Concepedia

Samuel H. Cox

SH

24

Publications

1.4K

Citations

18

H-Index

1970

Active since

Affiliations

University of Manitoba(Current)

University of Nebraska–Lincoln

Georgia State University

North Dakota State University

Temple University

Samuel H. Cox is an author at University of Manitoba specializing in finance, risk management, and business.

Top concepts

FinanceRisk ManagementBusinessManagementInsuranceFinancial Risk ManagementEconomicsFinancial RiskAsset PricingAccounting

Publications per year

1970–2017

24

Publications

24

<scp>Securitization of Mortality Risks in Life Annuities</scp>

Yijia Lin, Samuel H. Cox · Journal of Risk & Insurance · 2005 · 323 citations

Mortality Risks, Financial Risk Management, Income Security +17

Catastrophe Risk Bonds

Samuel H. Cox, Hal W. Pedersen · North American Actuarial Journal · 2000 · 174 citations

Option Pricing, Equilibrium Pricing, Financial Economics +15

<scp>Modeling Mortality With Jumps: Applications to Mortality Securitization</scp>

Hua Chen, Samuel H. Cox · Journal of Risk & Insurance · 2009 · 121 citations

Stochastic Simulation, Empirical Finance, Economics +14

<scp>Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization</scp>

Samuel H. Cox, Yijia Lin · Journal of Risk & Insurance · 2006 · 106 citations

Multivariate Probability Measures, Risk Metric, Asset Allocation +17

Economic Aspects of Securitization of Risk

Samuel H. Cox, Joseph Fairchild, Hal W. Pedersen · Astin Bulletin · 2000 · 82 citations · Full text

Financial Risk Management, Economic Rationale, Insurance Industry +18

Rows per page

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