Adam Wenqiang Shao

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

Associate Investigator

CEPAR, Level 3

East Wing, NICTA Building, UNSW

Sydney, New South Wales NSW 2052

Australia

Milliman

Actuarial Consultant

One Pennsylvania Plaza 38th Floor

New York, NY 10119

United States

SCHOLARLY PAPERS

9

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1,073

SSRN CITATIONS
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Top 37,979

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11

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

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), UNSW Sydney - School of Risk & Actuarial Studies and 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 236 (136,516)
Citation 4

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

2.

Multi-State Actuarial Models of Functional Disability

UNSW Australian School of Business Research Paper No. 2013ACTL14
Number of pages: 33 Posted: 06 May 2013
Joelle H. Fong, Adam Wenqiang Shao and Michael Sherris
National University of Singapore, 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 182 (174,128)
Citation 4

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morbidity, health transitions, long-term care insurance, generalized linear models

3.

To Borrow or Insure? Long Term Care Costs and the Impact of Housing

Number of pages: 39 Posted: 22 Dec 2015 Last Revised: 13 Feb 2018
Adam Wenqiang Shao, Hua Chen and Michael Sherris
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of Hawai?i at M?noa and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 154 (201,119)
Citation 1

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life-cycle model, longevity risk, long-term care insurance, residential house, reverse mortgage

4.

Product Pricing and Solvency Capital Requirements for Long-Term Care Insurance

UNSW Business School Research Paper No. 2015ACTL03
Number of pages: 49 Posted: 06 Mar 2015
Adam Wenqiang Shao, Michael Sherris and Joelle H. Fong
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 National University of Singapore
Downloads 126 (236,077)
Citation 1

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Long-term care insurance; Solvency II; solvency capital requirements

5.

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 UNSW Sydney - School of Risk & Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 113 (255,722)

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

6.

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
UNSW Sydney - School of Risk & Actuarial Studies and 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 85 (308,780)
Citation 1

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

7.

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 UNSW Sydney - School of Risk & Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 84 (311,045)
Citation 1

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

8.

The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multi-State Latent Factor Model for Transition Rates

UNSW Business School Research Paper No. 2016ACTL04
Number of pages: 33 Posted: 13 Feb 2016
Zixi Li, Adam Wenqiang Shao and Michael Sherris
UNSW Australia Business School, School of Risk & Actuarial Studies, 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 69 (348,159)
Citation 2

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long term care, systematic trend and uncertainty, disability, multi-state transitions, latent factor

9.

Portfolio Insurance Strategies for a Target Annuitization Fund

Number of pages: 41 Posted: 11 Jul 2019
Mengyi Xu, Michael Sherris and Adam Wenqiang Shao
UNSW Sydney, 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 24 (523,204)

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portfolio insurance strategies, defined contribution, pension risk management, target annuitization fund