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  • Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe Insurance Options on Futures Contracts
    Securitization of Insurance Risk: The 1995 Bowles Symposium, Chapter 1: Bounds on the Price of Catastrophe ... describes methods for determining bounds on the price of derivative instruments, such as option on insurance ...

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    • Authors: Samuel Cox, Patrick L Brockett, James Smith
    • Date: Oct 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Reinsurance
  • Adjusting Life Tables to Incorporate Pertinent Personal Profile Information
    Adjusting Life Tables to Incorporate Pertinent Personal Profile Information Shows ... statistical fashion for the purpose of modifying an existing mortality table to reflect the collected underwriting ...

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    • Authors: Samuel Cox, Patrick L Brockett
    • Date: Jan 1983
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Experience Studies & Data>Mortality; Life Insurance>Underwriting - Life Insurance
  • 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 ...

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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
  • 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
  • Abstracts
    Abstracts Abstracts of various papers published in ARCH 1983 Vol. 1 Analytics and informatics; 17659 ...

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    • Authors: Samuel Cox, Ralph Garfield, James C Hickman, Warren Luckner, Arnold Shapiro, Elias Shiu, Hung-Ping Tsao, Joseph Tupper, Patrick L Brockett, JOHN MICHAEL MCADON, LORI LYNN SCHUMACHER, DAVID C WU
    • Date: Jan 1983
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods
  • Optimal Ruin Calculations Using Partial Stochastic Information
    Optimal Ruin Calculations Using Partial Stochastic Information Discussion of how to obtain tight ... Using Partial Stochastic Information Discussion of how to obtain tight upper and lower bounds on E[hX] ...

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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