Andreas Milidonis
University of Cyprus
Mortality Lead and Lags.
- 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.