Longevity Risk: Retirement Product Innovation and Risk Management Strategies

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The research will develop an actuarial and financial based framework for longevity risk modelling, drawing on the latest research in mathematical finance and longevity risk models. It will propose and analyse innovative structured retirement products incorporating investment, longevity and aged care/health risks; and propose and analyse the innovative design and assessment of risk management strategies aimed at mitigating financial and mortality risk. The research addresses the significant and topical issue of financing retirement risks with a comprehensive retirement income product. It has significant implications for both national and individual welfare and will provide the basis for industry product innovation.

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Supervisory team
Michael
Sherris

Business School
Risk and Actuarial Studies
Jonathan
Ziveyi

Business School
Risk and Actuarial Studies
Andres
Villegas

Business School
Risk and Actuarial Studies
m.sherris@unsw.edu.au

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