Select Publications

Journal articles

Eling M; Ghavibazoo O; Hanewald K, 2021, 'Willingness to take financial risks and insurance holdings: A European survey', JOURNAL OF BEHAVIORAL AND EXPERIMENTAL ECONOMICS, vol. 95, http://dx.doi.org/10.1016/j.socec.2021.101781

Lu Q; Hanewald K; Wang X, 2021, 'Subnational mortality modelling: A bayesian hierarchical model with common factors', Risks, vol. 9, pp. 203 - 203, http://dx.doi.org/10.3390/risks9110203

Wang Q; Hanewald K; Wang X, 2021, 'Multistate health transition modeling using neural networks', Journal of Risk and Insurance, http://dx.doi.org/10.1111/jori.12364

Beard JR; Si Y; Liu Z; Chenoweth L; Hanewald K, 2021, 'Intrinsic Capacity: Validation of a New WHO Concept for Healthy Ageing in a Longitudinal Chinese Study.', J Gerontol A Biol Sci Med Sci, http://dx.doi.org/10.1093/gerona/glab226

Hanewald K; Jia R; Liu Z, 2021, 'Why is inequality higher among the old? Evidence from China', China Economic Review, vol. 66, pp. 1 - 20, http://dx.doi.org/10.1016/j.chieco.2021.101592

Li H; Hanewald K; Wu S, 2021, 'Healthy life expectancy in China: Modelling and implications for public and private insurance', Annals of Actuarial Science, vol. 15, pp. 40 - 56, http://dx.doi.org/10.1017/S1748499520000135

Hanewald K; Bateman H; Fang H; Wu S, 2020, 'Is there a demand for reverse mortgages in China? Evidence from two online surveys', Journal of Economic Behavior and Organization, vol. 169, pp. 19 - 37, http://dx.doi.org/10.1016/j.jebo.2019.10.023

Yang S; Hanewald K, 2020, 'Life Satisfaction of Middle-Aged and Older Chinese: The Role of Health and Health Insurance', Social Indicators Research, http://dx.doi.org/10.1007/s11205-020-02390-z

Hanewald K; Li H; Shao AW, 2019, 'Modelling multi-state health transitions in China: a generalised linear model with time trends', Annals of Actuarial Science, vol. 13, pp. 145 - 165, http://dx.doi.org/10.1017/S1748499518000167

Shao AW; Hanewald K; Sherris M, 2018, 'House Price Models for Banking and Insurance Applications: The Impact of Property Characteristics', Asia-Pacific Journal of Risk and Insurance, vol. 12, http://dx.doi.org/10.1515/apjri-2017-0003

Shao AW; Hanewald K; Michael SA, 2018, 'House Price Models for Banking and Insurance Applications: The Impact of Property Characteristics', Asia-Pacific Journal of Risk and Insurance, vol. 12, pp. 26 - 26

Hanewald K, 2017, 'King William's Tontine: Why the Retirement Annuity of the Future Should Resemble its Past', JOURNAL OF PENSION ECONOMICS & FINANCE, vol. 16, pp. 267 - 269, http://dx.doi.org/10.1017/S1474747217000075

Blackburn C; Hanewald K; Olivieri A; Sherris M, 2017, 'Longevity Risk Management and Shareholder Value for a Life Annuity Business', ASTIN Bulletin - The Journal of the International Actuarial Association, vol. 47, pp. 43 - 77, http://dx.doi.org/10.1017/asb.2016.32

Hanewald K; Post T; Sherris M, 2016, 'Portfolio Choice in Retirement - What is the Optimal Home Equity Release Product?', Journal of Risk and Insurance, vol. 83, pp. 421 - 446, http://dx.doi.org/10.1111/jori.12068

Shao AW; Hanewald K; Sherris M, 2015, 'Reverse mortgage pricing and risk analysis allowing for idiosyncratic house price risk and longevity risk', Insurance: Mathematics and Economics, vol. 63, pp. 76 - 90, http://dx.doi.org/10.1016/j.insmatheco.2015.03.026

