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Natural Hedging of Life and Annuity Mortality Risks
Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities move in ... directions in response to a change in the underlying mortality. Natural hedging utilizes this to stabilize aggregate ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Portfolio management - Finance & Investments
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Joint Life Annuity Formulations
Joint Life Annuity Formulations Outline of modifications to formulas in previously released FORTRAN ...- Authors: Samuel Cox
- Date: Jan 1978
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Annuities>Pricing - Annuities; Technology & Applications
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Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities Securitization of mortality risks is an alternative ... this paper is to study mortality-based securities, such as swaps and mortality bonds, and to price the ...- Authors: Samuel Cox, Yijia Lin
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Investment strategy - Finance & Investments
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Actuarial Research Meets Actuarial Practice: Mortality Risk Modeling
Actuarial Research Meets Actuarial Practice: Mortality Risk Modeling The manner in which the actuarial ... actuarial profession models and manages mortality risk is undergoing dramatic changes. New modeling techniques ...- 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 Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance
Modeling Mortality Risk from Exposure to a Potential Future Extreme Event and Its Impact on Life Insurance ... Insurance This paper presents the modeling of mortality risk from exposure to a potential future extreme ...- Authors: Samuel Cox, Yungui Hu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Experience Studies & Data>Mortality; Finance & Investments>Risk measurement - Finance & Investments; Life Insurance