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1986-92 Credit Risk Loss Experience Study: Private Placement Bonds - Asset Risk Experience Committee and Private Placement Subcommittee
studies of public bond def'a~}!t e)tpe/ience, s Tke motivations behind tilis comparison are : - ... iizcidence rates. "File oattern of loss rates shown in Table ! is similar to the pattern of incidence rates ...- Authors: Nicholas Bauer, Warren Luckner, John Luff, George Silos, Kin O Tam, Michael L Zurcher, Stacy Gill, Serge Goulet, Kenneth S Roberts, Bradley Scher, Mark Carey, Mark Poeppelman, Daniel Towriss, Warren R Adams
- Date: Jan 1997
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
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Defining The Yield Rate
Defining The Yield Rate The yield rate is that effective rate of interest at which the present ... the definition of yield found in Steve Kellison's text. Assumptions;Discount rates=Interest rates; ...- Authors: Warren Luckner
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Actuarial Profession>Professional development; Finance & Investments>Investments
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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