Milevsky M, 2015, 'King William's Tontine', , http://dx.doi.org/10.1017/cbo9781139879316

Cho D; Hanewald K; Sherris M, 2015, 'Risk Analysis for Reverse Mortgages with Different Payout Designs', Asia-Pacific Journal of Risk and Insurance, vol. 9, pp. 77 - 105, http://dx.doi.org/10.1515/apjri-2014-0012

Alai DH; Chen H; Cho D; Hanewald K; Sherris M, 2014, 'Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions', North American Actuarial Journal, vol. 18, pp. 217 - 241, http://dx.doi.org/10.1080/10920277.2014.882252

Nirmalendran M; Sherris M; Hanewald K, 2014, 'Pricing and solvency of value-maximizing life annuity providers', ASTIN Bulletin, vol. 44, pp. 39 - 61, http://dx.doi.org/10.1017/asb.2013.25

Hanewald K; Piggott J; Sherris M, 2013, 'Individual post-retirement longevity risk management under systematic mortality risk', Insurance Mathematics and Economics, vol. 52, pp. 87 - 97, http://dx.doi.org/10.1016/j.insmatheco.2012.11.002

Post T; Hanewald K, 2013, 'Longevity risk, subjective survival expectations, and individual saving behavior', Journal of Economic Behavior and Organization, vol. 86, pp. 200 - 220, http://dx.doi.org/10.1016/j.jebo.2012.11.012

Hanewald K; Sherris M, 2013, 'Postcode-Level House Price Models for Banking and Insurance Applications', Economic Record, vol. 89, pp. 411 - 425, http://dx.doi.org/10.1111/1475-4932.12045

Hanewald K; Hecht C, 2012, 'Who Responds to Tax Reforms? Evidence from the Life Insurance Market', Geneva Papers on Risk and Insurance - Issues and Practice, vol. 37, pp. 5 - 26, http://dx.doi.org/10.1057/gpp.2011.31

Hanewald K, 2011, 'Explaining Mortality Dynamics: The Role of Macroeconomic Fluctuations and Cause of Death Trends', North American Actuarial Journal, vol. 15, pp. 290 - 314, http://dx.doi.org/10.1080/10920277.2011.10597622

Hanewald K; Post T; Gründl H, 2011, 'Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency', Geneva Papers on Risk and Insurance - Issues and Practice, vol. 36, pp. 458 - 475, http://dx.doi.org/10.1057/gpp.2011.14

Hanewald K, 2010, 'Factors Driving Aggregate Mortality Rates in Postwar Germany', Zeitschrift für die gesamte Versicherungswissenschaft, vol. 99, pp. 211 - 229, http://dx.doi.org/10.1007/s12297-010-0086-2

Reports

Hanewald K; Piggott J, 2020, CEPAR submission to the DFAT consultation on new international development policy, ARC Centre of Excellence in Population Ageing Research (CEPAR), https://www.cepar.edu.au/publications/reports-government-submissions/cepar-submission-dfat-consultation-new-international-development-policy

Li H; Hanewald K; Liao P, 2019, Constructing occupation-specific life tables for China, Society of Actuaries, https://www.soa.org/resources/research-reports/2019/occupation-specific-life-tables-china/

Working Papers

Deng Y; Fang H; Hanewald K; Wu S, 2021, Delay the Pension Age or Adjust the Pension Benefit? Implications for Labor Supply and Individual Welfare in China, 28897, http://dx.doi.org10.3386/w28897, https://www.nber.org/papers/w28897

Eling M; Omid G; Hanewald K, 2021, Willingness to take financial risks and insurance holdings: A European survey, No. 2021/04, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers/willingness-take-financial-risks-and-insurance-holdings-european-survey

Wang Q; Hanewald K; Wang X, 2020, Multi-State Health Transition Modeling Using Neural Networks, No. 2020/25, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers/multi-state-health-transition-modeling-using-neural-networks

