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.
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.
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.
Chung Tran and Alan Woodland
This paper proposes and assesses consistent multi-factor dynamic ane mortality models for longevity risk applications.
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.
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.
Michael Keane
This paper examines the effect of labor income taxation in life-cycle models where work experience builds human capital.
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.
Craig Blackburn, Michael Sherris
This paper proposes and assesses consistent multi-factor dynamic affine mortality models for longevity risk applications.
