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Tools to Help Senior Management 'Manage' Risk
Tools to Help Senior Management ... down to some numbers. Table 1 is a hypothetical example of a company valuation. There are three components ... 7 TABLE 1 The point is that, in a crisis situation, sure ...- Authors: Max Rudolph, Francis Sabatini, Kenneth Mungan
- Date: Jun 2000
- Competency: Communication
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Risk Management, July 2005, Issue No. 5
Risk Management, ... Schaumburg, IL by the Society of Actuaries Risk Table of Contents Management ... in group pension, comput- er systems and the individual division. In the in- dividual division, he had ...- Authors: Juan N Kelly, John J Kollar, Michel Rochette, Max Rudolph, Francis Sabatini, Louise A Francis, Hubert B Mueller, Sim Segal, Fred Tavan, Ken Seng Tan, Dorothy Andrews, Shaun Wang, David L Ruhm
- Date: Jul 2005
- Publication Name: Risk Management
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A New Perspective on Risk Management:Creating Value by Managing Risk
between the mean and the 10th or 20th percentile. Table 1 presents the UL results using five-year earnings ... the contribu- tion from each risk element (See Table 1 to the right). Several observations can be made ...- Authors: Francis Sabatini, Joseph Weiss
- Date: Dec 2001
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
their sensitivities, the appropriate risk-neutral valuation process is required. Although the experience ... any base guarantees you might have as well. In Table 1 I’ve contrasted two different ways of calculating ...- Authors: Anson Glacy, Francis Sabatini, Boris Brizeli, Scott Houghton, Kevin P Guckian, Henning Hasle, THOMAS K BAUER
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Using Equities for Long-Term Liabilities
equities difficult to justify, even on a return basis (Table 1). Equities continue to be avoided because of return ... come close to bonds. 451 RECORD, VOLUME 21 TABLE 1 CAPITAL CONSTRAINTS* NAIC 2 Bonds Equities RBCFactor ...- Authors: Yuan Chang, Simon Curtis, Cindy L Forbes, Francis Sabatini
- Date: May 1995
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Public Policy
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Bringing Risk into Capital Management
literally use commissioner's annual reserve valuation method (CARVM), you'd be doing stochastic on ... also recommend the so-called market-consistent valuation of options. By market-consistent, they mean that ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Using Risk Management to Optimize Value
eventually, as we move more towards unified valuation systems (UVS), we'll be adding the other risks ... my goal was to get this back on the industry table so that we utilize the work that we're doing for ...- Authors: Max Rudolph, Francis Sabatini
- Date: May 2002
- Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management
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Hedging Variable Annuity Guarantees: A Practical Discussion
the volatility in that movement, because that valuation has to be done on capital markets assumptions ... affect shareholder value, not necessarily the individual components. You have to consider the overall ...- Authors: Zafar Rashid, Francis Sabatini, Application Administrator, Daniel D Heyer, Mark Evans
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Guaranteed living benefits; Annuities>Variable annuities; Finance & Investments>Risk measurement - Finance & Investments; Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods>Stochastic models
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Annuity Risk Management Seminar: Annuity Risk Management - Overview
has presented at every SOA spring annual and valuation actuary meeting in the last five or 10 years ... building the model and coming up with a mortality table or putting together the asset-share spreadsheet ...- Authors: Francis Sabatini, Narayan S Shankar
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities; Enterprise Risk Management>Financial management
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Moving From Accumulation To Income
how do we provide for what is essential to each individual customer? What is current wisdom? Current wisdom ... demonstrations that we can give them will not save an individual from making a potentially fatal mistake in his ...- Authors: Francis Sabatini, Novian Junus, Matthew P Sharpe
- Date: May 2003
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Payout annuities