Narrow search
Showing 1 - 7 of 7
Cover Image
Modeling mortality with jumps : applications to mortality securitization
Chen, Hua; Cox, Samuel H. - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 727-751
Persistent link: https://www.econbiz.de/10003877882
Cover Image
Mortality portfolio risk management
Cox, Samuel H.; Lin, Yijia; Tian, Ruilin; Zuluaga, Luis F. - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 853-890
Persistent link: https://www.econbiz.de/10010235584
Cover Image
Managing capital market and longevity risks in a defined benefit pension plan
Cox, Samuel H.; Lin, Yijia; Tian, Ruilin; Yu, Jifeng - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 585-619
Persistent link: https://www.econbiz.de/10010127212
Cover Image
Securitization of mortality risks in life annuities
Lin, Yija; Cox, Samuel H. - In: The journal of risk and insurance : the journal of the … 72 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10002968407
Cover Image
Multivariate exponential tilting and pricing implications for mortality securitization
Cox, Samuel H.; Lin, Yijia; Wang, Shaun - In: The journal of risk and insurance : the journal of the … 73 (2006) 4, pp. 719-736
Persistent link: https://www.econbiz.de/10003402090
Cover Image
Securitization of Mortality Risks in Life Annuities
Lin, Yijia; Cox, Samuel H. - In: The journal of risk and insurance : the journal of the … 72 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10006161579
Cover Image
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan
Cox, Samuel H.; Lin, Yijia; Tian, Ruilin; Yu, Jifeng - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 585-620
Persistent link: https://www.econbiz.de/10010171189