Completed Projects

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Multi-Population Mortality

Completed Date: June 2015

Project Lead
Andreas Milidonis

Collaborators

Biffis, Enrico, Efthymiou, Maria and Yijia Lin 

Project Description
The first objective of this project is to collect historical mortality data primarily from the Asia-Pacific Region, from publicly available sources, local government offices and international organizations. The second objective of this project is to analyze the mortality panel above, to identify factors that may be used for pricing longevity products. The third goal of this project is to illustrate how our analysis applies to multi-population mortality/longevity products and/or financing.

Data Collection Report 


Mortality Data for Asia-Pacific
Please right-click on each link below and then choose "Save Link as" to save the data on your computer.
 

Working Papers



Conference Presentations

  • Biffis, Enrico, Lin Yijia and Andreas Milidonis2014, “The Cross Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing”, Presentation at Longevity 10 Conference, Santiago, Chile.​
  • Andreas Milidonis and Efthymiou Maria, 2014, “Mortality Granger-Causality”, Presentation at Longevity 10 Conference, Santiago, Chile
  • Andreas Milidonis and Maria Efthymiou, 2014, "Mortality Granger causality, Presentation at ​Insurance Mathematics and Economics Congress, Shanghai, China
  • Andreas Milidonis, 2014, "Multi-population mortality in Asia-Pacific, Invited presentation at National Chengchi University, Taipei, Taiwan​

Industry Articles



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