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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
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Abstracts
Seal, is repr in ted f rom The Actuary . Th is i s fo l lowed by f lve le t te rs respond ing to ... le . The der ivat ion of exposure fo rmulas i s d i scussed . Two o f the le t te rs d i scuss ...- 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
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Currency Risk Models in Insurance: A Mathematical Perspective
Currency Risk Models in Insurance: A Mathematical Perspective This is the abstract of a paper ... "Siegel paradox" which we describe be(:ause it h~s confused soInc readers of the 1970 era currency risk ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods