Person

Andrew Evans

Chapter

Agent-based modelling of residential mobility, housing choice and regeneration

Dynamics in the housing market can be simulated using agent-based modelling. Focusing on the theme of urban regeneration, we present a housing market model framework which explores the causal relationships that occur in this market.
Working paper

A survey of valuation issues for hybrid retirement income scheme products

So-called variable annuity products which provide certain guaranteed minimum benefits are popular in the United States and Europe but are only in their infancy in Australia. We consider hybrid products with minimum withdrawal rates guaranteed for a fixed term or for life and the financial...