CEPAR

You are here

Working Papers

2013Dec
Elderly couple researching pension options online

Julie Agnew, Hazel Bateman, Christine Eckert, Fedor Iskhakov, Jordan Louviere and Susan Thorp

Using an online incentivised discrete choice experiment, we study how well individuals judge financial advice and whether factors other than advice quality influence their evaluations

2013Dec
Data graphs

Ermanno Pitacco

We address life annuities and pensions, looking in particular at transfers/sharing of biometric risks, i.e. risks related to the annuitant's lifetime and health status, involved by the policy conditions or the pension plan rules.

2013Dec
Content pensioners

Kostas Mavromaras and Rong Zhu

In this paper we estimate the interdependence of labour force participation decisions made by Australian couples from 2001 to 2011.

2013Dec
Cepar researchers analysing data online

Hazel Bateman, Jeanette Deetlefs, Isabella Dobrescu, Ben Newell, Andreas Ortmann and Susan Thorp

Using member records and survey data from a large Australian superannuation fund, we test the relationship between attitudes towards retirement savings and observable levels of non-default activities (such as making voluntary contributions, choosing or changing investment options and changing insurance cover).

2013Nov
Young couple exploring pension options

Craig Blackburn, Katja Hanewald, Annamaria Olivieri and Michael Sherris

This paper assesses the impact of longevity risk management on insurer shareholder value and solvency for an annuity portfolio.

2013Oct
Family enjoying life

George Kudrna, Chung Tran and Alan Woodland

In this paper we develop an overlapping generations (OLG) model that incorporates non-stationary demographic transition paths to study the dynamic fiscal effects of demographic shift in Australia

2013Sep
Team collaboration

Ramona Meyricke and Michael Sherris

We assess the costs of longevity risk management using longevity swaps compared to costs of holding capital under Solvency II.

2013Aug
Financial growth

Shang Wu, Ralph Stevens and Susan Thorp

Using survey data on subjective survival probabilities over a range of target ages and from an array of age cohorts, we estimate individual subjective scalings of population mortality probabilities.

2013Jul
Ageing data

Daniel H. Alai, Zinoviy Landsman and Michael Sherris

This paper applies a multivariate Tweedie distribution to incorporate dependence, which it induces through a common shock component.