1
-
2
of
2
results (0.61 seconds)
Sort By:
-
Summary of Final Report: 1986-1989 Credit Risk Event Loss Experience, Commercial Mortgage Loans and Private Placement Bonds
Traditionally, actuarial techniques are used to study mortality and morbidity experience. But an SOA study demonstrates ... that similar methods can be used to analyze the mortality and morbidity of assets i.e., credit risk events ...- Authors: Warren Luckner, Mark G. Doherty
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments
-
Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
default). We've often referred to this study as a mortality and morbidity study of assets, due to the similarity ... is very similar to what is done in traditional mortality studies of lives. The exposure calculation is ...- Authors: Gery J Barry, Warren Luckner, Kin O Tam, Edward I Altman, William Wendt, Mark G. Doherty
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Experience Studies & Data; Finance & Investments>Investments; Finance & Investments>Risk measurement - Finance & Investments