1
-
6
of
6
results (0.59 seconds)
Sort By:
-
1986-1989 Credit Risk Event Loss Experience: Commercial Mortgage Loans and Private Placement Bonds
TSA REPORTS The specific goais o17 the !986 89 s'~udy were: o To assess ~he readiness oi" companies ... amount of credit risk event exposure is given in Table 2. TAttLE i TOIAL OU IS]%.\ND[NG PlQ[NCIPAL ...- Authors: Society of Actuaries
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
C-3 Task Force Report - The Impact of C-3 Risk of Combining Lines of Business
fluctuations in experience rates, such as the mortality rate. 437 438 TSA 1991-92 REPORTS Typically ... when rates rise. On the other hand, deferred- annuity cash flows typically fluctuate with interest rate ...- Authors: Peter B Deakins
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling
-
C-3 Task Force Report - Modeling The C-3 Risk
se- lecting model cells, followed by age or mortality characteristics. Depending on the modeling method ... judg- ment and the distribution of expected mortality gains across ages, it is pos- sible that no distinction ...- Authors: Peter B Deakins, Stanley B Tulin
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
A Practical C-1
A Practical ... actually E. We will demand a yield Y at a total spread S to the risk-free rate R such that: E = (1-ot).Y ... for Y: Y=R+S= R + "tr + ak l - i x Solving for S: 246 A PRACTICAL C-1 S=Y-R=rr+ a.(h ...- Authors: Richard L Sega
- Date: Oct 1986
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments
-
C-1 Bond Risk Analysis
RESEARCH CLEARING HOUSE 1993 VOL 3 c-1 BOND R ISKANAL¥S IS Michael L. Zurchcr) F.~.A., H.A.A.A. A Genera ... 15 i% 3 5 4 6 2% 12 4 4% 20 ? 2 3% 3% 16 S i0 12 12 19 21 21 56 56 6 17 21 22 22 2 13 7 3 ...- Authors: Michael L Zurcher
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
-
C-1 Task Force Report - A Cash-Flow Scenario Methodology for C-1 Risk: Preliminary Report
gain tail [3]. Richard Bookstaber and David Jacob [S] studied total return over five years for different ... Specifications and Assumptions l Single-Premium Deferred Annuity l Projecting a single block of new issues l 5 ...- Authors: Joseph J Buff
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling