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Cox, Samuel H. jun.

Author ID: cox.samuel-h-jun Recent zbMATH articles by "Cox, Samuel H. jun."
Published as: Cox, Samuel H.; Cox, S. H. jun.; Cox, Samuel H. jun.
Homepage: http://umanitoba.ca/faculties/management/faculty_staff/academic_professors/sam-c...
External Links: MGP · ResearchGate
Documents Indexed: 24 Publications since 1969
Co-Authors: 16 Co-Authors with 18 Joint Publications
183 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

21 Publications have been cited 263 times in 200 Documents Cited by Year
Natural hedging of life and annuity mortality risks. Zbl 1480.91196
Cox, Samuel H.; Lin, Yijia
40
2007
Securitization of catastrophe mortality risks. Zbl 1152.91593
Lin, Yijia; Cox, Samuel H.
34
2008
Mortality risk modeling: applications to insurance securitization. Zbl 1231.91168
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal
33
2010
Catastrophe risk bonds. Zbl 1083.91534
Cox, Samuel H.; Pedersen, Hal W.
30
2000
Mortality regimes and pricing. Zbl 1228.91043
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H.
28
2011
Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform. Zbl 1231.91154
Chen, Hua; Cox, Samuel H.; Wang, Shaun S.
22
2010
Valuation of structured risk management products. Zbl 1136.91477
Cox, Samuel H.; Fairchild, Joseph R.; Pedersen, Hal W.
22
2004
Insurance calculations using incomplete information. Zbl 0601.62131
Brockett, Patrick L.; Cox, Samuel H. jun.
12
1985
Finiteness in flat modules and algebras. Zbl 0289.13004
Cox, S. H. jun.; Rush, David E.
6
1974
Rings for which certain flat modules are projective. Zbl 0215.07802
Cox, S. H. jun.; Pendleton, R. L.
6
1970
Pension risk management with funding and buyout options. Zbl 1398.91322
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang
5
2018
Portfolio risk management with CVaR-like constraints. Zbl 1219.91132
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F.
5
2010
Commutative endomorphism rings. Zbl 0254.13014
Cox, S. H. jun.
4
1973
Moment problem and its applications to risk assessment. Zbl 1414.91236
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F.
3
2017
Supremum norm differentiability. Zbl 0244.46053
Cox, S. H. jun.; Nadler, Sam B. jun.
3
1971
Endomorphisms of finite rank flat modules. Zbl 0238.13012
Cox, S. H. jun.; Rush, David E.
2
1972
Application to risk theory to interpretation of stochastic cash-flow-testing results (with discussion and author’s reply). Zbl 1080.91531
Robbins, Edward L.; Cox, Samuel H.; Phillips, Richard D.
2
1997
An option-based operational risk management model for pandemics. Zbl 1483.91057
Chen, Hua; Cox, Samuel H.
2
2009
Optimal longevity risk transfer and investment strategies. Zbl 1465.91093
Cox, Samuel H.; Lin, Yijia; Liu, Sheen
2
2021
The preparation theorem and the freeness of \(A[[X]]/I\). Zbl 0349.13011
Cox, S. H. jun.
1
1977
Determinantal rank and flat modules. Zbl 0175.32101
Cox, S. H. jun.
1
1969
Optimal longevity risk transfer and investment strategies. Zbl 1465.91093
Cox, Samuel H.; Lin, Yijia; Liu, Sheen
2
2021
Pension risk management with funding and buyout options. Zbl 1398.91322
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang
5
2018
Moment problem and its applications to risk assessment. Zbl 1414.91236
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F.
3
2017
Mortality regimes and pricing. Zbl 1228.91043
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H.
28
2011
Mortality risk modeling: applications to insurance securitization. Zbl 1231.91168
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal
33
2010
Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform. Zbl 1231.91154
Chen, Hua; Cox, Samuel H.; Wang, Shaun S.
22
2010
Portfolio risk management with CVaR-like constraints. Zbl 1219.91132
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F.
5
2010
An option-based operational risk management model for pandemics. Zbl 1483.91057
Chen, Hua; Cox, Samuel H.
2
2009
Securitization of catastrophe mortality risks. Zbl 1152.91593
Lin, Yijia; Cox, Samuel H.
34
2008
Natural hedging of life and annuity mortality risks. Zbl 1480.91196
Cox, Samuel H.; Lin, Yijia
40
2007
Valuation of structured risk management products. Zbl 1136.91477
Cox, Samuel H.; Fairchild, Joseph R.; Pedersen, Hal W.
22
2004
Catastrophe risk bonds. Zbl 1083.91534
Cox, Samuel H.; Pedersen, Hal W.
30
2000
Application to risk theory to interpretation of stochastic cash-flow-testing results (with discussion and author’s reply). Zbl 1080.91531
Robbins, Edward L.; Cox, Samuel H.; Phillips, Richard D.
2
1997
Insurance calculations using incomplete information. Zbl 0601.62131
Brockett, Patrick L.; Cox, Samuel H. jun.
12
1985
The preparation theorem and the freeness of \(A[[X]]/I\). Zbl 0349.13011
Cox, S. H. jun.
1
1977
Finiteness in flat modules and algebras. Zbl 0289.13004
Cox, S. H. jun.; Rush, David E.
6
1974
Commutative endomorphism rings. Zbl 0254.13014
Cox, S. H. jun.
4
1973
Endomorphisms of finite rank flat modules. Zbl 0238.13012
Cox, S. H. jun.; Rush, David E.
2
1972
Supremum norm differentiability. Zbl 0244.46053
Cox, S. H. jun.; Nadler, Sam B. jun.
3
1971
Rings for which certain flat modules are projective. Zbl 0215.07802
Cox, S. H. jun.; Pendleton, R. L.
6
1970
Determinantal rank and flat modules. Zbl 0175.32101
Cox, S. H. jun.
1
1969
all top 5

