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Modeling mortality with jumps...
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7
Lee, W.L.
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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
Saved in:
2
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
Saved in:
3
Mortality regimes and pricing
Milidonis, Andreas
;
Lin, Yijia
;
Cox, Samuel H.
-
2011
Persistent link: https://www.econbiz.de/10008904673
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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