Ramona Meyricke

UNSW Australia Business School, School of Risk & Actuarial Studies

Room 2058 South Wing 2nd Floor

Quadrangle building, Kensington Campus

Sydney, NSW 2052

Australia

CEPAR, University of New South Wales

Research Associate

Level 6, Central Lobby (enter via East Lobby)

Australian School of Business Building

Sydney, New South Wales NSW 2052

Australia

Swiss Re, Australia

Assistant Vice President

363 George St

Sydney, NSW 2000

Australia

SCHOLARLY PAPERS

8

DOWNLOADS

1,176

TOTAL CITATIONS

15

Scholarly Papers (8)

1.

Longevity Risk, Cost of Capital and Hedging for Life Insurers Under Solvency II

UNSW Australian School of Business Research Paper No. 2013ACTL18
Number of pages: 30 Posted: 24 Sep 2013
Ramona Meyricke and Michael Sherris
UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Business School
Downloads 307 (204,335)

Abstract:

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capital management, solvency, longevity risk, reinsurance, securitization

2.

Age Pensioner Profiles: A Longitudinal Study of Income, Assets and Decumulation

ARC Centre of Excellence in Population Ageing Research Working Paper 2015/17
Number of pages: 43 Posted: 12 Oct 2016
Shang Wu, Anthony Asher, Ramona Meyricke and Susan Thorp
Aware Super, University of New South Wales (UNSW) - School of Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and The University of Sydney Business School
Downloads 243 (261,738)
Citation 4

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Retirement Wealth, Life-Cycle Saving, Public Pension, Portfolio Choice

3.

The Influence of Customer-Supplier Linkages on Stock Returns

Number of pages: 42 Posted: 05 Aug 2014 Last Revised: 08 Aug 2014
Jamie Alcock and Ramona Meyricke
University of Oxford and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 170 (361,720)

Abstract:

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Customer-supplier linkages, economic linkages, diversification, stock returns

4.

Longevity Risk, Cost of Capital and Hedging for Life Insurers Under Solvency II

UNSW Australian School of Business Research Paper No. 2013ACTL18
Number of pages: 30 Posted: 28 Sep 2013
Ramona Meyricke and Michael Sherris
UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Business School
Downloads 142 (420,375)
Citation 4

Abstract:

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capital management, solvency, longevity risk, reinsurance, securitization

5.

Mortality Heterogeneity and Systematic Mortality Improvement

UNSW Business School Research Paper No. 2015ACTL23
Number of pages: 35 Posted: 10 Dec 2015
Mengyi Xu, Michael Sherris and Ramona Meyricke
Purdue University, UNSW Business School and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 111 (508,392)
Citation 2

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mortality improvement, mortality heterogeneity, longitudinal data, stochastic mortality models, marginal models

6.

Diversification vs. Contagion in Inter-Linked Portfolios

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 34 Posted: 23 Aug 2011 Last Revised: 05 Mar 2013
Ramona Meyricke
UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 107 (522,184)

Abstract:

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Aggregate volatility, Contagion, Dependence, Diversification

7.

The Determinants of Mortality Heterogeneity and Implications for Pricing Underwritten Annuities

UNSW Australian School of Business Research Paper No. 2013ACTL05
Number of pages: 36 Posted: 28 Feb 2013
Ramona Meyricke and Michael Sherris
UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Business School
Downloads 96 (562,703)
Citation 5

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mortality heterogeneity, frailty modeling, annuity pricing, longitudinal data, generalized linear mixed models

8.

Age Pensioner Decumulation: Responses to Incentives, Uncertainty and Family Need

Australian Journal of Management, Forthcoming
Posted: 26 Oct 2017
Ramona Meyricke, Susan Thorp, Shang Wu and Anthony Asher
UNSW Australia Business School, School of Risk & Actuarial Studies, The University of Sydney Business School, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales (UNSW) - School of Actuarial Studies

Abstract:

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Life-cycle saving, portfolio choice, public pension, retirement wealth