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  • Bounds on Expected Values of Insurance Payments and Option Prices
    Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... bounds on the expected value of an insurance payment under the terms of a contract written on a random ...

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    • Authors: Samuel Cox
    • Date: Oct 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods
  • Book Reviews and Notices
    Reviews and Notices This article contains reviews of the following books published in 1987-1990: 1. 'Pension ... Mathematics' by Hans U. Gerber, 3. 'A History of Probability and Statistics and Their Applications ...

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    • Authors: William H Aitken, John A Beekman, Samuel Cox, William B Frye, Stuart Klugman, Robert J Myers, Murray Projector, Elias Shiu, Harry A Woodman, William A Drew
    • Date: Oct 1990
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Transactions of the SOA
    • Topics: Actuarial Profession>Professional development
  • Optimal Ruin Calculations Using Partial Stochastic Information
    Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] for a given function ... and a random variable X with three known moments. Risk measurement;Stochastic models; 2551 10/1/1984 ...

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    • Authors: Samuel Cox, Patrick L Brockett
    • Date: Oct 1984
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Modeling & Statistical Methods>Stochastic models
  • Single-Premium Deferred-Annuity Persistency Study
    withdrawals and the relationship of this activity to selected characteristics of the contract. This report ... report shows results for the calendar years 1984 - 1989 on business issued between 1978 - 1989. Deferred ...

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    • Authors: Samuel Cox, Paul D Laporte, Steven R Linney, Lucian Lombardi
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Annuities>Fixed annuities
  • Statistical Adjustment of Mortality Tables to Reflect Known Information
    Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ...

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    • Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
    • Date: Oct 1984
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Transactions of the SOA
    • Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
  • Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
    Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data This paper addresses some ... these problems is based on information theory. From Transactions of Society of Actuaries 1995, Vol. 47 ...

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    • Authors: Samuel Cox, Patrick L Brockett, Yun Song, Boaz Golany, Fred Y Phillips
    • Date: Oct 1995
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Experience Studies & Data; Modeling & Statistical Methods