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

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      <subfield code="a">Biffis, Enrico</subfield>
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      <subfield code="a">The Cross-section of Asia-Pacific mortality dynamics</subfield>
      <subfield code="b">: implications for longevity risk sharing</subfield>
      <subfield code="c">Enrico Bijfis, Yijia Lin, Andreas Milidonis</subfield>
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      <subfield code="a">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. </subfield>
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      <subfield code="a">Mortalidad</subfield>
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      <subfield code="a">Longevidad</subfield>
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      <subfield code="t">The Journal of risk and insurance</subfield>
      <subfield code="d">Nueva York : The American Risk and Insurance Association, 1964-</subfield>
      <subfield code="x">0022-4367</subfield>
      <subfield code="g">03/04/2017 Volumen 84 Número S1 - abril 2017 , p. 515-532</subfield>
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