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Working Papers

2011Mar
Elderly care
Modeling Mortality with a Bayesian Vector Autoregression

Carolyn Njenga and Michael Sherris

Mortality risk models have been developed to capture trends and common factors driving mortality improvement.

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2011Mar
Fiscal growth
Managing Systematic Mortality Risk with Group Self Pooling and Annuitisation Schemes

Chao Qiao and Michael Sherris

Group Self-annuitisation Schemes (GSAs), or Pooled Annuity Schemes, are designed to share uncertain future mortality experience including systematic improvements.

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2011Mar
Female colleagues collaborating
Heterogeneity of Australian Population Mortality and Implications for a Viable Life Annuity Market

Shu Su and Michael Sherris

Heterogeneity in mortality rates is known to exist in populations, undermining the use of age and sex as the only rating factors for life insurance and annuity products

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2011Mar
Elderly couple researching pension options
Labour Mobility, Pension Portability and the Lack of Lock-In Effects

Erik Hernaes, John Piggott, Ola Lotherington Vestad and Tao Zhang

This paper revisits the question of whether defined benefit pension plans inhibit labour mobility.

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2011Feb
Colleagues analysing data
Market Inefficiency, Insurance Mandate and Welfare: U.S. Health Care Reform 2010

Juergen Jung and Chung Tran

In this paper we develop a stochastic dynamic general equilibrium overlapping gener ations (OLG) model with endogenous health capital to study the macroeconomic effects of the Affordable Care Act of March 2010 also known as the Obama health care reform.

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2011Jan
Financial growth
The Impact on Residential Choice of the Family Home Exemption in Resource-Tested Transfer Programs

Renuka Sane and John Piggott

Many countries have policies offering transfers or other entitlements, subject to a resources test.

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