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The Cross-section of Asia-Pacific mortality dynamics : implications for longevity risk sharing

Recurso electrónico / Electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20170015154
003  MAP
005  20170602100919.0
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
100  ‎$0‎MAPA20130013435‎$a‎Biffis, Enrico
24514‎$a‎The Cross-section of Asia-Pacific mortality dynamics‎$b‎: implications for longevity risk sharing‎$c‎Enrico Bijfis, Yijia Lin, Andreas Milidonis
520  ‎$a‎We study the dynamics of longevity risk across a subset of countries in the Asia-Pacific (APAC) region. We use hand-collected and existing data on age-specific mortality rates from emerging and developed economies to understand how secular changes in mortality vary within and across APAC countries.We use our results to identify cross-dging opportunities among longevity risk exposures in the APAC region. We also introduce k-forward contracts, which offer natural risk-sharing opportunities to hedgers in different countries. We consider the example of Korea and Japan as a case study.
650 4‎$0‎MAPA20080555306‎$a‎Mortalidad
650 4‎$0‎MAPA20080555016‎$a‎Longevidad
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Nueva York : The American Risk and Insurance Association, 1964-‎$x‎0022-4367‎$g‎03/04/2017 Volumen 84 Número S1 - abril 2017 , p. 515-532