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Persistent link: https://www.econbiz.de/10003402090
Mortality trends in Cyprus show a similar decreasing trend over the past thirty years to other developed countries. Using detailed, age specific data from 2003 and 2009, we estimate the impact of the change in Cypriot male and female mortality on a stylized life annuity framework for a Cypriot...
Persistent link: https://www.econbiz.de/10010742417
Mortality risk varies geographically, especially in the Asia-Pacific (APAC) region, where economic development is quite diverse. We present a newly-collected dataset on aggregate population mortality from eleven countries in APAC, which we rank based on their economic development. Using lead-lag...
Persistent link: https://www.econbiz.de/10013005272
Mortality dynamics are characterized by changes in mortality regimes. This paper describes a Markov regime switching model which incorporates mortality state switches into mortality dynamics. Using the 1901-2005 US population mortality data, we illustrate that regime switching models perform...
Persistent link: https://www.econbiz.de/10013134612
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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 mortality rates from emerging and developed economies, to understand how secular changes in mortality vary within and across APAC countries. We use...
Persistent link: https://www.econbiz.de/10012995681
Mortality population data available for the Asia-Pacific Region are currently limited. This report summarizes a data collection exercise targeting mortality data from the Asia-Pacific (APAC) region. The assembled datasets are made freely available for future research. These are: (a) Asia-Pacific...
Persistent link: https://www.econbiz.de/10013015445