1
-
3
of
3
results (0.5 seconds)
Sort By:
-
Pricing Mortality-linked Securities with Dependent Lives Under the Multivariate Threshold Life Table
Pricing Mortality-linked Securities with Dependent Lives Under the Multivariate Threshold Life Table This ... pricing mortality-linked securities with dependent lives under the multivariate threshold life table. Abstract; ...- Authors: Samuel Cox, Hua Chen, Wen Jian
- Date: Jul 2010
-
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization ... to forecast mortality rates and analyze mortality securitization. Hedge funds;Mortality modeling;Mortality ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
-
An Option-Based Operational Risk Management on Pandemics
under the attack of an influenza pandemic. Let ( )S t be the fraction of employees that has an infectious ... disease at time t . It is obvious that ( ) [0,1]S t ∈ , where 0S = denotes nobody is infected in the ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Operational risks