Lu Q; Hanewald K; Villegas AM; Wang X, 2020, Subnational old-age mortality modeling: Accounting for underreporting in a Bayesian framework, 2020/23, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers/subnational-old-age-mortality-modeling-accounting-underreporting-bayesian-framework

Zheng W; Jia R; Lyu Y; Hanewald K, 2020, The impact of expected pensions on consumption: Evidence from China, ARC Centre of Excellence in Population Ageing Research (CEPAR), No. 2020/03, http://dx.doi.org, https://cepar.edu.au/publications/working-papers/impact-expected-pensions-consumption-evidence-china

Li H; Hanewald K; Wu S, 2020, Healthy Life Expectancy in China: Modeling and Implications for Public and Private Insurance, SSRN, http://dx.doi.org10.2139/ssrn.3550682, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3550682

Lu Q; Hanewald K; Wang X, 2019, Bayesian hierarchical multi-population mortality modelling for China's provinces, 2019/17, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers/bayesian-hierarchical-multi-population-mortality-modelling-chinas-provinces

Yang S; Hanewald K, 2019, Life Satisfaction of Older Chinese: The Role of Health and Health Insurance, 2019/16, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers/life-satisfaction-older-chinese-role-health-and-health-insurance

Hanewald K; Jia R; Liu Z, 2019, Why is inequality higher among the old? Evidence from China, 2019/10, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers/why-inequality-higher-among-old-evidence-china

Hanewald K; Bateman H; Fang H; Wu S, 2018, Is There a Demand for Reverse Mortgages in China? Evidence from Two Online Surveys, 2018/22, http://dx.doi.org, https://www.cepar.edu.au/publications/working-papers

Li H; Hanewald K; Wu S, 2017, Estimating Healthy Life Expectancy: A Province-by-Province Study for China, ARC Centre of Excellence in Population Ageing Research (CEPAR) Working Paper, 2017/14, http://dx.doi.orghttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=3027825

Hanewald K; Han L; Shao AW, 2017, Modeling Multi-State Health Transitions in China: A Generalized Linear Model with Time Trends, http://dx.doi.org10.1017/S1748499518000167, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2971798

Hanewald K; Kluge F, 2014, The Impact of Family Structure on Risk Attitudes and Financial Decisions during the Financial Crisis, http://dx.doi.org

Shao AW; Sherris M; Hanewald K, 2013, Disaggregated house price indices, 2013ACTL09, http://dx.doi.org

Blackburn C; Hanewald K; Olivieri A; Sherris M, 2013, Life Insurer Longevity Risk Management, Solvency and Shareholder Value, 2013ACTL20, http://dx.doi.org

Hanewald K; Sherris M, House Price Risk Models for Banking and Insurance Applications, 201118, http://dx.doi.org

Nirmalendran M; Sherris M; Hanewald K, Solvency Capital, Pricing and Capitalization Strategies of Life Annuity Providers, 201213, http://dx.doi.org

Media

Hanewald K, 2020, The home stretch: accessing home value to fund long-term care, UNSW Business School, https://www.businessthink.unsw.edu.au/articles/accessing-home-value-fund-long-term-care

Hanewald K; Eaton R; Ho TL, 2020, The Home Stretch: Accessing Home Value to Fund Long-Term Care, Society of Actuaries, http://digitaleditions.walsworthprintgroup.com/display_article.php?id=3811647&view=680589

Hanewald K; Yang S, 2020, Life satisfaction of older Chinese: The role of health and health insurance, ARC Centre of Excellence in Population Ageing Research (CEPAR), https://cepar.edu.au/news-events/news/life-satisfaction-older-chinese-role-health-and-health-insurance

Hanewald K, 2019, Chinese experience informs our reverse mortgage market, UNSW Business School, https://www.businessthink.unsw.edu.au/articles/chinese-experience-informs-our-reverse-mortgage-market

Preprints

Lu Q; Hanewald K; Wang X, Bayesian Hierarchical Multi-Population Mortality Modelling for China’s Provinces, http://dx.doi.org/10.2139/ssrn.3494491


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