Reitano, Robert R. “Risk Management of Long Liabilities in Insurance and Pensions.” Industrial-Academic Forum on Financial Engineering and Insurance Mathematics. Fields Institute, Toronto, Canada. June 21, 2010.

Presentation: http://www.fields.utoronto.ca/audio/09-10/forum-fineng/reitano/

Reitano, Robert R. “Yield Curve Risk Management.” Handbook of Finance. First ed. Volume 3. Valuation, Financial Modeling, and Quantitative Tools; Ed. Frank J. Fabozzi. Hoboken, NJ: John Wiley & Sons, Inc., 2009. pp 215-232.

• Wiley Site:  http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470042567.html

• Amazon Site: http://www.amazon.com/Handbook-Finance-Set-Frank-Fabozzi/dp/0470042567/ref=sr_1_1?s=books&ie=UTF8&qid=1315079955&sr=1-1

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.

• Paper: https://robertrreitano.com/files/Enterprise Risk Management – A Status Check on Global Best Practices.pdf

• Slide Presentation: https://robertrreitano.com/files/GES_ERM_Presentation4v9 IBS.ppt

Gilbert, Charles L., Ravindran, K., Reitano, Robert R.,. “Results of the Survey on Variable Annuity Hedging Programs for Life Insurance Companies.” (2007).

• View Paper

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

• View Paper

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

• JPM Site

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

• View Paper

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

• View Paper

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

• JPM Site

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

• View Paper

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

• View Paper

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

• JPM Site

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

• View Paper

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

• JPM Site

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

• View Paper