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Cox, Samuel H. jun.

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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: 17 Co-Authors with 19 Joint Publications
304 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 201 times in 157 Documents Cited by Year
Mortality risk modeling: applications to insurance securitization. Zbl 1231.91168
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal
32
2010
Catastrophe risk bonds. Zbl 1083.91534
Cox, Samuel H.; Pedersen, Hal W.
30
2000
Securitization of catastrophe mortality risks. Zbl 1152.91593
Lin, Yijia; Cox, Samuel H.
29
2008
Mortality regimes and pricing. Zbl 1228.91043
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H.
26
2011
Valuation of structured risk management products. Zbl 1136.91477
Cox, Samuel H.; Fairchild, Joseph R.; Pedersen, Hal W.
20
2004
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.
20
2010
Insurance calculations using incomplete information. Zbl 0601.62131
Brockett, Patrick L.; Cox, Samuel H. jun.
11
1985
Rings for which certain flat modules are projective. Zbl 0215.07802
Cox, S. H. jun.; Pendleton, R. L.
6
1970
Finiteness in flat modules and algebras. Zbl 0289.13004
Cox, S. H. jun.; Rush, David E.
5
1974
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.
2
2017
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
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.
2
1971
Pension risk management with funding and buyout options. Zbl 1398.91322
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang
2
2018
The preparation theorem and the freeness of \(A[[X]]/I\). Zbl 0349.13011
Cox, S. H. jun.
1
1977
Optimal longevity risk transfer and investment strategies. Zbl 1465.91093
Cox, Samuel H.; Lin, Yijia; Liu, Sheen
1
2021
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
1
2021
Pension risk management with funding and buyout options. Zbl 1398.91322
Cox, Samuel H.; Lin, Yijia; Shi, Tianxiang
2
2018
Moment problem and its applications to risk assessment. Zbl 1414.91236
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F.
2
2017
Mortality regimes and pricing. Zbl 1228.91043
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H.
26
2011
Mortality risk modeling: applications to insurance securitization. Zbl 1231.91168
Cox, Samuel H.; Lin, Yijia; Pedersen, Hal
32
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.
20
2010
Portfolio risk management with CVaR-like constraints. Zbl 1219.91132
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F.
5
2010
Securitization of catastrophe mortality risks. Zbl 1152.91593
Lin, Yijia; Cox, Samuel H.
29
2008
Valuation of structured risk management products. Zbl 1136.91477
Cox, Samuel H.; Fairchild, Joseph R.; Pedersen, Hal W.
20
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.
11
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.
5
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.
2
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
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Cited by 267 Authors

9 Cox, Samuel H. jun.
8 Tsai, Cary Chi-Liang
6 Blake, David
6 Li, Johnny Siu-Hang
6 Lin, Yijia
6 MacMinn, Richard D.
5 Lin, Tzuling
4 Börger, Matthias
4 Lee, Yung-Tsung
4 Sherris, Michael
4 Wang, Chou-Wen
3 Chen, Hua
3 Heijnen, Bart
3 Li, Jackie Ji
3 Pantelous, Athanasios A.
3 Shi, Tianxiang
3 Tan, Ken Seng
3 Tian, Ruilin
3 Yang, Sharon S.
3 Young, Virginia R.
2 Badescu, Alexandru M.
2 Bravo, Jorge Miguel
2 Brewer, James W.
2 De Schepper, Ann
2 Di Lorenzo, Emilia
2 Dong, Yinghui
2 Gao, Huan
2 Gatzert, Nadine
2 Goovaerts, Marc J.
2 Haberman, Steven
2 Hanewald, Katja
2 Hardy, Mary Rosalyn
2 Huang, Hong-Chih
2 Kung, Ko-Lun
2 Lefèvre, Claude
2 Leobacher, Gunther
2 Liu, I-Chien
2 Liu, Xiaoming
2 Liu, Yanxin
2 Loisel, Stéphane
2 Mamon, Rogemar S.
2 Papaioannou, Apostolos D.
2 Picavet, Gabriel
2 Romaniuk, Maciej
2 Rush, David E.
2 Ruß, Jochen
2 Rutter, Edgar A. jun.
2 Schupp, Johannes
2 Shao, Adam W.
2 Shao, Jia
2 Sibillo, Marilena
2 Tang, Qihe
2 Tarizadeh, Abolfazl
2 Tizzano, Roberto
2 Wang, Guojing
2 Yuen, Kam Chuen
2 Zuluaga, Luis Fernando
1 Ahmadi, Seyed Saeed
1 Ai, Jing
1 Al-Alwan, Firas H.
1 Alai, Daniel H.
1 Antonio, Katrien
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 Bauer, Daniel J.
1 Beidar, Konstantin Igorevich
1 Bianchi, Michele Leonardo
1 Bølviken, Erik
1 Braun, Alexandre Luis
1 Brockett, Patrick L.
1 Buckner, Dean
1 Burnecki, Krzysztof
1 Cairns, Andrew J. G.
1 Chang, Chia-Chien
1 Chang, Chuang-Chang
1 Chang, Lung-Fu
1 Cheng, Echo Sihan
1 Cheng, Hung-Wen
1 Cho, Daniel
1 Christiansen, Sarah L. M.
1 Chueh, Yvonne C. M.
1 Chung, San-Lin
1 Clark, John
1 Colaneri, Katia
1 Couchot, François
1 Crespo, Luis G.
1 Cummins, J. David
1 D’Amato, Valeria
1 De Vylder, Etienne F.
1 de Vylder, Florent Etienne
1 Deelstra, Griselda
1 Denuit, Michel M.
1 Devolder, Pierre
...and 167 more Authors
all top 5

Cited in 42 Serials

60 Insurance Mathematics & Economics
26 North American Actuarial Journal
9 Scandinavian Actuarial Journal
6 Journal of Algebra
6 ASTIN Bulletin
4 European Actuarial Journal
3 Journal of Computational and Applied Mathematics
3 Quantitative Finance
2 Journal of Pure and Applied Algebra
2 Communications in Statistics. Theory and Methods
2 Journal of Algebra and its Applications
1 Communications in Algebra
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Chaos, Solitons and Fractals
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Applied Mathematics and Computation
1 Journal of Functional Analysis
1 Journal of Soviet Mathematics
1 Operations Research
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 European Journal of Operational Research
1 Computational and Applied Mathematics
1 Revista Investigación Operacional
1 Mathematical Finance
1 Mathematical Methods of Operations Research
1 Discrete Dynamics in Nature and Society
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