Edit Profile (opens in new tab) Cox, Samuel H. jun. Co-Author Distance Author ID: cox.samuel-h-jun Published as: Cox, Samuel H.; Cox, S. H. jun.; Cox, Samuel H. jun. more...less 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 all top 5 Co-Authors 5 single-authored 7 Lin, Yijia 3 Pedersen, Hal W. 2 Rush, David E. 2 Tian, Ruilin 2 Zuluaga, Luis Fernando 1 Brockett, Patrick L. 1 Fairchild, Joseph R. 1 Hogan, Arthur M. B. 1 Liu, Sheen 1 Milidonis, Andreas 1 Nadler, Sam B. jun. 1 Pendleton, R. L. 1 Phillips, Richard D. 1 Robbins, Edward L. 1 Shi, Tianxiang 1 Wang, Shaun S. all top 5 Serials 8 North American Actuarial Journal 5 Insurance Mathematics & Economics 2 Proceedings of the American Mathematical Society 1 Duke Mathematical Journal 1 Glasgow Mathematical Journal 1 Journal of Algebra 1 Pacific Journal of Mathematics 1 Scandinavian Actuarial Journal 1 Transactions of the American Mathematical Society 1 Journal of Actuarial Practice 1 Annales Societatis Mathematicae Polonae all top 5 Fields 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Commutative algebra (13-XX) 3 Operations research, mathematical programming (90-XX) 2 Associative rings and algebras (16-XX) 2 Statistics (62-XX) 1 Algebraic geometry (14-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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) all top 5 Cited in 23 Fields 167 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Statistics (62-XX) 39 Probability theory and stochastic processes (60-XX) 17 Commutative algebra (13-XX) 11 Operations research, mathematical programming (90-XX) 5 General and overarching topics; collections (00-XX) 5 Systems theory; control (93-XX) 4 Numerical analysis (65-XX) 3 Associative rings and algebras (16-XX) 3 Biology and other natural sciences (92-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 \(K\)-theory (19-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Citations by Year