1
-
3
of
3
results (0.38 seconds)
Sort By:
-
Financial Market Volatility: Modeling and Management
Financial Market Volatility: Modeling and Management From a session at the Spring ... liability management=ALM;Asset modeling;Asset valuation;Capital markets=Stock market;Currency risk;Derivatives;Discount ...- Authors: Francis Sabatini, Application Administrator, Aleksandar Kocic
- Date: Jun 2004
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods
-
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
-
Ten Years Later: The Investment Asset/Liability Management Actuary
happening. You see a lot of pricing, and expected valuation types of thinking in the actuarial com munity ... capital (RBC) questions and, in particular, the valuation task force headed by Bob Wilcox. 8 RECORD ...- Authors: Steven Miller, Francis Sabatini, Robert E Rachlow, Application Administrator
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Actuarial Profession; Finance & Investments