Yang Shen and Michael Sherris
This paper considers the lifetime asset allocation problem with both idiosyncratic and systematic longevity risks, in which the stochastic mortality model is given by a general diffusion process.
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Working Papers
2014Apr
The Impact of Family Structure on Risk Attitudes and Financial Decisions during the Financial Crisis
Katja Hanewald and Fanny Kluge
Our study analyzes the impact of family structure on individual's attitudes toward risk and on their savings and investment decisions based on data from the German Socio-Economic Panel Study (SOEP) over the period 2004-2010.
2014Apr
Julie Agnew, Hazel Bateman, Christine Eckert, Fedor Iskhakov, Jordan Louviere and Susan Thorp
Using an online incentivised discrete choice experiment, we study how well individuals judge financial advice and whether factors other than advice quality influence their evaluations.
2014Feb
Adam Wenqiang Shao, Katja Hanewald and Michael Sherris
We analyse the combined impact of house price risk and longevity risk on the pricing and risk profile of reverse mortgage loans in a stochastic multi-period model.
2013Dec
Hazel Bateman and Kevin Liu
Using data from the China Household Finance Survey - a new nationally representative survey of 8,438 households we critically assess the Chinese pension system using both individual and economy-wide criteria.
2013Dec
Julie Agnew, Hazel Bateman, Christine Eckert, Fedor Iskhakov, Jordan Louviere and Susan Thorp
Using an online incentivised discrete choice experiment, we study how well individuals judge financial advice and whether factors other than advice quality influence their evaluations
2013Dec
Ermanno Pitacco
We address life annuities and pensions, looking in particular at transfers/sharing of biometric risks, i.e. risks related to the annuitant's lifetime and health status, involved by the policy conditions or the pension plan rules.
2013Dec
Kostas Mavromaras and Rong Zhu
In this paper we estimate the interdependence of labour force participation decisions made by Australian couples from 2001 to 2011.
2013Dec
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).