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  • Deferred Annuity Modeling Issues
    Deferred Annuity Modeling Issues This session at the 1998 Valuation Actuary Symposium discusses issues ... issues related to variable and fixed deferred annuity modeling. Asset allocation;Fixed income annuities;Guaranteed ...

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    • Authors: Meredith Ratajczak, Francis Sabatini
    • Date: Sep 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods
  • Advanced Topics in Annuity Modeling
    Advanced Topics in Annuity Modeling 1997 Valuation Actuary Symposium, Session 21 looks at advanced topics ... topics in annuity modeling. Asset liability management=ALM;Asset modeling;Investment strategy;Lapse ...

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    • Authors: Francis Sabatini, Peter Tilley, Russell Osborn
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods
  • Moving From Accumulation To Income
    I think they're both active in the immediate annuity or payout market—I would rather call it payout ... distribution options. So, instead of taking an immediate annuity and trying to get an income guarantee, they would ...

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    • 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
  • Risky Business: Covering Your Assets
    lot more lapse in the 5ingle Premium Deferred Annuity (5PDA); in the falling rate scenario you can see ... factors and build up what I call a quality assurance table, which allows us to both drill down and look at ...

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    • 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
  • Integrating and Aggregating Risks
    materials are available through the link on the table of contents. RECORD, Volume 30, No. 3* ... together—the interest rate risk, the credit risk and mortality risk. Another way of thinking about diversification ...

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    • 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
  • Equity-Indexed Products - Financial Issues
    development area. He has nine years Copyright © 2000, Society of Actuaries * Charts referred to in the ... equity-indexed annuities have had on the rest of the annuity market. What are equity-indexed annuities? They’re ...

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    • Authors: Barbara Snyder, Francis Sabatini, Douglas A George, Kevin F Leavey
    • Date: Sep 1999
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Topics: Annuities>Equity-indexed annuities; Life Insurance; Public Policy
  • Ask The Experts
    Ask The Experts 1996 Valuation Actuary Symposium. Questions asked and answered included: 1. ... 3. If the assets for the market value adjusted annuity are held in a separate account and valued at market ...

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    • Authors: David N Becker, Craig R Raymond, Francis Sabatini, Stephen N Steinig
    • Date: Jan 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments; Public Policy
  • Introduction to Derivative Products
    vice versa. Let's go through another example (Table 1). Dewey is a portfolio manager who works with ... convert his fixed-rate securities to floating rate. TABLE 1 Example SWAP Assets 5-year fixed-rate bonds ...

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    • Authors: Martin Klein, Francis Sabatini, Peter A Minton
    • Date: Jun 1993
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • Management Uses for Cash-Flow Testing
    KELLER FRANCIS P. SABATINI JOHN S. TILLOTSON Recorder: JOHN S. TILLOTSON Summary: Cash-flow testing ... the graphs that we often produce. This block of annuity and universal life (UL) business has a mean value ...

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    • Authors: Glen Keller, Karen MacDonald, Francis Sabatini, John S Tillotson
    • Date: Oct 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management
  • Asset-Backed Securities
    service. Net of that, there's some cash left on the table at every payment date when you're dealing with consumer ... pressure on the other common student loan issuers. Table 1 shows some of the issues that have been in the ...

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    • Authors: Francis Sabatini, D L Auxier
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives