1 - 2 of 2 results (0.39 seconds)
Sort By:
  • 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) ...

    View Description

    • 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 ...

    View Description

    • Authors: Francis Sabatini, Fred Tavan, Thomas Ho, Steven Craighead, Mary Hardy, David Ingram
    • Date: Nov 2004
    • Publication Name: Risk Management