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Working Papers

Middle aged man researching online

Hazel Bateman and John Piggott

This paper documents developments in public sector pensions in Australia, and reports estimated unfunded liabilities associated with benefits promised to public sector employees.

Financial growth

Cagri Kumru and Athanasios C. Thanopoulos

This paper examines the impact of various fiscal policies, namely, taxes on consumption, labor and capital when agents have self-control preferences.

Researchers collaborating in the workplace

Michael Keane

This paper examines the effect of labor income taxation in life-cycle models where work experience builds human capital.

Elderly couple researching pension options

Hazel Bateman, Christine Ebling, John Geweke, Jordan Louviere, Stephen Satchell, Susan Thorp

This research studies the propensity of individuals to violate implications of expected utility maximization in allocating retirement savings within a compulsory defined contribution retirement plan.


Craig Blackburn, Michael Sherris

This paper proposes and assesses consistent multi-factor dynamic affine mortality models for longevity risk applications.

Elderly care

Carolyn Njenga and Michael Sherris

Mortality risk models have been developed to capture trends and common factors driving mortality improvement.

Fiscal growth

Chao Qiao and Michael Sherris

Group Self-annuitisation Schemes (GSAs), or Pooled Annuity Schemes, are designed to share uncertain future mortality experience including systematic improvements.

Female colleagues collaborating

Shu Su and Michael Sherris

Heterogeneity in mortality rates is known to exist in populations, undermining the use of age and sex as the only rating factors for life insurance and annuity products

Elderly couple researching pension options

Erik Hernaes, John Piggott, Ola Lotherington Vestad and Tao Zhang

This paper revisits the question of whether defined benefit pension plans inhibit labour mobility.