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Actuarial Research Meets Actuarial Practice: Mortality Risk Modeling
Actuarial Practice: Mortality Risk Modeling The manner in which the actuarial profession models and manages ... modeling and in the transfer of mortality risk are examined. From Record of Society of Actuaries, Vol ...- Authors: Samuel Cox, Mary Hardy, Iain D Currie
- Date: Oct 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial markets; Experience Studies & Data>Mortality
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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 ... paper incorporates a jump-diffusion process into the original Lee-Carter model, and uses it to forecast ...- 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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Securitization of Insurance Liabilities
Securitization of Insurance Liabilities This session from the 1995 SOA New York Meeting covers securitization ... securitization of insurance liabilities. Securitization of insurance risk is an alternative risk transfer ...- Authors: Samuel Cox, Hans Buhlmann
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Bounds for Ruin Probabilities and Value at Risk
Value at Risk Sometimes, rare things happen and the least expected occurs. Indeed, some events occur ... a company or even the whole country. Insurers are also not free from the impact of catastrophic large-scale ...- 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
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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ...- 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
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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 ... based on information theory. From Transactions of Society of Actuaries 1995, Vol. 47. Mortality modeling;Data ...- 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
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Portfolio Risk Management with CVAR-Like Constraints
Markowitz [1952] discusses the tradeoff between the mean and variance of a portfolio. Since then, especially ... constraints to the traditional portfolio optimization problem. The CVaR optimization technique has the advantage ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Portfolio management - ERM
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Papers Committee Changes Procedures
Procedures Discusses the new operating procedures approved by the Board of Governors for the Committee on Papers ... Papers. The goal of the new procedures is to improve the quality of the papers published in the Transactions ...- Authors: Samuel Cox
- Date: Jun 1995
- Competency: Communication>Written communication
- Publication Name: The Actuary Magazine
- Topics: Actuarial Profession>Professional development
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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 ... Meeting, New York. This session discussed the panelist's approach to actuarial education and ...- 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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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 ...- 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