Constant proportion performance participation
Zagst, R., Lim, W. & Khemka, G. (2026). Forthcoming in Quantitative Finance
The power of human capital in lifecycles. Insights from a flexible framework
Escobar-Anel, M., Khemka, G. & Lim, W. (2025). Forthcoming in Scandinavian Actuarial Journal
The repayment structure of agricultural loans under a full repayment constraint
Escobar, M., Khemka, G. & Zheng, X. (2026). Annals of Actuarial Science, 19(3), 416-441.
Mean–variance optimization of terminal wealth and consumption
Escobar, M., Khemka, G. & Zagst, R. (2025). Finance Research Letters, 86B, 108420.
Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility
Wang, N. & Zhang, Y. (2025). Insurance: Mathematics and Economics, 124, 103125.
Algorithmic Insurable Risk Portfolios
Frees, E.W., Butt, A., and Shi, P. (2025). Forthcoming in North American Actuarial Journal.
Life-cycle planning model with inflation and time-varying consumption constraints
Liu, D., Wang, N., Xu, L., and Wang, H. (2025). Quantitative Finance, 25(7), 1147-1162.
Optimal decision-making for consumption, investment, housing, and life insurance purchase in a couple with dependent mortality
Zhang, J., Wei, J., and Wang, N. (2025). Forthcoming in Annals of Actuarial Science.
Ensemble interval forecasts of mortality
Li, J., Wang, M., Liu, J., and Tickle L. (2025). Scandinavian Actuarial Journal, 6, 598-616(19).
Life-cycle planning model with stochastic volatility and recursive preferences
Wang, H., Liu, D., and Wang, N. (2025). International Review of Finance, 25(2), e70025
Bridging disclosure and action: The role of intermediaries in gender pay gap regulation
Curtis, S., William, J., von Reibnitz, A., Glennie, M. and Pekarek, A. (2025). Forthcoming in Journal of Industrial Relations.
Investment option switching behaviour and impact for pension fund members around the COVID pandemic
Butt, A., Khemka, G., Lim, W., Warren, G. and Wu, S. (2025). Forthcoming in Australian Journal of Management.
Quantifying and hedging economic risk in disability income insurance portfolios
Schneider, A., Khemka, G., Pitt, D., & Zhang, J. (2025). Annals of Actuarial Science, 19(2), 285-303
A Compositional Approach to Modelling Cause-Specific Mortality with Zero Counts
Dong, Z., Shang, HL., Hui, F., and Bruhn, A. (2025) Forthcoming in the Annals of Actuarial Science.
Delegated investment in retirement savings: Is there value added?
Chong, W.F., Khemka, G., and Huang, T. (2025). Annals of Actuarial Science, 19(2), 257-284
Robust asset-liability management games for N players under multivariate stochastic covariance models
Wang, N., and Zhang, Y. (2024). Insurance: Mathematics and Economics 117, 67-98
A building block approach to retirement income design
Khemka, G., Butt, A. and Mehry, S. (2024). Journal of Pension Economics and Finance. 23, 528-548
A Buy-Hold-Sell Pension Saving Strategy
Khemka, G., Steffensen, M., and Warren, G.J. (2024). Insurance: Mathematics and Economics 119, 1-16
Investment–consumption optimization with transaction cost and learning about return predictability
Wang, N. and Siu, T. K. (2024). European Journal of Operational Research. Volume 318, Issue 3, Pages 877-891.
Cause-of-death mortality forecasting using adaptive penalized tensor decompositions
Zhang, X., Huang, F., Hui, F.K.C., and Haberman, S. (2023). Insurance: Mathematics and Economics 111, 193-213