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

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<title>Cross-section of Asia-Pacific mortality dynamics</title>
<subTitle>: implications for longevity risk sharing</subTitle>
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<abstract displayLabel="Summary">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. </abstract>
<note type="statement of responsibility">Enrico Bijfis, Yijia Lin, Andreas Milidonis</note>
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<topic>Mortalidad</topic>
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<topic>Longevidad</topic>
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<title>The Journal of risk and insurance</title>
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<publisher>Nueva York : The American Risk and Insurance Association, 1964-</publisher>
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<identifier type="issn">0022-4367</identifier>
<identifier type="local">MAP20077000727</identifier>
<part>
<text>03/04/2017 Volumen 84 Número S1 - abril 2017 , p. 515-532</text>
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