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Working Papers

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.

2011Jul
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.

2011Jun
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.

2011May
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.

2011May
Constellations

Craig Blackburn, Michael Sherris

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