1
-
3
of
3
results (0.69 seconds)
Sort By:
-
Risk Management, November 2005, Issue No. 6
“threats” to one another but rather part of a new dynamic and in- clusive approach. I sum up this comment ... expect- ed to be put on in the future under a dynamic hedging strategy. Furthermore, gap risk—the risk ...- Authors: John Hele, Francis Sabatini, Hubert B Mueller, Steven Siegel, Donald F Mango, David L Ruhm, Michelle Smith, Henk van Broekhoven, H Felix Kloman, Kevin Joel Dowd, Roma Jakiwczyk, David Ingram, Mark Evans, Jens Alkemper
- Date: Nov 2005
- Publication Name: Risk Management
-
Risk Management, March 2005, Issue No. 4
management activity in a nontraditional are a . This dynamic is driving management to seek m o re formal risk ... levels. Standard & Poor’s recently created a dynamic model called “Financial Product Capital” (FPC) ...- Authors: John J Kollar, W James MacGinnitie, Francis Sabatini, Hubert B Mueller, Charles L Gilbert, Fred Tavan, Jose Siberon, Song Zhang, David Ingram
- Date: Mar 2005
- Publication Name: Risk Management
-
Risk Management, November 2004, Issue No. 3
rise in new- money rates will quickly change this dynamic. The fact that significant portions of an insurer’s ... representation of the process is required for the dynamic hedge. For the dynamics of the interest rate process ...- Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
- Date: Nov 2004
- Publication Name: Risk Management