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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 ... groups and over time; they are indices rather than direct measures. The age-specific death rates are tabulated ...

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    • 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
    An Option-Based Operational Risk Management on Pandemics This paper employs the theory of real option ... negligible. On the other hand, provided our health care 8 system is advanced enough, any infected ...

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    • Authors: Samuel Cox, Hua Chen
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management>Operational risks