The Cross-section of Asia-Pacific mortality dynamics : implications for longevity risk sharing
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Tag | 1 | 2 | Value |
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LDR | 00000cab a2200000 4500 | ||
001 | MAP20170015154 | ||
003 | MAP | ||
005 | 20170602100919.0 | ||
008 | 170518e20170403esp|||p |0|||b|spa d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a7 | ||
100 | $0MAPA20130013435$aBiffis, Enrico | ||
245 | 1 | 4 | $aThe Cross-section of Asia-Pacific mortality dynamics$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 | |
773 | 0 | $wMAP20077000727$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 |