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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 lower bounds on the expected value of a reinsurance payment under the terms of a contract ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Single-Premium Deferred-Annuity Persistency Study
Single-Premium Deferred-Annuity Persistency Study Studies full and partial single-premium deferred fixed annuity withdrawals and the relationship of this activity to selected characteristics of ...- 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
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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization This paper incorporates a jump-diffusion process into the original Lee-Carter model, and uses ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
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Actuarial Education/Training in Other Countries
Actuarial Education/Training in Other Countries 1993 SOA Annual Meeting, New York. This session discussed the panelist's approach to actuarial education and training in other countries. N ...- Authors: Samuel Cox, Curtis E Huntington, John Shepard, Oliva Sanchez Garcia
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Global Perspectives
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Procedure for Simulation with Constructed Copulas
Procedure for Simulation with Constructed Copulas This report describes a simple way to construct a bivariate copula with specified marginals and partially specified dependence. For example, the ...- Authors: Donald Behan, Samuel Cox
- Date: May 2007
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Papers Committee Changes Procedures
Papers Committee Changes Procedures Discusses the new operating procedures approved by the Board of Governors for the Committee on Papers. The goal of the new procedures is to improve the ...- Authors: Samuel Cox
- Date: Jun 1995
- Competency: Communication>Written communication
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional development
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Obesity and its Relation to Mortality and Morbidity Costs
Obesity and its Relation to Mortality and Morbidity Costs This SOA study covers the economic costs of overweight and obesity caused by increased need for medical care, and loss of economic ...- Authors: Donald Behan, Samuel Cox
- Date: Dec 2010
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Review of Actuarial Mathematics and the Society of Actuaries Course 150
Review of Actuarial Mathematics and the Society of Actuaries Course 150 This paper is a review of actuarial mathematics and its role in actuarial education. Additionally, this article suggests ...- Authors: Samuel Cox
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession
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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is an alternative risk management tool that may have some advantages over reinsurance. The purpose of this ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments
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Bounds for Ruin Probabilities and Value at Risk
Bounds for Ruin Probabilities and Value at Risk Sometimes, rare things happen and the least expected occurs. Indeed, some events occur once or twice in a lifetime leaving little room to learn ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods