1
-
4
of
4
results (0.47 seconds)
Sort By:
-
Translating Bond Default Experience Studies into a Pricing Deduction
*Copyright 2000, Society of Actuaries Note: Tables 3–5, and the Charts for this session are not available ... underlying probability of default, like a mortality table. We’ve considered the bond weighting category ...- Authors: Application Administrator, Peter Tilley, David X Li
- Date: May 1999
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
-
Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give ... ;Yield curve=Term structure;Credit risk; 803 1/1/2000 12:00:00 AM ...- Authors: David X Li
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
-
Convertible Bonds: A Valuable Asset Class Ignored by the Insurance Industry
_________________________________ *Copyright © 2000, Society of Actuaries †Mr. Li, not a member of ... represented roughly 3.7% of the Standard & Poor’s (S&P) 500 on a market-weighted basis, and by just taking ...- Authors: Marshall C Greenbaum, David X Li, Matthew Y Li
- Date: May 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investment policy
-
Immunization Measures for Life Contingencies
contingent cash flow, such as life insurance and annuity products. Essentially, we define a kind of expected ... convexity for some common life insurance and annuity products by using actuarial symbols. After having ...- Authors: David X Li
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance