Biffis, Enrico, Yijia Lin, and Andreas Milidonis.
Journal of Risk and Insurance 84, 515-532.
Publication year: 2017
  • We present a newly-collected, age-gender, mortality dataset from seven countries in Asia-Pacific (APAC).
  • Cross-hedging opportunities among longevity risk exposures in APAC are identified.
  • Applications of our findings to mortality forwards are presented.
  • The two largest countries in our sample (Japan and Republic of Korea) ¬†show diverging country-specific mortality trends.