Mortality leads and lags
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20170015147 | ||
| 003 | MAP | ||
| 005 | 20170602100733.0 | ||
| 008 | 170518e20170403esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | $0MAPA20110023713$aMilidonis, Andreas | ||
| 245 | 1 | 0 | $aMortality leads and lags$cAndreas Milidonis, Maria Efthymiou |
| 520 | $aMortality risk varies geographically, especially in the Asia-Pacific (APAC) region, where economic development is quite diverse. We present a newly collected data set on aggregate population mortality from 11 countries in APAC, which we rank based on their economic development. Using leadlag analysis, we identify short-term predictability in mortality risk across countries. Mortality improvements seem to appear faster in more developed than less developed countries. Such predictability is useful for longevity risk financing and in producing cross-country mortality indices. We propose ways in which our results can benefit institutions manage their exposure in APAC mortality and longevity risk. | ||
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 650 | 4 | $0MAPA20080588953$aAnálisis de riesgos | |
| 650 | 4 | $0MAPA20080591182$aGerencia de riesgos | |
| 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. 495-514 |