A buy-hold-sell pension saving strategy
Khemka, G., Steffensen, M., and Warren, G., 2024, Insurance: Mathematics and Economics, 119, 1-16.
Recent journal articles
Money illusion in retirement savings with a minimum guarantee
Donnelly, C., Khemka, G., and Lim, W., 2024, Scandinavian Actuarial Journal, forthcoming
Monotonicity of savings function in endogenous gridpoint method with stochastic portfolio returns
Chong, W.F., Khemka, G., & Huang, T., 2024, Economics Letters, 239, 111740.
A systematic vector autoregressive framework for modeling and forecasting mortality
Li, J., Liu, J., and Butt, A., 2024, Journal of Forecasting, 43(6), 2279-2297
Cascade Model for Australian Housing. Australian Economic Papers”
Khemka, G., Tang, Y., and Warren, G., 2024, Australian Economic Papers, forthcoming
Heterogeneity in needs and purchases in Australian retirees
Asher, A., Boonen, T.J., Chang, L., Khemka, G., and Roberts, S.P., 2023, Accounting and Finance, 64(2), 2209-2247
Expanding Income-Contingent Loans for Tertiary Education
Chapman, B., Higgins, T., and Hu, Y. (Lucy), 2023, Chapter 11 in Rethinking Tertiary Education, P. Dawkins, M. Lilly, R. Pascoe (eds.) Melbourne University Press.
Lifetime health costs of intimate partner violence: A prospective longitudinal cohort study with linked data for out-of-hospital and pharmaceutical costs
William, J., Loong, B., Hanna D., Parkinson, B. & Loxton, D., 2022, Economic Modelling, 116,106013.
Stochastic modelling of the home equity access scheme
Lamarra, T., Bruhn, A., and Miller, M., 2022, Australian Journal of Management, 48(3),652-677.
On Fitting Probability Distribution to Univariate Grouped Actuarial Data with Both Group Mean and Relative Frequencies
Khemka, G., Pitt, D., and Zhang, J., 2022, North American Actuarial Journal, 27(1),185-205.
Bayesian vine copulas for modelling dependence in data breach losses
Liu, J., Li, J., and Daly, K., 2022, Annals of Actuarial Science, 16,401-424.
Investing for retirement: Terminal wealth constraints or a desired wealth target?
Donnelly, C., Khemka, G., and Lim, W., 2022, European Financial Management, 28(5),1283-1307.
Ethics and Professional Practice in Financial Planning
Bruhn, A., 2021, “When Things Go Wrong – The Human Impact”, Chapter 4 in Ethics and Professional Practice in Financial Planning, Lexis Nexis, NSW, Australia.
Increased livestock weight gain from improved water quality in farm dams: A cost-benefit analysis
Dobes, L., Crane, M., Higgins, T., Van Dijk, A., and Lindenmayer, D., 2021, PLoS ONE, 16(8): e0256089.
The ‘right’ level for the superannuation guarantee: identifying the key considerations
Khemka, G., Tang, Y. and Warren, G.J., 2021, Accounting and Finance, 61(3), 4435- 4474.
The primacy of ethics in the provision of financial advice
Bruhn, A. and Asher, A., 2021, Accounting & Finance, 61(2), 3305-3327.
Mortality forecasting: time-varying or constant factor loadings?
Shi, J., He, L., Huang, F., and Yang, Y., 2021, Insurance: Mathematics and Economics, 98, 14-34.
Mortality forecasting with a Spatially Penalized Smoothed VAR Model
Chang, L., and Shi, Y., 2021, ASTIN Bulletin, 51(1), 161-189.
How sub-optimal are age-based life-cycle investment products?
Khemka, G., Steffensen, M., and Warren, G.J., 2021, International Review of Financial Analysis, 73(2021).
Estimating China’s Future Life Insurance Market
Ma, J., Huang, F., and Bruhn, A., 2020, Asia-Pacific Journal of Risk and Insurance, 15(1).
Multi-population mortality forecasting using tensor decomposition
Dong, Y., Huang, F., Yu, H., and Haberman, S., 2020, Scandinavian Actuarial Journal, 2020(8), 754-775.
Observations of supervisors and an actuarial research student on the qualitative research process
Du, J., Bruhn, A., and Whiting, B., 2020, Accounting & Finance, 60(3), 2339-2360.
Modelling life tables with advanced ages: An extreme value theory approach
Huang, F., Maller, R., and Ning, X., 2020, Insurance: Mathematics and Economics, 93, 95-115.
What Dividend Imputation Means for Retirement Savers
Butt, A., Khemka, G. and Warren, G.J., 2019, Economic Record, 95, 181-199.
A method for calculating the implied no-recovery three-state transition matrix using observable population mortality incidence and disability prevalence rates for the elderly
Lim, W., Khemka, G., Browne, B. and Pitt, D., 2019,
Journal of Population Research, 36, 245-282.
The impact of a history of poor mental health on health care costs in the perinatal period
Chojenta, C., William, J., Martin, M., Byles, J., and Loxton, D., 2019,
Archives of Women's Mental Health, 22, 467-473.
The Higher Education Contribution Scheme: Keeping Tertiary Education Affordable and Accessible
Higgins, T., 2019, Chapter 3 in Successful Public Policy: Lessons from Australia and New Zealand, Luetjens, J., Mintrom, M., ‘t Hart, P. (eds.) Canberra: ANU Press.