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Credit Risk Modeling For Life Insurers
collateralized mortgages and so on. In fact, there is a direct link between the value of your collateral and ... It doesn't have to be a rating, we don't really care about the rating, but it makes things easy to understand ...- Authors: Larry Rubin, Martin le Roux, Walid Shinnawi
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Pricing - Life Insurance