Strand Leader: Professor Michael Sherris
Covering policy and practice in delivering resources in retirement, this strand also involves estimates of longevity, especially with an eye to informing the pricing of longevity insurance products, such as annuities. Both public policy and private products are directed not only to the value of resources in retirement, but also the management of retirement-related risk.
- Models for Dependence in Mortality with Financial Applications
- Estimation and Application of Affine Continuous Time Multi-Cohort Mortality Models
- Pre-and Post Retirement Investment Strategies - Target AnnuitiSation Funds
- Managing Retirement Risks with Reverse Mortgage Loans and Long-Term Care Insurance
- Post-retirement income: Financial and Actuarial Issues
- Mortality Improvement Rates: Modelling and Parameter Uncertainty
- Mind the Gap: A Study of Causal Mortality by SocioEconomic Circumstances
- Automatic Balancing Mechanisms in Pay-As-You-Go Pension Systems with Considerations of Adequacy and Fairness
- The Effect of Labour Transitions in Public Pension Financing: A Case Study for Spain
- Mandatory Pre-Funded Retirement Income Schemes:Best Policy and Practice
- Markov Regime switching and THE Lee-Carter model
- Tax and Pensions
- Assessing Pension Tax Regimes: An Australian Perspective
For more information on individual projects please see the CEPAR Annual Report.