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Natural Hedging of Life and Annuity Mortality Risks
Hedging of Life and Annuity Mortality Risks The values of life insurance and annuity liabilities move in ... directions in response to a change in the underlying mortality. Natural hedging utilizes this to stabilize aggregate ...- 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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Pricing Mortality-linked Securities with Dependent Lives Under the Multivariate Threshold Life Table
Pricing Mortality-linked Securities with Dependent Lives Under the Multivariate Threshold Life Table This ... pricing mortality-linked securities with dependent lives under the multivariate threshold life table. Abstract; ...- Authors: Samuel Cox, Hua Chen, Wen Jian
- Date: Jul 2010
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Obesity and its Relation to Mortality Costs
Obesity and its Relation to Mortality Costs This is a final report to estimate the total economic cost ... of economic productivity resulting from excess mortality and disability. The Society of Actuaries breaks ...- 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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Managing Retirement Assets Symposium: Securitization of Mortality Risks in Life Annuities
Securitization of Mortality Risks in Life Annuities The purpose of this paper is to study mortality-based securities ... securities, such as mortality bonds and swaps, and to price the proposed mortality securities. The focus ...- 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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Joint Life Annuity Formulations
Joint Life Annuity Formulations Outline of modifications to formulas in previously released FORTRAN ...- Authors: Samuel Cox
- Date: Jan 1978
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Actuary Magazine
- Topics: Annuities>Pricing - Annuities; Technology & Applications
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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 ... this paper is to study mortality-based securities, such as swaps and mortality bonds, and to price the ...- 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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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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Statistical Adjustment of Mortality Tables to Reflect Known Information
Statistical Adjustment of Mortality Tables to Reflect Known Information This paper presents a statistical ... based upon information theory, for adjusting mortality tables to obtain exactly some known individual ...- 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
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Single-Premium Deferred-Annuity Persistency Study
Single-Premium Deferred-Annuity Persistency Study Studies full and partial single-premium ... Deferred-Annuity Persistency Study Studies full and partial single-premium deferred fixed annuity withdrawals ...- 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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Adjusting Life Tables to Incorporate Pertinent Personal Profile Information
fashion for the purpose of modifying an existing mortality table to reflect the collected underwriting information ... Health risks;Risk adjustment;Risk modeling;Mortality risk; 28368 1/1/1983 12:00:00 AM ...- 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