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Research Publications

2015May
Pricing Annuity Guarantees under a Double Regime-switching Model

Fan, K., Shen, Y., Siu, T.K. and Wang, R. (2015). Insurance: Mathematics and Economics. 62, 62-78. 

2015May
Optimal Investment-reinsurance for Mean-variance Insurers with Square-root Factor Process

Shen, Y. and Zeng, Y. (2015). Insurance: Mathematics and Economics. 62, 118-137. 

2015May
Optimal Control of Mean-field Jump-diffusion Systems with Delay: A stochastic Maximum Principle Approach

Meng, Q. and Shen, Y. (2015). Journal of Computational and Applied Mathematics. 27, 13-30. 

2015May
Mean-variance Portfolio Selection in a Random Environment with Unbounded Coefficients

Shen, Y. (2015). Automatica. 55, 165-175. 

2015May
Examination of the Association Between Mental Health, Morbidity, and Mortality in Late Life: Findings from Longitudinal Community Surveys

Burns, R.A., Butterworth, P., Browning, C., Byles, J., Luszcz, M., Mitchell, P., Shaw, J. and Anstey, K.J. (2015). International Psychogeriatrics. 27(5), 739-746. 

2015May
Effects of Permanent and Transitory Tax Changes in a Life-cycle Labor Supply Model with Human Capital

Keane, M. (2015). International Economic Review. 56(2), 485-503. 

2015May
Do Women Grow out of Risky Drinking? A Prospective Study of Three Cohorts of Australian Women

Powers, J., Anderson, A., Byles, J., Mishra, G. and Loxton, D. (2015). Drug and Alcohol Review. 34(3), 278-288. 

2015Apr
A Gendered Approach to Workforce Participation Patterns Over the Life Course for an Australian Baby Boom Cohort

Majeed, T., Forder, P., Mishra, G., Kendig, H. and Byles, J. (2015). Journal of Vocational Behavior. 87, 108-122.

2015Mar
“Just Get On With It”: Qualitative Insights of Coming to Terms with a Deteriorating Body for Older Women with Osteoarthritis

Harris, M.L., Byles, J.E., Sibbritt, D.W. and Loxton, D. (2015). Plos One. 10(3).