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1986-2002 Credit Risk Loss Experience Study: Private Placement Bonds
1986-2002 Credit Risk Loss ... new collective works or for resale. iii TABLE OF CONTENT I. EXECUTIVE SUMMARY .......... ... de nc e & L os s R at es 0% 10% 20% 30% 40% 50% 60% Lo ss S ev er ity Incidence ...- Authors: Society of Actuaries
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Finance & Investments>Investments
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Asset Prepayment Assumptions for Regulatory Cash-flow Testing
amount of callable corporate debt outstanding. In Table 1, you can see that as of September 1993, almost ... placements, most medium-term notes, and Eurobonds. Table 2 contains informationon the historicaltotal returns ...- Authors: Randall Boushek, Dale P Westhoff, John V Malvey
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Investment Strategies To Maximize Yield
Management in St. Paul, MN. Note: The chart(s) referred to in the text can be found at the end of ... FROELICH† JOSEPH E. PAUL Summary: With the U.S. Treasury curve at its lowest level in years, general ...- Authors: Nancy Bennett, Joseph E Paul, Marilyn Froelich
- Date: Oct 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Understanding Equity Risk Premium
the Society of Actuaries S P E C I A L I N S E R T I O NS P E C I A L I N S E R T I O N RISKS and REWARDS ... for an indefinitely long horizon. For post-1960s U.S. history, ERP has been one of the most stable statistics ...- Authors: Richard Wendt
- Date: Feb 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments
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A Stochastic Investment Model for Actuarial Use
ct)lumn of Table 1 lists the complete set of parameters for the Full Standard Basis, and Table 2 shows ... results will be compared with those shown in such a table. 5.8. Mean rate of inflation (GQ): The observed ...- Authors: A D Wilkie
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Measuring Fair Value for Participation Units of Stable Value Pooled Funds
February 2003 – Issue No. 41 Introduction S table Value Pooled Funds are a popular vehicle, particularly ... 16:1 BENEFITS QUARTERLY 44:46-47 (First Quarter, 2000), and accompanying notes. 2) Some Stable Value ...- Authors: Paul Donahue
- Date: Feb 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Pensions & Retirement
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Real Estate Investment
are reflective of the aggregates of the primary U.S. institutional asset forms as of the end of 1983 ... end of 1983. Notice how they are dominated by the U.S. Treasuries. Slide #2 shows the total of the long- ...- Authors: Christopher D Budden, Benjamin D Fein, Garnett L Keith, Robert McClester, Meyer Melnikoff, William L Ramseyer
- Date: May 1984
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Global Perspectives
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Measuring Insurance Company Investment Performance
whether it was the Standard & Poor's 500, the Russell 2000, or some other index. All the pieces were in place ... market indexes, but not versus other companies. Table 1 illustrates some of the differences between general ...- Authors: Joseph J Buff, Robert W Burgess, G Kevin Gough, Edwin P McCausland, Michael J Millette
- Date: May 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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No Place To Hide - Consolidating Insurers' Exposure to Equity Market Risk
bigger equity positions on their balance sheets than U.S. insurers. The decline in capital has forced many ... of the variable-product-type issues, GMDBs, mortality and expense (M&E) fees and others. We are now ...- Authors: John Toohey, Linyi Zhang, Sandeep Bidani
- Date: May 2003
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments
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Analysis of Junk Bond Investment Results
ROBERT J. JOHANSEN Panelists: FAYE ALBERT JEROME S. FONS* PAULETTE JOHNSONt Recorder: J. CALVIN WINTER ... project to compile a public actuarial database on mortality and morbidity for CCRCs. Dr. Paulette Johnson ...- 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