Cited by 339 Authors

13 Tsai, Cary Chi-Liang
9 Cox, Samuel H. jun.
8 Blake, David
8 Lin, Tzuling
7 Lin, Yijia
7 MacMinn, Richard D.
6 Li, Johnny Siu-Hang
5 Wang, Chou-Wen
5 Yang, Sharon S.
4 Börger, Matthias
4 Huang, Hong-Chih
4 Lee, Yung-Tsung
4 Li, Jackie
4 Loisel, Stéphane
4 Sherris, Michael
3 Chen, Hua
3 De Waegenaere, Anja
3 Haberman, Steven
3 Heijnen, Bart
3 Jevtić, Petar
3 Pantelous, Athanasios A.
3 Picavet, Gabriel
3 Shi, Tianxiang
3 Tan, Ken Seng
3 Tang, Qihe
3 Tian, Ruilin
3 Young, Virginia R.
2 Badescu, Alexandru M.
2 Bauer, Daniel J.
2 Boonen, Tim J.
2 Bravo, Jorge Miguel
2 Brewer, James W.
2 Cheng, Hung-Wen
2 Chung, San-Lin
2 D’Amato, Valeria
2 De Schepper, Ann
2 Denuit, Michel M.
2 Di Lorenzo, Emilia
2 Dong, Yinghui
2 El Karoui, Nicole
2 Gao, Huan
2 Gatzert, Nadine
2 Goovaerts, Marc J.
2 Hanewald, Katja
2 Hardy, Mary Rosalyn
2 Hunt, Andrew
2 Kung, Ko-Lun
2 Lefèvre, Claude
2 Leobacher, Gunther
2 Li, Han
2 Li, Hong
2 Liu, I-Chien
2 Liu, Xiaoming
2 Liu, Yanxin
2 Mamon, Rogemar S.
2 Norde, Henk
2 Papaioannou, Apostolos D.
2 Regis, Luca
2 Romaniuk, Maciej
2 Rush, David E.
2 Ruß, Jochen
2 Rutter, Edgar A. jun.
2 Salhi, Yahia
2 Schupp, Johannes
2 Shao, Adam W.
2 Shao, Jia
2 Sibillo, Marilena
2 Tarizadeh, Abolfazl
2 Tizzano, Roberto
2 Tsai, Jeffrey Tzuhao
2 Wang, Jennifer L.
2 Wang, Tao
2 Wang, Xingchun
2 Yuan, Zhongyi
2 Yuen, Kam Chuen
2 Zhu, Nan
2 Zuluaga, Luis Fernando
1 Ahmad, Jamaal
1 Ahmadi, Seyed Saeed
1 Ai, Jing
1 Al-Alwan, Firas H.
1 Alai, Daniel H.
1 Albrecher, Hansjörg
1 Antonio, Katrien
1 Araujo-Acuna, José Carlos
1 Arık, Ayşe
1 Arnone, Massimo
1 Asanga, Sujith
1 Asimit, Alexandru V.
1 Assa, Hirbod
1 Babbel, David F.
1 Bacinello, Anna Rita
1 Bahl, Raj Kumari
1 Balasooriya, Uditha
1 Baños, David R.
1 Bayraktar, Erhan
1 Beidar, Konstantin Igorevich
1 Bensusan, Harry
1 Bianchi, Michele Leonardo
1 Blanchet-Scalliet, Christophette
...and 239 more Authors
all top 5

Cited in 47 Serials

76 Insurance Mathematics & Economics
34 North American Actuarial Journal
12 Scandinavian Actuarial Journal
8 ASTIN Bulletin
6 Journal of Algebra
6 European Actuarial Journal
5 Quantitative Finance
3 Journal of Computational and Applied Mathematics
2 Journal of Pure and Applied Algebra
2 Operations Research
2 Communications in Statistics. Theory and Methods
2 European Journal of Operational Research
2 Methodology and Computing in Applied Probability
2 Journal of Algebra and its Applications
1 Communications in Algebra
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Physica A
1 Chaos, Solitons and Fractals
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Applied Mathematics and Computation
1 International Journal for Numerical Methods in Engineering
1 Journal of Functional Analysis
1 Journal of Soviet Mathematics
1 Proceedings of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Bulletin of the Korean Mathematical Society
1 Parallel Computing
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Economics Letters
1 Applied Mathematical Modelling
1 Computational and Applied Mathematics
1 Revista Investigación Operacional
1 Mathematical Finance
1 Soft Computing
1 Mathematical Methods of Operations Research
1 Discrete Dynamics in Nature and Society
1 Probability in the Engineering and Informational Sciences
1 Decisions in Economics and Finance
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Computational Management Science
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)

Citations by Year