The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing.

ActuarialSc
Biffis, Enrico, Yijia Lin, and Andreas Milidonis.
Journal of Risk and Insurance, forthcoming.
Publication year: 2017

Mortality Lead and Lags.

ActuarialSc
Milidonis, Andreas, and Maria Efthymiou.
Journal of Risk and Insurance, forthcoming.
Publication year: 2017

An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model.

ActuarialSc
Milidonis, Andreas.
North American Actuarial Journal 20 (3), 252-275.
Publication year: 2016

Mortality Regimes and Pricing.

ActuarialSc
Milidonis, Andreas, Yijia, Lin and Samuel Cox.
North American Actuarial Journal, 15 (2): 266-289.
Publication year: 2011

Estimation of Stock Price Distress Costs Associated with Bond Downgrades Using Regime Switching Models.

ActuarialSc
Milidonis, Andreas, and Shaun Wang.
North American Actuarial Journal, 11 (4): 42-60.
Publication year: 2007