1
-
8
of
8
results (0.52 seconds)
Sort By:
-
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
-
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
-
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
-
Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ...- Authors: Samuel Cox, Allan C Weaver, Patrick L Brockett
- Date: Oct 1984
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Modeling & Statistical Methods
-
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
-
Abstracts
Abstracts Abstracts of various papers published in ARCH 1983 Vol. 1 Analytics and informatics; 17659 ...- 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
-
Procedure for Simulation with Constructed Copulas
example, the method allows one to model tail behavior scenarios while holding the core of the joint distribution ... named CopulaExample.xls is provided to illustrate the method, including its use in Monte Carlo simulation ...- Authors: Donald Behan, Samuel Cox
- Date: May 2007
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
-
Currency Risk Models in Insurance: A Mathematical Perspective
Perspective This is the abstract of a paper that considers a general two-country model of exchange rate dynamics ... stochastic. Special cases of this model are also illustrated in which the, interest rates are constant ...- 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