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Managing Investment Risks of Insurance Contractual Designs
assume that the payment period matches the valuation period. We shall first consider m to be a nominal ... can be used to analyze liabilities at any other valuation date. We shall focus on the start of the contract ...- Authors: Runhuan Feng
- Date: May 2021
- Topics: Experience Studies & Data; Finance & Investments; Finance & Investments>Investments
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Analysis of Junk Bond Investment Results
of the Society of Actuaries C-1 Task Force on Valuation and Related Areas, with Irwin T. Vanderhoof, Aaron ... defaults are sort of an involuntary loan. As shown in Table 1, so far the activity this year is quite modest ...- Authors: Application Administrator, Robert J Johansen, John C Winter, Paulette Johnson, Jerome S Fons
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments
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1986-2002 Credit Risk Loss Experience Study: Private Placement Bonds
1986-2002 ... new collective works or for resale. iii TABLE OF CONTENT I. EXECUTIVE SUMMARY .......... ... Commissioners. 2 • Loss severities for individual credit events are widely distributed and hard ...- Authors: Society of Actuaries
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Finance & Investments>Investments
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Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
we used rates that vary by month of CRE and by individual payment dates. For private placements, we ended ... in the public market with the credit-riskstudy. Table 1 is the summary of 1986-89 for private placement ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments