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Working Papers

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.

Colleagues analysing data

Juergen Jung and Chung Tran

In this paper we develop a stochastic dynamic general equilibrium overlapping gener ations (OLG) model with endogenous health capital to study the macroeconomic effects of the Affordable Care Act of March 2010 also known as the Obama health care reform.

Financial growth

Renuka Sane and John Piggott

Many countries have policies offering transfers or other entitlements, subject to a resources test.