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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