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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 of actuarial ... some alternatives to the textbook presentation of several topics. From the Actuarial Research Clearing ...- Authors: Samuel Cox
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession
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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 ...- Authors: Samuel Cox, Patrick L Brockett, James Smith
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Reinsurance
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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... and lower bounds on the expected value of an insurance payment under the terms of a contract written on ...- 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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Bounds on Expected Values of Insurance Payments and Option Prices
Bounds on Expected Values of Insurance Payments and Option Prices This paper presents best upper and ... and lower bounds on the expected value of a reinsurance payment under the terms of a contract written on ...- 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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Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin
modeling annuity lapse rates. The approach is based on data provided by the Society of Actuaries’ Risk Management ... logit model and the same US data (he also used Korean data separately). We find that the tobit model is ...- Authors: Samuel Cox, Yijia Lin
- Date: Nov 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities
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SPDA - Interest-Sensitive Cash-Flow Analysis
Single Premium Deferred Annuities, the panelists discussed the results of the 1992 Single Premium Deferred ... they identified some additional research in the area of interest-sensitive cash-flow analysis. Deferred ...- 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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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 ...- 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
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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 ...- 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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Single-Premium Deferred-Annuity Persistency Study
withdrawals and the relationship of this activity to selected characteristics of the contract. This report ... report shows results for the calendar years 1984 - 1989 on business issued between 1978 - 1989. Deferred ...- 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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Catastrophe Risk Bonds
Catastrophe Risk Bonds This paper examines the pricing of catastrophe risk bonds. Catastrophe risk cannot ... hedged by traditional securities. Therefore the pricing of catastrophe risk bonds requires an incomplete ...- 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