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BibTex format

@article{Biffis:2017:10.1111/jori.12194,
author = {Biffis, E and Lin, Y and Milidonis, A},
doi = {10.1111/jori.12194},
journal = {Journal of Risk and Insurance},
pages = {515--532},
title = {The cross-section of Asia-Pacific mortality dynamics: Implications for longevity risk sharing},
url = {http://dx.doi.org/10.1111/jori.12194},
volume = {84},
year = {2017}
}

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TY  - JOUR
AB  - We study the dynamics of longevity risk across a subset of countries in the Asia-Pacific (APAC)region.   We  use  hand-collected  and  existing  data  on  age-specific  mortality  rates  from  emergingand developed economies, to understand how secular changesin mortality vary within and acrossAPAC countries.  We use our results to identify cross-hedgingopportunities among longevity riskexposures in the APAC region.  We also introducek-forward contracts,  which offer natural risksharing  opportunities  to  hedgers  in  different  countries.   Weconsider  the  example  of  Korea  andJapan as a case study
AU  - Biffis,E
AU  - Lin,Y
AU  - Milidonis,A
DO  - 10.1111/jori.12194
EP  - 532
PY  - 2017///
SN  - 1539-6975
SP  - 515
TI  - The cross-section of Asia-Pacific mortality dynamics: Implications for longevity risk sharing
T2  - Journal of Risk and Insurance
UR  - http://dx.doi.org/10.1111/jori.12194
UR  - http://hdl.handle.net/10044/1/42830
VL  - 84
ER  -

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