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Research Outputs

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Article
2018

Life insurance and annuity demand under hyperbolic discounting

Tang, S., Purcal, S. & Zhang, J., Jun 2018, In : Risks. 6, 2, p. 1-10 10 p., 43.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)

On the study of Malaysia's private annuity

Asmuni, N. H. & Purcal, T., 2 Aug 2018, In : Journal of Quality Measurement and Analysis. 14, 1, p. 9-22 14 p.

Research output: Contribution to journalArticle

2017

Evaluating extensions to coherent mortality forecasting models

Shair, S., Purcal, S. & Parr, N., Mar 2017, In : Risks. 5, 1, p. 1-20 20 p., 16.

Research output: Contribution to journalArticle

Open Access
File
58 Downloads (Pure)

Optimal time to enter a retirement village

Zhang, J., Purcal, S. & Wei, J., 2017, In : Risks. 5, 1, p. 20-1-20-20 20 p., 20.

Research output: Contribution to journalArticle

Open Access
File
11 Downloads (Pure)
2016

Excel implementation of finite difference methods for option pricing

Kyng, T., Purcal, S. & Zhang, J. C., 2016, In : Spreadsheets in education. 9, 3, p. 2-1-2-33 33 p., 2.

Research output: Contribution to journalArticle

Open Access
File
1206 Downloads (Pure)
2014

Annuitisation and cross-subsidies in a two-tiered retirement saving system

Avanzi, B. & Purcal, S., 2014, In : Annals of actuarial science. 8, 2, p. 234-252 19 p.

Research output: Contribution to journalArticle

Dynamic asset allocation when bequests are luxury goods

Ding, J., Kingston, G. & Purcal, S., Jan 2014, In : Journal of Economic Dynamics and Control. 38, p. 65-71 7 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)
2008

Explaining low annuity demand: an optimal portfolio application to Japan

Purcal, S. & Piggott, J., Jun 2008, In : Journal of Risk and Insurance. 75, 2, p. 493-516 24 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)
2000

Growing Old Growing Old Gracefully: Age-Phasing, Targets and Savings Rules

McNaughton, T., Piggott, J. & Purcal, T. S., 2000, In : The Journal of wealth management. 2, 4, p. 20-24 5 p.

Research output: Contribution to journalArticle