Main Content

Risk Management of Long Liabilities in Insurance and Pensions

Instructor's Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit

Introduction to Quantitative Finance: A Math Tool Kit

Student Solutions Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit

Yield Curve Risk Management

"Enterprise Risk Management (ERM): A Status Check on Global Best Practices"

Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies

Two Paradigms for the Market Value of Liabilities

Non-Parallel Yield Curve Shifts and Stochastic Immunization

Multivariate Stochastic Immunization Theory

Non-Parallel Yield Curve Shifts and Convexity

Non-Parallel Yield Curve Shifts and Immunization

Multivariate Duration Analysis

Multivariate Immunization Theory

Non-Parallel Yield Curve Shifts and Spread Leverage

A Statistical Analysis of Banded Data with Applications

Non-Parallel Yield Curve Shifts and Durational Leverage

Mortality Cost Valuation of Underwriting Requirements

Robert R. Reitano

Publication Details:
Reitano, Robert R.. Instructor's Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit. First ed. Cambridge, MA: The MIT Press, 2010.

Publication Details:
Reitano, Robert R. (Technical Advisor)/PRMIA Staff. "Enterprise Risk Management (ERM): A Status Check on Global Best Practices". Wilmington, DE Professional Risk Managers International Association (PRMIA): 2008.

Publication Details:
Gilbert, Charles L., Ravindran, K., Reitano, Robert R.,. "Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies." (2007): <http://www.soa.org/files/pdf/va%20hedging%20final%2007.pdf>.

Publication Details:
Reitano, Robert R.. "Two Paradigms for the Market Value of Liabilities." North American Actuarial Journal Volume 1. Number 4 (1997): 104-122.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Stochastic Immunization." Journal of Portfolio Management Volume 22. Number 2 (1996): 71-78.

Publication Details:
Reitano, Robert R.. "Multivariate Stochastic Immunization Theory." Transactions of the Society of Actuaries XLV. (1994): 425-461.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Convexity." Transactions of the Society of Actuaries XLIV. (1993): 479-499.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Immunization." Journal of Portfolio Management Volume 18. Number 3 (1992): 36-43.

Publication Details:
Reitano, Robert R.. "Multivariate Duration Analysis." Transactions of the Society of Actuaries XLIII. (1991): 335-376.

Publication Details:
Reitano, Robert R.. "Multivariate Immunization Theory." Transactions of the Society of Actuaries XLIII. (1991): 393-428.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Spread Leverage." Journal of Portfolio Management Volume 17. Number 3 (1991): 82-87.

Publication Details:
Reitano, Robert R.. "A Statistical Analysis of Banded Data with Applications." Transactions of the Society of Actuaries XLII. (1990): 375-404.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Durational Leverage." Journal of Portfolio Management Volume 16. Number 4 (1990): 62-67.

Publication Details:
Reitano, Robert R.. "Mortality Cost Valuation of Underwriting Requirements." Transactions of the Society of Actuaries XXXIV. (1982): 277-322.