Completed Date: June 2015
Biffis, Enrico, Efthymiou, Maria and Yijia Lin
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
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- Biffis, Enrico, Lin Yijia and Andreas Milidonis, 2014, “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