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Obesity and its Relation to Mortality Costs
Relation to Mortality Costs This is a final report to estimate the total economic cost of obesity. This study ... looks at the economic costs of obesity caused by increased need for medical care, and loss of economic ...- Authors: Donald Behan, Samuel Cox, Jeffrey S Pai, Hal Warren Pedersen, Ming Yi, Yijia Lin
- Date: Dec 2010
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Experience Studies & Data>Morbidity; Experience Studies & Data>Mortality
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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 ... have some advantages over reinsurance. The purpose of this paper is to study mortality-based securities ...- 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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Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Symposium: Securitization of Mortality Risks in Life Annuities The purpose of this paper is to study mortality-based ... price the proposed mortality securities. The focus is on individual annuity data, although some of the ...- Authors: Samuel Cox, Yijia Lin
- Date: Apr 2004
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Annuities>Individual annuities; Pensions & Retirement>Defined benefit plans
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Natural Hedging of Life and Annuity Mortality Risks
Natural Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities ... in opposite directions in response to a change in the underlying mortality. Natural hedging utilizes this ...- 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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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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Bounds for Ruin Probabilities and Value at Risk
Value at Risk Sometimes, rare things happen and the least expected occurs. Indeed, some events occur ... a company or even the whole country. Insurers are also not free from the impact of catastrophic large-scale ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Portfolio Risk Management with CVAR-Like Constraints
Markowitz [1952] discusses the tradeoff between the mean and variance of a portfolio. Since then, especially ... constraints to the traditional portfolio optimization problem. The CVaR optimization technique has the advantage ...- Authors: Samuel Cox, Ruilin Tian, Luis F Zuluaga, Yijia Lin
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Portfolio management - ERM