CEPAR

You are here

Working Papers

2013Dec
Cepar researchers analysing data online

Hazel Bateman, Jeanette Deetlefs, Isabella Dobrescu, Ben Newell, Andreas Ortmann and Susan Thorp

Using member records and survey data from a large Australian superannuation fund, we test the relationship between attitudes towards retirement savings and observable levels of non-default activities (such as making voluntary contributions, choosing or changing investment options and changing insurance cover).

2013Nov
Young couple exploring pension options

Craig Blackburn, Katja Hanewald, Annamaria Olivieri and Michael Sherris

This paper assesses the impact of longevity risk management on insurer shareholder value and solvency for an annuity portfolio.

2013Oct
Family enjoying life

George Kudrna, Chung Tran and Alan Woodland

In this paper we develop an overlapping generations (OLG) model that incorporates non-stationary demographic transition paths to study the dynamic fiscal effects of demographic shift in Australia

2013Sep
Team collaboration

Ramona Meyricke and Michael Sherris

We assess the costs of longevity risk management using longevity swaps compared to costs of holding capital under Solvency II.

2013Aug
Financial growth

Shang Wu, Ralph Stevens and Susan Thorp

Using survey data on subjective survival probabilities over a range of target ages and from an array of age cohorts, we estimate individual subjective scalings of population mortality probabilities.

2013Jul
Ageing data

Daniel H. Alai, Zinoviy Landsman and Michael Sherris

This paper applies a multivariate Tweedie distribution to incorporate dependence, which it induces through a common shock component.

2013Jun
Elderly friends

Loretti I. Dobrescu

This paper develops a dynamic structural life-cycle model to study how heterogeneous health and medical spending shocks affect the savings behavior of the elderly.

2013Jun
Couple examining pension options

Katja Hanewald, Thomas Post and Michael Sherris

We study the optimal product choice of home equity release products from the homeowner's perspective in the presence of longevity, long-term care, house price, and interest rate risk.

2013May
Parents with their two children

Hal Kendig and Nina Lucas

Social change in Australia over the post WW II era -including increasing prosperity, massive immigration, and increasing public support - has brought overall improvements in intergenerational relationships and outcomes for older people.