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Cox, Samuel H.
 SSRN Author Rank: 11,507 by Downloads
 Dr. L.A.H. Warren Chair Professor of Actuarial Science
 

University of Manitoba - Asper School of Business


 Winnipeg, Manitoba R3T 5V4
 Canada
 email address

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. Cox, Samuel H.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,120		 Total
Citations
89
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Mortality Regimes and Pricing | Show Abstract | Download |
North American Actuarial Journal, Vol. 15, No. 2, pp. 266-289, 2011
Accepted Paper Series
Milidonis, Andreas
University of Cyprus - Department of Public & Business Administration
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Cox, Samuel H.
University of Manitoba - Asper School of Business
Posted:
09 Nov 09
Last Revised:
05 Sep 11
461
(28,310) 		3
2.  
Mortality Risk Modeling: Applications to Insurance Securitization | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 46, No. 1, pp. 242-253, 2010
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Petersen, Hal
affiliation not provided to SSRN
Posted:
21 Jul 08
Last Revised:
26 Aug 11
451
(29,136) 		7
3.  
Natural Hedging of Life and Annuity Mortality Risks | Show Abstract | Download |
North American Actuarial Journal, Vol. 11, No. 3, pp. 1-15, 2007
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Posted:
07 May 07
Last Revised:
26 Aug 11
410
(32,983) 		17
4.  
Securitization of Catastrophe Mortality Risks | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 42, No. 2, pp. 628-637, 2008
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Cox, Samuel H.
University of Manitoba - Asper School of Business
Posted:
22 Jun 07
Last Revised:
26 Aug 11
283
(51,471) 		33
5.  
Bounds for Probabilities of Extreme Events Defined by Two Random Variables | Show Abstract |
Variance, Vol. 4, No. 1, pp. 47-65, 2010
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System
Zuluaga, Luis
University of New Brunswick - Fredericton
Posted:
30 Jul 07
Last Revised:
28 Aug 11
 
6.  
Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan | Show Abstract | Download |
Journal of Risk and Insurance, Forthcoming
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System
Yu, Jifeng
University of Nebraska-Lincoln
Posted:
26 Jan 13
104
(131,359) 		 
7.  
Portfolio Risk Management with CVaR-Like Constraints | Show Abstract | Download |
North American Actuarial Journal, Vol. 14, No. 1, pp. 86-106, 2010
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System
Zuluaga, Luis
University of New Brunswick - Fredericton
Posted:
28 Aug 11
Last Revised:
16 Apr 12
79
(157,283) 		1
8.  
Chen, Hua
Temple University - Department of Risk, Insurance and Healthcare Management
Cox, Samuel H.
University of Manitoba - Asper School of Business
Yan, Zhiqiang
Western Illinois University - Department of Marketing and Finance
Posted:
18 Aug 11
62
(180,424) 		 
9.  
Mortality Portfolio Risk Management | Show Abstract | Download |
Journal of Risk and Insurance, Forthcoming
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System
Zuluaga, Luis
University of New Brunswick - Fredericton
Posted:
25 Aug 11
47
(205,648) 		2
10.  
The Market Price of Risk for Affine Interest Rate Term Structures | Show Abstract | Download |
6th International AFIR-Colloquium, pp. 913-924, Nuremberg, October 1-31, 1996
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Medvedev, Gennady
Belarusian State University
Posted:
14 Sep 09
44
(211,400) 		4
11.  
Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 73, No. 4, pp. 719-736, December 2006
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Wang, Shaun
Georgia State University's Robinson College of Business
Posted:
29 Nov 06
13
(299,697) 		16
12.  
Modeling Mortality with Jumps: Applications to Mortality Securitization | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 727-751, September 2009
Accepted Paper Series
Chen, Hua
Temple University - Department of Risk, Insurance and Healthcare Management
Cox, Samuel H.
University of Manitoba - Asper School of Business
Posted:
13 Oct 09
1
(342,786) 		6
13.  
Securitization of Mortality Risks in Life Annuities | Show Abstract |
Journal of Risk & Insurance, Vol. 72, No. 2, pp. 227-252, June 2005
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Cox, Samuel H.
University of Manitoba - Asper School of Business
Posted:
07 May 07
 

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