Cox, Samuel H.; Lin, Yijia; Liu, Sheen Optimal longevity risk transfer and investment strategies. (English) Zbl 1465.91093 N. Am. Actuar. J. 25, Suppl. 1, S40-S65 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{S. H. Cox} et al., N. Am. Actuar. J. 25, S40--S65 (2021; Zbl 1465.91093) Full Text: DOI OpenURL
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. Moment problem and its applications to risk assessment. (English) Zbl 1414.91236 N. Am. Actuar. J. 21, No. 2, 242-266 (2017). MSC: 91B30 90C22 PDF BibTeX XML Cite \textit{R. Tian} et al., N. Am. Actuar. J. 21, No. 2, 242--266 (2017; Zbl 1414.91236) Full Text: DOI OpenURL
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H. Mortality regimes and pricing. (English) Zbl 1228.91043 N. Am. Actuar. J. 15, No. 2, 266-289 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. Milidonis} et al., N. Am. Actuar. J. 15, No. 2, 266--289 (2011; Zbl 1228.91043) Full Text: DOI OpenURL
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F. Portfolio risk management with CVaR-like constraints. (English) Zbl 1219.91132 N. Am. Actuar. J. 14, No. 1, 86-106 (2010). MSC: 91G10 91B30 90C90 91G50 PDF BibTeX XML Cite \textit{R. Tian} et al., N. Am. Actuar. J. 14, No. 1, 86--106 (2010; Zbl 1219.91132) Full Text: DOI OpenURL
Chen, Hua; Cox, Samuel H. An option-based operational risk management model for pandemics. (English) Zbl 1483.91057 N. Am. Actuar. J. 13, No. 1, 54-76 (2009). MSC: 91B05 92D30 91G20 90C39 PDF BibTeX XML Cite \textit{H. Chen} and \textit{S. H. Cox}, N. Am. Actuar. J. 13, No. 1, 54--76 (2009; Zbl 1483.91057) Full Text: DOI OpenURL
Cox, Samuel H.; Lin, Yijia Natural hedging of life and annuity mortality risks. (English) Zbl 1480.91196 N. Am. Actuar. J. 11, No. 3, 1-15 (2007). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{S. H. Cox} and \textit{Y. Lin}, N. Am. Actuar. J. 11, No. 3, 1--15 (2007; Zbl 1480.91196) Full Text: DOI OpenURL
Cox, Samuel H.; Pedersen, Hal W. Catastrophe risk bonds. (English) Zbl 1083.91534 N. Am. Actuar. J. 4, No. 4, 56-82 (2000). MSC: 91B30 PDF BibTeX XML Cite \textit{S. H. Cox} and \textit{H. W. Pedersen}, N. Am. Actuar. J. 4, No. 4, 56--82 (2000; Zbl 1083.91534) Full Text: DOI OpenURL
Robbins, Edward L.; Cox, Samuel H.; Phillips, Richard D. Application to risk theory to interpretation of stochastic cash-flow-testing results (with discussion and author’s reply). (English) Zbl 1080.91531 N. Am. Actuar. J. 1, No. 2, 85-104 (1997). MSC: 91B30 PDF BibTeX XML Cite \textit{E. L. Robbins} et al., N. Am. Actuar. J. 1, No. 2, 85--104 (1997; Zbl 1080.91531) Full Text: DOI OpenURL