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Balancing Risks
of the question, but I didn’t feel confident to direct certain actions because I didn’t have sufficient ... The investment strategy can be established with direct recognition of the product risk and free capital ...- Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
- Date: May 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
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Risky Business: Covering Your Assets
5PDA with what I'll call an accrual hedge. My primary decomposition was actually a bond that was going ... a regulatory point of view, those are the two primary things that we tend to focus on, which excludes ...- Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
- Date: Jun 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments
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Integrating and Aggregating Risks
Integrating and Aggregating Risks 2004 SOA Annual Meeting and Exhibit, New York. The panelists ... work, I typically will use embedded value as my primary measure, which has a much different horizon. That's ...- Authors: Francis Sabatini, Ugur Koyluoglu
- Date: Oct 2004
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products
Does Anyone Here Speak Greek? Hedging Your Equity-Indexed Products From a session at the Spring ... that much, we simply hedge once a day and don’t care what the movement is. With regard to the notional ...- 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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Credit Risk Models and Mathematics: Part 1
Credit Risk Models and Mathematics: Part 1 Presented at May 2005 Spring Meeting. Panelists discuss ... order because of efficiency concerns. That takes care of changing the environment if you like things ...- Authors: Francis Sabatini, George A Holt, Adam Girling
- Date: May 2005
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments