Number of pages: 34 Posted: 19 Jun 2013
Katja Hanewald, Thomas Post and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Maastricht University - School of Business and Economics - Department of Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 92 (276,013)

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retirement, home equity release, reverse mortgage, home reversion plan

Portfolio Choice in Retirement – What is the Optimal Home Equity Release Product?

Forthcoming in the Journal of Risk and Insurance
Number of pages: 40 Posted: 12 Mar 2014 Last Revised: 26 Aug 2014
Katja Hanewald, Thomas Post and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Maastricht University - School of Business and Economics - Department of Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 89 (281,994)

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retirement, home equity release, reverse mortgage, home reversion plan

Portfolio Choice in Retirement: What is the Optimal Home Equity Release Product?

Netspar Discussion Paper No. 03/2014-007
Number of pages: 41 Posted: 26 Mar 2014
Katja Hanewald, Thomas Post and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Maastricht University - School of Business and Economics - Department of Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 46 (400,455)

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Retirement, home equity release, reverse mortgage, home reversion plan

8.

Reverse Mortgage Pricing and Risk Analysis Allowing for Idiosyncratic House Price Risk and Longevity Risk

UNSW Australian School of Business Research Paper No. 2014ACTL01
Number of pages: 39 Posted: 11 Feb 2014
Adam Wenqiang Shao, Katja Hanewald and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 226 (132,222)

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Equity release products, idiosyncratic house price risk, stochastic mortality, Willis-Sherris mortality model

9.

Life Insurer Longevity Risk Management, Solvency and Shareholder Value

UNSW Australian School of Business Research Paper No. 2013ACTL20
Number of pages: 34 Posted: 26 Nov 2013 Last Revised: 02 Dec 2013
University of New South Wales (UNSW) - School of Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of Parma - Dipartimento di Economia and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 141 (201,079)

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longevity risk, capital management, solvency, reinsurance, securitization

10.

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
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 135 (208,236)

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longevity risk, optimal insurance, life annuity, market frictions, group self-annuitization (GSA)

11.

Equity Release Products Allowing for Individual House Price Risk

11th Emerging Researchers in Ageing Conference, 2012
Number of pages: 6 Posted: 06 Jan 2013
Adam Wenqiang Shao, Michael Sherris and Katja Hanewald
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), 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 108 (246,109)

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equity release products, individual house price risk, no negative equity guarantee

12.

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
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 108 (246,109)

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life annuity, insurance regulation, solvency, longevity risk

13.

Estimating Healthy Life Expectancy: A Province-by-Province Study for China

ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper No. 2017/14
Number of pages: 26 Posted: 31 Aug 2017
Han Li, Katja Hanewald and Shang Wu
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 85 (287,826)

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Healthy life expectancy, Predictive regression modeling, Health inequality, China

14.

Modeling Multi-State Health Transitions in China: A Generalized Linear Model with Time Trends

ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper No. 2017/10
Number of pages: 21 Posted: 22 May 2017 Last Revised: 28 Aug 2017
Katja Hanewald, Han Li and Adam Wenqiang Shao
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 81 (296,374)

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generalized linear models (GLMs), health transitions, multi-state model, long-term care, healthy life expectancy, China

15.

Who Responds to Tax Reforms? Evidence from the Life Insurance Market

Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 37, No. 1, pp. 5-26, 2012
Number of pages: 35 Posted: 07 Jul 2010 Last Revised: 11 Jan 2012
Carolin Hecht and Katja Hanewald
affiliation not provided to SSRN and University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 81 (296,374)

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Life Insurance Demand, Tax Incentives, Financial Literacy

16.

Disaggregated House Price Indices

UNSW Australian School of Business Research Paper No. 2013ACTL09
Number of pages: 45 Posted: 23 Mar 2013
Adam Wenqiang Shao, Michael Sherris and Katja Hanewald
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), 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 75 (309,955)

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disaggregated house price index, hedonic models, repeat-sales models, hybrid models

17.

The Impact of Family Structure on Risk Attitudes and Financial Decisions during the Financial Crisis

ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper 2014/03
Number of pages: 30 Posted: 11 Apr 2014
Katja Hanewald and Fanny Kluge
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Demographic Research
Downloads 67 (329,889)

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household portfolios, risky asset holding, risk aversion, family formation, marriage

18.

Factors Driving Aggregate Mortality Rates in Postwar Germany

Zeitschrift für die gesamte Versicherungswissenschaft, Vol. 99, No. 2, pp. 211–229, 2010
Number of pages: 27 Posted: 03 Feb 2009 Last Revised: 11 Jan 2012
Katja Hanewald
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 64 (337,799)
Citation 2

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Aggregate mortality, business cycle, socio-economic factors, multivariate model

Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys

ShanghaiTech SEM Working Paper No. 2019-002
Number of pages: 36 Posted: 17 Jan 2019
Katja Hanewald, Hazel Bateman, Hanming Fang and Shang Wu
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Sydney, CEPAR, ShanghaiTech University - School of Entrepreneurship and Management and University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 9 (597,987)

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Reverse mortgage demand, Retirement income, Housing, China

Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys

NBER Working Paper No. w25491
Number of pages: 36 Posted: 30 Jan 2019
Katja Hanewald, Hazel Bateman, Hanming Fang and Shang Wu
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Sydney, CEPAR, University of Pennsylvania - Department of Economics and University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 4 (631,970)
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20.

Portfolio Choice in Retirement - What is the Optimal Home Equity Release Product?

Journal of Risk and Insurance, Vol. 83, Issue 2, pp. 421-446, 2016
Number of pages: 26 Posted: 23 May 2016
Katja Hanewald, Thomas Post and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), Maastricht University - School of Business and Economics - Department of Finance and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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21.

Postcode‐Level House Price Models for Banking and Insurance Applications

Economic Record, Vol. 89, Issue 286, pp. 411-425, 2013
Number of pages: 15 Posted: 14 Sep 2013
Katja Hanewald and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 0 (650,343)
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