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Working Papers

2012Jan
Colleagues analysing data

Cagri Kumru and John Piggott

This paper studies the interaction between capital income taxation and a means tested age pension in the context of an overlapping generations model, calibrated to the UK economy.

2012Jan
Couple examining pension options

George Kudrna and Alan Woodland

Concerned with the vertical equity of the current superannuation tax concessions, this paper provides a quantitative analysis of hypothetical replacements of the existing superannuation tax treatment with the EET and TEE regimes commonly found in other countries.

2011Nov
Researcher

Michael Keane and Olena Stavrunova

The size of adverse selection and moral hazard effects in health insurance markets has important policy implications.

2011Nov
Colleagues work shopping and brainstorming

Katja Hanewald and Michael Sherris

This paper provides an assessment of risk models for residential property for applications in banking and insurance including pricing, risk management, and portfolio management.

2011Sep
Financial growth

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

Financial regulators are weighing up the effectiveness of different templates for communicating investment risk to retirement savers since welfare depends on comprehension of risk information.

2011Aug
Elderly couple researching pension options

Katja Hanewald, John Piggott and Michael Sherris

This paper analyzes an individual's post retirement longevity risk management strategy allowing for systematic longevity risk, recent product innovations, and product loadings.

2011Aug
Young family walking along the beach

Thomas Post and Katja Hanewald

Theoretical studies suggest that unexpected changes in future survival probabilities, that is, longevity risk, are important determinants of individuals' decision making about consumption, saving, allocation of assets, and retirement timing.

2011Aug
Content elderly couple enjoying life

Chung Tran and Alan Woodland

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

2011Aug
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.