Centro de Documentacion de Fundación MAPFRE - The Cross-section of Asia-Pacific mortality dynamics : implications for longevity risk sharing

Notas: 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. Registros relacionados: 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. 515-532Materia / lugar / evento: Mortalidad Longevidad Otras clasificaciones: 7

Derechos: In Copyright (InC)

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