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SAMUEL H. COX, PhD, FSA, CFA
Retired Professor of Actuarial Science, Mathematical Risk Management, and Risk Management and Insurance |
Samuel H. Cox retired as a Professor of Actuarial Science, Mathematical Risk Management, and Risk Management and Insurance in May of 2007. He continues to do research in the United States and abroad. Up until his retirement, he served as Thomas P. Bowles Jr. Chair of Actuarial Science. Professor Cox earned BA and MS degrees at Texas Christian University and a PhD at Louisiana State University, all in mathematics.
Professor Cox is a Fellow of the Society of Actuaries and a CFA Institute charterholder. In October 2000, he was elected to a three-year term on the Society of Actuaries Board of Governors. Professor Cox has served as Editor of the North American Actuarial Journal, the premier publication of the Society of Actuaries, and he is a contributing author to several textbooks. Professor Cox has published scholarly papers in mathematics, actuarial science, insurance, and finance.
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“Securitization of Mortality Risks in Life Annuities,” (with Yijia Lin), Journal of Risk
and Insurance, 72(2), (2005), 227-252. |
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"Valuation of Structured Risk Management Products," with Hal Pedersen and Joe Fairchild, forthcoming in the Insurance Mathematics and Economics. |
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"Economic Aspects of Securitization of Risk," (with Hal W. Pedersen and Joseph R. Fairchild), ASTIN Bulletin, 30(1), (2000), 157-193. |
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"Catastrophe Risk Bonds," (with Hal W. Pedersen), North American Actuarial Journal, 4(4), (2000), 56-82. |
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"Nonparametric Estimation of Interest Rate Term Structure with Insurance Applications," (with Hal W. Pedersen), ASTIN/AFIR Colloquium Proceedings, 1999. |
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"Application of Risk Theory to Interpretation of Stochastic Cash Flow Testing Results," (with Edward L. Robbins and Richard D. Phillips), North American Actuarial Journal, 1(2), (1997), 85-95. |
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PO BOX 4036