Personal profile
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.
Qualifications
BA Economic (Hons.), MACt, PhD, FIAA, CERA
Research Interests
Superannuation and Retirement Income Modelling and Policy
Computational Economics
Long Term Care Insurance
Research student supervision
- Registered to supervise
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Collaborations and top research areas from the last five years
Research output
- 24 Article
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Constant proportion performance participation
Zagst, R., Lim, W. & Khemka, G., 10 Feb 2026, In: Quantitative Finance. 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Option-based portfolio and consumption insurance (OBPCI)
Escobar-Anel, M., Khemka, G., Wang, N. & Xu, Z., 2026, (E-pub ahead of print) In: Scandinavian Actuarial Journal.Research output: Contribution to journal › Article › peer-review
Open Access -
Investment option switching behaviour and impact for pension fund members around the COVID pandemic
Butt, A., Khemka, G., Lim, W., Warren, G. & Wu, S., 12 Mar 2025, (E-pub ahead of print) In: Australian Journal of Management. 30 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Money illusion in retirement savings with a minimum guarantee
Donnelly, C., Khemka, G. & Lim, W., 2025, In: Scandinavian Actuarial Journal. 2025, 1, p. 1-24 24 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus) -
Quantifying and hedging economic risk in disability income insurance portfolios
Schneider, A., Khemka, G., Pitt, D. & Zhang, J., 2025, (Accepted/In press) In: Annals of Actuarial Science. 19, 2, p. 285-303 19 p.Research output: Contribution to journal › Article › peer-review
Open Access
Projects
- 4 Finished
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Yamatji South - Clean Energy Scoping Project
McArthur, L. (PI), Deprez, E. (CoI), Doran, B. (CoI), Khemka, G. (CoI), Leon, C. (CoI), Lu, B. (CoI) & Zarghami, S. A. (CoI)
12/08/24 → 31/08/25
Project: Research
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Designing, modelling and advocating for finance policy options to drive inclusive household electrification
Higgins, T. (PI) & Khemka, G. (CoI)
1/11/23 → 7/03/25
Project: Research
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Investment Risk Metrics for Retirees and/or Considerations of Lifetime Income in Portfolio Design
Warren, G. (PI), Butt, A. (CoI), Khemka, G. (CoI) & Lim, W. (CoI)
24/03/22 → 31/12/22
Project: Research
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Superannuation lifecycle modelling from a household perspective
Butt, A. (PI) & Khemka, G. (CoI)
1/01/20 → 31/12/22
Project: Research