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The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the Committee on Valuation and Related Areas
The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the Committee on ... through 1987. Although the information is more extensive for publicly traded bonds, the paper includes some ...- Authors: Application Administrator, Aaron Tenenbein, Irwin T Vanderhoof, Ralph Verni
- Date: Oct 1989
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Economics>Financial markets; Finance & Investments>Investments
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The Adjusted Asset Base Method of Allocating Investment Income
The Adjusted Asset Base Method of Allocating Investment Income This paper describes a streamlined procedure ... allocating investment income which permits the application of a single current investment-year interest ...- Authors: David G Adams, Charles E Farr, Thomas C Sutton
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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1986-92 Credit Risk Loss Experience Study: Private Placement Bonds - Asset Risk Experience Committee and Private Placement Subcommittee
Placement Subcommittee This report presents the results of the 1986-92 Credit Risk Event 'CRE' Loss ... Experience Study which represents a continuation of the 1986-89 pilot study analyzing loss experience by ...- Authors: Nicholas Bauer, Warren Luckner, John Luff, George Silos, Kin O Tam, Michael L Zurcher, Stacy Gill, Serge Goulet, Kenneth S Roberts, Bradley Scher, Mark Carey, Mark Poeppelman, Daniel Towriss, Warren R Adams
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Modeling Home Equity Conversion Mortgages
approach used to estimate the amount of a level-payment annuity payable as long as the person is alive and ... his/her house. A discussion of the paper follows. From Transactions of Society of Actuaries 1991, Vol. 43 ...- Authors: Thomas Herzog, Tapen Sinha, Theresa R DiVenti, Application Administrator
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Investment Generations Revisited
Generations Revisited The principal purpose of this paper is to examine some of the factors that must be ... considered if the concept of investment generations is applied to the distribution of investment income ...- Authors: John C Angle, Peter F Chapman, Charles G Fisher, Donald B Maier, Franklin E Peters, J Edwin Matz, Alvin B Nelsen
- Date: Oct 1977
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting
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A Uniform Approach to Accounting for Bond and Common Stock Investments
weight in accounting for investments: 1. the reported earnings of a business entity should not change solely ... capital gain or loss and the proceeds are reinvested, and 2. the accounting treatment of common stock investments ...- Authors: Daniel Case
- Date: Oct 1972
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]
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Nonparallel Yield Curve Shifts and Convexity
Convexity In this paper, the relationship of convexity to the assumption of parallel shifts is explored ... These new measures can differ dramatically from the traditional values, providing insight into ...- Authors: Robert Reitano
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments