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Working Papers

2013Jan
Ageing data

Daniel H. Alai, Severine Gaille and Michael Sherris

Changes in underlying mortality rates significantly impact insurance business as well as private and public pension systems.

2013Jan
Colleague collaboration

Andy Wong, Michael Sherris, and Ralph Stevens

This paper uses stochastic mortality and interest rate models to assess life and annuity capital requirements and quantify the benefits of natural hedging taking into account relative profit loadings on products.

2013Jan
Fiscal growth

Cagri S. Kumru and Saran Sarntisart

In this paper we provide a model that aims to answer the following questions: First, under what conditions an alternative banking system would arise? Second, what are the growth, and welfare implications of these banking systems?

2013Jan
Female researchers examining data

Severine Gaille, Michael Sherris

This paper applies VECM to cause-of-death mortality rates in order to assess the dependence between these competing risks.

2013Jan
Fiscal growth

Daniel Alai, Hua Chen, Daniel Cho, Katja Hanewald and Michael Sherris

In this paper, we compare cash flows and risk profiles from the provider's perspective for reverse mortgage and home reversion contracts.

2012Dec
Elderly couple researching pension options

Hazel Bateman, Andy Lai, and Ralph Stevens

We assessed alternative presentations of investment risk using a discrete choice experiment which asked subjects to rank three investment portfolios for retirement savings across nine risk presentation formats and four underlying risk levels.

2012Dec
Financial prosperity

Julie R. Agnew, Hazel Bateman, and Susan Thorp

We implement a customised survey to a representative sample of 1,024 Australians to examine the relationship between financial literacy and retirement planning.

2012Nov
Elderly friends enjoying life

Julie R. Agnew, Hazel Bateman, and Susan Thorp

This study presents new insights into the retirement preparedness of Australians at the later stages of working life.

2012Nov
Young family at home

Julie R. Agnew, Hazel Bateman, and Susan Thorp

This paper presents new evidence from a national survey of non-retired individuals with superannuation accounts between the ages of 25 and 65.