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Working Papers

2014Apr
Students collaborating

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
Pensioners

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
Mother and daughter

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
Elderly couple researching pension options online

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
Data graphs

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
Content pensioners

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
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