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Longevity risk and capital markets : the 2009 - 2010 update
Blake, David; Brockett, Patrick L.; Cox, Samuel H.; … - 2011
Persistent link: https://www.econbiz.de/10008904666
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Mortality regimes and pricing
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H. - 2011
Persistent link: https://www.econbiz.de/10008904673
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Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
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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
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Is the Home Equity Conversion Mortgage in the United States sustainable? : evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Essch...
Chen, Hua; Cox, Samuel H.; Wang, Shaun S. - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 371-384
Persistent link: https://www.econbiz.de/10003966600
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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
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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
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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
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Optimal longevity risk transfer and investment strategies
Cox, Samuel H.; Lin, Yijia; Liu, Sheen - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S40-S65
Persistent link: https://www.econbiz.de/10012440425
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Moment problem and its applications to risk assessment
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. - In: North American actuarial journal 21 (2017) 2, pp. 242-266
Persistent link: https://www.econbiz.de/10011858029