Associate Professor Gaurav Khemka
Research interests
Superannuation and Retirement Income Modelling and Policy
Computational Economics
Long Term Care Insurance
Biography
Gaurav's research interests span the fields of Life Insurance and Superannuation. His main area of research is optimisation of lifetime decision making, particulary the application of stochastic dynamic programming in lifetime utility maximisation context.
Publications
- Khemka, G, Steffensen, M & Warren, G 2021, 'How sub-optimal are age-based life-cycle investment products?', International Review of Financial Analysis, vol. 73.
- Butt, A, Khemka, G & Warren, G 2019, 'What Dividend Imputation Means for Retirement Savers', Economic Record, vol. 95, no. 309, pp. 181-199.
- Lim, W, Khemka, G, Pitt, D et al. 2019, 'A method for calculating the implied no-recovery three-state transition matrix using observable population mortality incidence and disability prevalence rates among the elderly', Journal of Population Research, vol. 36, pp. 245-282.
- Butt, A, Khemka, G & Strickland, L 2018, 'How academic research can inform default superannuation fund design and individual financial decision-making', The Australasian Journal of Applied Finance, vol. 1, pp. 40-49.
- Khemka, G, Roberts, S & Higgins, T 2017, 'The Impact of Changes to the Unemployment Rate on Australian Disability Income Insurance Claim Incidence', Risks, vol. 5, no. 1, pp. 18pp.
- Khemka, G & Butt, A 2017, 'Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling', Risks, vol. 5, no. 4, p. 57.
- Butt, A & Khemka, G 2015, 'The effect of objective formulation on retirement decision making', Insurance; Mathematics and Economics, vol. 64, no. 2015, pp. 385-395.
- Khemka, G & Roberts, S 2015, 'Impact of economic cycles on mortality: the Australian context', Journal of Population Research, vol. 32, no. 2, pp. 139-155pp.
Projects and Grants
Grants information is drawn from ARIES. To add or update Projects or Grants information please contact your College Research Office.
- Investment Risk Metrics for Retirees and/or Considerations of Lifetime Income in Portfolio Design (Secondary Investigator)
- Superannuation lifecycle modelling from a household perspective (Secondary Investigator)
- House purchase decisions on life-cycle (Primary Investigator)