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Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization
Modeling Mortality with Jumps: Transitory Effects and Pricing Implication to Mortality Securitization ... to forecast mortality rates and analyze mortality securitization. Hedge funds;Mortality modeling;Mortality ...- Authors: Samuel Cox, Hua Chen
- Date: Jan 2008
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Systemic risk; Modeling & Statistical Methods>Stochastic models
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Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin
Annuity Lapse Rate Modeling: Tobit or Logit by Dr. Sam Cox and Yijia Lin We devise an approach, using ... using tobit models for modeling annuity lapse rates. The approach is based on data provided by the Society ...- Authors: Samuel Cox, Yijia Lin
- Date: Nov 2006
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Annuities
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Book Reviews and Notices
2. 'Life Insurance Mathematics' by Hans U. Gerber, 3. 'A History of Probability and Statistics ... Anders Hald, 4. 'Medical Risks: Trends in Mortality by Age and Time Elapsed' by Edward A. Lew ...- Authors: William H Aitken, John A Beekman, Samuel Cox, William B Frye, Stuart Klugman, Robert J Myers, Murray Projector, Elias Shiu, Harry A Woodman, William A Drew
- Date: Oct 1990
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development
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'98 Bowles Symposium - Genetic Testing: What's Ahead For The Insurance Industry?
'98 Bowles Symposium - Genetic Testing: What's Ahead For The Insurance ... '98 Bowles Symposium - Genetic Testing: What's Ahead For The Insurance Industry? This article summarizes ...- Authors: Samuel Cox
- Date: Oct 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: The Actuary Magazine
- Topics: Life Insurance>Underwriting - Life Insurance
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Actuarial Education/Training in Other Countries
Actuarial Education/Training in Other Countries 1993 SOA Annual Meeting, New York. This session ... York. This session discussed the panelist's approach to actuarial education and training in other ...- Authors: Samuel Cox, Curtis E Huntington, John Shepard, Oliva Sanchez Garcia
- Date: Oct 1993
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Global Perspectives
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Securitization of Insurance Liabilities
for the additional security you gain. This is the s,'une question that arises in reinsurance in general ... Think of your portfolio that you have as an insurer S. You can, of course, make operations on that total ...- Authors: Samuel Cox, Hans Buhlmann
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Scientific Publications Proposal: The North American Actuarial Journal, the Transactions, and the Monograph Series
Scientific Publications Proposal: The North American Actuarial Journal, the Transactions, and the ... atd p,.~liey Publiealion I,'requeney Four issue,s per year One issue per year On demand Disfribule ...- Authors: Samuel Cox
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession