Adam W. Shao
Title
Cited by
Cited by
Year
Reverse Mortgage Pricing and Risk Analysis Allowing for Idiosyncratic House Price Risk and Longevity Risk
AW Shao, K Hanewald, M Sherris
Insurance: Mathematics and Economics, 2015
772015
Multi-state Actuarial Models of Functional Disability
JH Fong, AW Shao, M Sherris
North American Actuarial Journal 19 (1), 41-59, 2015
662015
Product pricing and solvency capital requirements for long-term care insurance
AW Shao, M Sherris, JH Fong
Scandinavian Actuarial Journal 2017 (2), 175-208, 2017
282017
To borrow or insure? Long term care costs and the impact of housing
AW Shao, H Chen, M Sherris
Insurance: Mathematics and Economics 85, 15-34, 2019
212019
The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates
Z Li, AW Shao, M Sherris
North American Actuarial Journal 21 (4), 594-610, 2017
132017
Modelling multi-state health transitions in China: A generalised linear model with time trends
K Hanewald, H Li, AW Shao
Annals of Actuarial Science 13 (1), 145-165, 2019
92019
Equity release products allowing for individual house price risk
AW Shao, M Sherris, K Hanewald
11th Emerging Researchers in Ageing Conference, 2012
82012
Member’s Default Utility Function for Default Fund Design Version 1 (“MDUF v1”)
D Bell, E Liu, A Shao, A Asher, N Callil, G Kingston, D Knox, D Schneider, ...
32017
Disaggregated house price indices
AW Shao, M Sherris, K Hanewald
UNSW Australian School of Business Research Paper, 2013
32013
Portfolio insurance strategies for a target annuitization fund
M Xu, M Sherris, AW Shao
ASTIN Bulletin: The Journal of the IAA 50 (3), 873-912, 2020
22020
Demand for annuities and long-term care insurance with recursive utility: Impact of housing
M Xu, J Alonso-Garcıa, AW Shao, M Sherris
Unpublished Working Paper, 2017
22017
Member’s Default Utility Function for Default Fund Design Version 1 (“MDUF v1”) Technical Paper No. 3: Optimal Dynamic Strategies
D Bell, E Liu, A Shao
dynamics 50, 2.2, 2017
22017
Submission to Productivity Commission
D Bell, E Liu, A Shao
Mine Wealth+ Wellbeing, Newcastle, NSW.[Cited 24 January 2018] Available …, 2016
12016
House Price Models for Banking and Insurance Applications: The Impact of Property Characteristics
AW Shao, K Hanewald, M Sherris
Asia-Pacific Journal of Risk and Insurance 12 (1), 2018
2018
A new paradigm
D Bell, A Shao, E Liu
Superfunds Magazine, 27-29, 2017
2017
Member’s Default Utility Function for Default Fund Design Version 1 (“MDUF v1”) Technical Paper No. 1: MDUF v1 Design
D Bell, E Liu, A Shao
2017
Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk. By Olivia S. Mitchell, Raimond Maurer and P. Brett Hammond (eds). Oxford University Press, 2014, ISBN …
AW Shao
Journal of Pension Economics & Finance 15 (1), 125-126, 2016
2016
Housing, Long-Term Care Insurance, and Annuities with Recursive Utility
M Xu, J Alonso-Garcıa, A Shao, M Sherris
Impact of Systematic Trend and Uncertainty on Mortality and Disability Transition Rates
T Li, M Sherris, A Shao
Housing and Retirement Financing: Optimal Time to Buy a Residential Home
M Xu, M Sherris, A Shao
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