University of Cyprus
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Mortality Lead and Lags.
Milidonis, Andreas, and Maria Efthymiou.
Journal of Risk and Insurance, forthcoming.
Publication year: 2017
Mortality risk varies by economic development.
We present a newly-collected mortality dataset from eleven countries in Asia-Pacific (APAC).
Using lead-lag analysis, we identify short-term predictability in mortality risk across countries.
Mortality risk improvements seem to flow from more developed to less developed countries.
Such predictability is useful for longevity risk financing and in producing cross-country mortality indices.