The Risk of Asset Default - Report of the Society of Actuaries C-1 Risk Task Force of the Committee on Valuation and Related Areasovert defaults is to "restructure" the loan or direct placement, thereby avoiding the unpleasantness ... default-creating process has changed since 1945. In more direct language, we are living in a different economic ...
Description: This paper summarizes default experience on bonds from 1900 through 1987. Although the information is more extensive for publicly traded bonds, the paper includes some information on private placements, some of which is not otherwise available.Hide
- 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
Analysis of Junk Bond Investment Resultscompany and has consulted for several continuing care retirement communi- ties (CCRCs.) She has researched ... was Johns-Manville, which used the courts to take care of a potential litigation problem with asbestos ...
Description: 1994 SOA Spring Meeting, Orlando. The first report on a study of bond investment results of life insurance companies with high-yield bond portfolios was presented at this session. The study, covering years 1986-92, was commissioned by the Society of Actuaries Ufe Insurance Practice Research Committee.Hide
- 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