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SPDA - Interest-Sensitive Cash-Flow Analysis
999 21 Bank/S&L 7 65-69 18 30,000-49,999 8 70-74 17 r_,OOOandover 9 75+ Chart 5 is the same except it ... 6044 15 _O,O00-_,ggg 7 _ 16 80.000-49.999 8 70-74 17 50.000 ¢_r<lover 9 75+ CHART 6 PartialV_/_hdrawalActivity ...- Authors: Samuel Cox, Peter B Deakins, Paul D Laporte, Warren Luckner
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Individual annuities
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Bounds on Expected Values of Insurance Payments and Option Prices
bounds and contact sets), appears earlier in Scarf [17]. Bowers [2] obtained the upper bound independently ... the situation considered by Bowers [2] and Scarf [17], the vector of moments is y=(p., p~2+o-2). The ...- Authors: Samuel Cox
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods
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Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin
0.071 0.079 8 42 0.319 0.319 9 29 0.103 0.091 10 17 0.089 0.089 11 5 0.058 0.099 Based on the above ... 0.032 0.081 8 42 0.291 0.317 9 29 0.063 0.095 10 17 0.027 0.083 11 5 0.000 0.104 above the observed ...- Authors: Samuel Cox, Yijia Lin
- Date: Nov 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities
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Actuarial Usage of Grouped Data: An Approach to Incorporating Secondary Data
only been saved in "banded" form (compare Reitano [17]) or may have come from a published secondary data ... those that were originally motivated by Reitano's [17] article on banded data but that was actually left ...- 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
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Catastrophe Risk Bonds
according to an article in The Wall Street Journal [17]. In the first, series coupons only' are exposed ... is called a state price vector 7. One may solve (17) for all such vectors to find that the class of ...- Authors: Samuel Cox, Hal Warren Pedersen
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods
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Bounds on Expected Values of Insurance Payments and Option Prices
bounds and contact sets), appears earlier in Scarf [17]. Bowers [2] obtained the upper bound independently ... a development of Reimann-Stlel0es integration. 17 The best bounds on E{h(X)] are denoted formally ...- Authors: Samuel Cox
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods; Reinsurance
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Single-Premium Deferred-Annuity Persistency Study
for contracts with less than $5,000 cash value to 17 percent lower than average for contracts with $20 ... 17.0 4.2 21.9 1Yi - 0.50 to 0.49 44.4 2: 50.3 17:o - 1 .OO to - 0.51 2;:: 3:7 E 26.8 Less than ...- Authors: Samuel Cox, Paul D Laporte, Steven R Linney, Lucian Lombardi
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Annuities>Fixed annuities
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Procedure for Simulation with Constructed Copulas
Procedure for Simulation with Constructed Copulas This report describes a simple way to construct ... 372603 0.372602 FN(−4,−4) 1.126688× 10−6 3.46191× 10−17 The spreadsheet values of the copula are shown to ...- Authors: Donald Behan, Samuel Cox
- Date: May 2007
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Review of Actuarial Mathematics and the Society of Actuaries Course 150
Review of Actuarial Mathematics and the Society of Actuaries Course 150 This paper is a review ... Chapter 16: Special Annuit ies and Insurances Chapter 17: Advanced Mult ip le Life Theory Chapter 18: ...- Authors: Samuel Cox
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession