Yang Shen

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

  • University of New South Wales (UNSW)

SCHOLARLY PAPERS

4

DOWNLOADS

511

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

The Valuation and Assessment of Retirement Income Products: a Unified Markov Chain Monte Carlo Framework

UNSW Business School Research Paper Forthcoming
Number of pages: 51 Posted: 25 Oct 2023
Yang Shen, Michael Sherris, Yawei Wang and Jonathan Ziveyi
University of New South Wales (UNSW), UNSW Business School, UNSW Business School and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 228 (289,196)
Citation 1

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Retirement income products; Hamiltonian Monte Carlo (HMC); Account-based pension; Variable annuities (VAs); Group self-annuities (GSAs).

2.

Estimating Transition Probabilities Using Repeated Cross-sectional Data

Downloads 114 (375,596)

Estimating Transition Probabilities Using Repeated Cross-sectional Data

UNSW Business School Research Paper Forthcoming
Number of pages: 28 Posted: 24 Apr 2024
Salvatory Kessy, Yang Shen, Michael Sherris, Jeromey Temple and Jonathan Ziveyi
UNSW Business School, University of New South Wales (UNSW), UNSW Business School, University of Melbourne - Melbourne School of Population and Global Health and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 114 (527,803)

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Disability, cross-sectional data, transition probabilities, prevalence rates, multiple-state model, long-term care, and longevity.

3.

Life Reinsurance Under Perfect and Asymmetric Information

Number of pages: 30 Posted: 01 May 2023
An Chen, Maria Hinken and Yang Shen
Ulm University - Institute of Insurance Science, Ulm University - Institute of Insurance Science and University of New South Wales (UNSW)
Downloads 86 (635,467)

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Life Reinsurance, Equity-linked Life Insurance with Guarantees, Default Option, Stackelberg Game

4.

Age-Dependent Multi-Cohort Affine Mortality Model with Cohort Correlation

UNSW Business School Research Paper Forthcoming
Number of pages: 31 Posted: 25 May 2023
Yuxin Zhou, Len Patrick Garces, Yang Shen, Michael Sherris and Jonathan Ziveyi
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and School of Risk and Actuarial Studies, School of Mathematical and Physical Sciences, University of Technology Sydney (UTS), University of New South Wales (UNSW), UNSW Business School and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 83 (649,131)

Abstract:

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Mortality model, Age-dependent, Multi-cohort, Cohort correlation, Incomplete cohort, Affine, Regularisation