Johan Andreasson

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

CSIRO Australia

41 Boggo Rd

Dutton Park, Queensland

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

210

CITATIONS

6

Scholarly Papers (6)

Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems

Number of pages: 32 Posted: 14 Jun 2017 Last Revised: 09 Apr 2019
Johan Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Downloads 39 (435,320)

Abstract:

Loading...

Dynamic Programming, Stochastic Control, Optimal Policy, Lifecycle Modelling

Bias-Corrected Least-Squares Monte Carlo for Utility Based Optimal Stochastic Control Problems

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 30 Posted: 20 Jun 2018 Last Revised: 23 Dec 2018
Johan Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Downloads 18 (550,016)
Citation 3

Abstract:

Loading...

Dynamic programming, Least-Squares Monte Carlo, control randomisation, stochastic control, lifecycle modelling

2.

Optimal Consumption, Investment and Housing with Means-Tested Public Pension in Retirement

Number of pages: 28 Posted: 28 Jun 2016 Last Revised: 06 May 2018
Johan Andreasson, Pavel V. Shevchenko and Alex Novikov
University of Technology Sydney (UTS), Macquarie University and University of Technology Sydney (UTS)
Downloads 52 (379,670)
Citation 2

Abstract:

Loading...

Dynamic programming, Stochastic control, Optimal policy, Retirement, Means-tested age pension, Defined contribution pension

3.

Optimal Annuitisation, Housing Decisions and Means-tested Public Pension in Retirement under Expected Utility Stochastic Control Framework

Number of pages: 33 Posted: 14 Jun 2017 Last Revised: 09 Apr 2019
Johan Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Downloads 32 (455,538)
Citation 1

Abstract:

Loading...

Dynamic Programming, Stochastic Control, Optimal Policy, Retirement, Means-Tested Age Pension, Defined Contribution Pension

4.

Optimal Annuitisation, Housing Decisions and Means-Tested Public Pension in Retirement Under Expected Utility Stochastic Control Framework

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 30 Posted: 21 May 2018 Last Revised: 23 Dec 2018
Johan Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Downloads 27 (479,908)
Citation 1

Abstract:

Loading...

Dynamic programming, stochastic control, optimal policy, retirement, means-tested age pension, defined contribution pension

5.

Assessment of Policy Changes to Means-Tested Age Pension Using Expected Utility Model: Implication for Decisions in Retirement

Number of pages: 21 Posted: 05 Jun 2017 Last Revised: 15 Sep 2017
Johan Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Downloads 27 (479,908)

Abstract:

Loading...

Dynamic Programming, Stochastic Control, Optimal Policy, Retirement, Means-Tested Age Pension, Defined Contribution Pension

6.

The 2015-2017 Policy Changes to the Means-Tests of Australian Age Pension: Implication to Decisions in Retirement

Number of pages: 18 Posted: 28 Nov 2016
Johan Andreasson and Pavel V. Shevchenko
University of Technology Sydney (UTS) and Macquarie University
Downloads 15 (548,352)

Abstract:

Loading...

Dynamic Programming, Stochastic Control, Optimal Policy, Retirement, Means-Tested Age Pension, Defined Contribution Pension