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  • 1986-1989 Credit Risk Event Loss Experience: Commercial Mortgage Loans and Private Placement Bonds
    hold- ings, there is no published, industry-wide, direct data from which default loss experience or, more ... With this background, credit risk is arguably the primary risk now facing life insurance companies with ...

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    • Authors: Society of Actuaries
    • Date: Jan 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • A Practical C-1
    pricing process." This sort of conclusion is a direct artifact of his particular assumption. The problem ... problem of 2The caveat -almost" is intended to take care of firms whose equity enjoys a negative beta. Aggregate ...

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    • Authors: Richard L Sega
    • Date: Oct 1986
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Risk measurement - Finance & Investments
  • C-3 Task Force Report - Modeling The C-3 Risk
    C-3 Task Force Report - Modeling The C-3 Risk Report presenting a detailed description ... stock in a closely held affiliated company), extra care and caution are dictated. F. Reinvestment Considerations ...

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    • Authors: Peter B Deakins, Stanley B Tulin
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Risk measurement - Finance & Investments