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

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<dc:creator>Biffis, Enrico</dc:creator>
<dc:date>2017-04-03</dc:date>
<dc:description xml:lang="es">Sumario: We 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. </dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/160251.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Longevidad</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">The Cross-section of Asia-Pacific mortality dynamics : implications for longevity risk sharing</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 03/04/2017 Volumen 84 Número S1 - abril 2017 , p. 515-532</dc:relation>
</rdf:Description>
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