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Catastrophe Risk Bonds
Catastrophe Risk Bonds This paper examines the pricing of catastrophe risk bonds. Catastrophe risk cannot ... traditional securities. Therefore the pricing of catastrophe risk bonds requires an incomplete markets ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Obesity and its Relation to Mortality Costs
to estimate the total economic cost of obesity. This study looks at the economic costs of obesity caused ... and loss of economic productivity resulting from excess mortality and disability. The Society of Actuaries ...- Authors: Donald Behan, Samuel Cox, Jeffrey S Pai, Hal Warren Pedersen, Ming Yi, Yijia Lin
- Date: Dec 2010
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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Currency Risk Models in Insurance: A Mathematical Perspective
Currency Risk Models in Insurance: A Mathematical Perspective This is the abstract of a paper that considers ... two-country model of exchange rate dynamics in which interest rates are stochastic. Special cases of this model ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods