Research

  • Reitano, Robert R. “Two Paradigms for the Market Value of Liabilities.” North American Actuarial Journal Volume 1. Number 4 (1997): 104-122.
  • Reitano, Robert R. “Non-Parallel Yield Curve Shifts and Stochastic Immunization.” Journal of Portfolio Management Volume 22. Number 2 (1996): 71-78.
  • Reitano, Robert R. “Multivariate Stochastic Immunization Theory.” Transactions of the Society of Actuaries XLV. (1994): 425-461.
  • Reitano, Robert R. “Non-Parallel Yield Curve Shifts and Convexity.” Transactions of the Society of Actuaries XLIV. (1993): 479-499.
  • Reitano, Robert R. “Non-Parallel Yield Curve Shifts and Immunization.” Journal of Portfolio Management Volume 18. Number 3 (1992): 36-43.
  • Reitano, Robert R. “Multivariate Duration Analysis.” Transactions of the Society of Actuaries XLIII. (1991): 335-376.
  • Reitano, Robert R. “Multivariate Immunization Theory.” Transactions of the Society of Actuaries XLIII. (1991): 393-428.
  • Reitano, Robert R. “Non-Parallel Yield Curve Shifts and Spread Leverage.” Journal of Portfolio Management Volume 17. Number 3 (1991): 82-87.
  • Reitano, Robert R. “A Statistical Analysis of Banded Data with Applications.” Transactions of the Society of Actuaries XLII. (1990): 375-404.
  • Reitano, Robert R. “Non-Parallel Yield Curve Shifts and Durational Leverage.” Journal of Portfolio Management Volume 16. Number 4 (1990): 62-67.
  • Reitano, Robert R. “Mortality Cost Valuation of Underwriting Requirements.” Transactions of the Society of Actuaries XXXIV. (1982): 277-322.