Shao, A.W., Hanewald, K. and Sherris, M. (2015). Insurance: Mathematics and Economics. 63, 76-90.
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Research Publications
2015Jul
Reverse Mortgage Pricing and Risk Analysis Allowing for Idiosyncratic House Price Risk and Longevity Risk
2015Jul
Population Ageing and Social Security in Asia
Chomik, R., and Piggott, J. (2015) Asian Economic Policy Review.
2015Jul
Cluster Randomized Controlled Trial of An Aged Care Specific Leadership and Management Program to Improve Work Environment, Staff Turnover, and Care Quality
Jeon, Y.H., Simpson, J.M., Li, Z., Cunich, M.M., Thomas, T.H., Chenoweth, L. and Kendig, H.L. (2015). Journal of American Medical Directors Association. 16(7), 629.e19-629.e28.
2015Jun
Mortgage Equity Withdrawal and Institutional Settings: An Exploratory Analysis of six Countries
Haffner, M., Ong, R. and Wood, G. (2015). International Journal of Housing Policy. 15(3), 235-259.
2015Jun
An Assessment of Recent Iranian Fertility Trends Using Parity Progression Ratios
McDonald, P., Hosseini-Chavoshi, M., Abbasi-Shavazi, M. and Rashidian, A. (2015). Demographic Research. 32(58), 1581-1602.
2015May
Pricing Annuity Guarantees under a Double Regime-switching Model
Fan, K., Shen, Y., Siu, T.K. and Wang, R. (2015). Insurance: Mathematics and Economics. 62, 62-78.
2015May
Optimal Investment-reinsurance for Mean-variance Insurers with Square-root Factor Process
Shen, Y. and Zeng, Y. (2015). Insurance: Mathematics and Economics. 62, 118-137.
2015May
Optimal Control of Mean-field Jump-diffusion Systems with Delay: A stochastic Maximum Principle Approach
Meng, Q. and Shen, Y. (2015). Journal of Computational and Applied Mathematics. 27, 13-30.
2015May
Mean-variance Portfolio Selection in a Random Environment with Unbounded Coefficients
Shen, Y. (2015). Automatica. 55, 165-175.