University of Cyprus
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The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing.
Biffis, Enrico, Yijia Lin, and Andreas Milidonis.
Journal of Risk and Insurance, forthcoming.
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.