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1986-2002 Credit Risk Loss Experience Study: Private Placement Bonds
1986-2002 Credit Risk Loss Experience Study: Private Placement Bonds The study measures incidence rates, loss severities and economic loss rates associated with credit risk events for privately ...- Authors: Society of Actuaries
- Date: May 2006
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Experience Studies & Data; Finance & Investments>Investments
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Analysis of Junk Bond Investment Results
Analysis of Junk Bond Investment Results 1994 SOA Spring Meeting, Orlando. The first report on a study of bond investment results of life insurance companies with high-yield bond portfolios ...- 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
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Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study
Credit Risk of Private Placement Bonds and Commercial Mortgages: SOA 1986-1989 Intercompany Study 1993 SOA Annual Meeting in New York. This session is about an intercompany study on credit ...- 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