1 - 6 of 6 results (0.42 seconds)
Sort By:
  • The Need for Speed: Achieving Maximum Run Time Performance
    The Need for Speed: Achieving Maximum Run Time Performance Presented at May 2005 Spring Meeting. Panelists discuss strategies for increased modeling speed as risk management, valuation and ...

    View Description

    • Authors: Philip Gold, Francis Sabatini, Alex Korogodsky
    • Date: May 2005
    • Competency: Strategic Insight and Integration>Management partnership; Technical Skills & Analytical Problem Solving>Innovative solutions
    • Publication Name: Record of the Society of Actuaries
    • Topics: Actuarial Profession>Management skills; Modeling & Statistical Methods>Modeling efficiency; Technology & Applications>Computer science; Technology & Applications>Software
  • Deferred Annuity Modeling Issues
    Deferred Annuity Modeling Issues This session at the 1998 Valuation Actuary Symposium discusses issues related to variable and fixed deferred annuity modeling. Asset allocation;Fixed income ...

    View Description

    • Authors: Meredith Ratajczak, Francis Sabatini
    • Date: Sep 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods
  • 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 regional meeting of the Society of Actuaries held in Atlanta, Georgia, May 24-25, 1999 ...

    View Description

    • 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
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 The panelists discuss ...

    View Description

    • 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
  • Advanced Topics in Annuity Modeling
    Advanced Topics in Annuity Modeling 1997 Valuation Actuary Symposium, Session 21 looks at advanced topics in annuity modeling. Asset liability management=ALM;Asset modeling;Investment strategy; ...

    View Description

    • Authors: Francis Sabatini, Peter Tilley, Russell Osborn
    • Date: Sep 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Annuities; Modeling & Statistical Methods
  • Financial Market Volatility: Modeling and Management
    Financial Market Volatility: Modeling and Management From a session at the Spring meeting of the Society of Actuaries held in San Antonio, Texas, June 14-15, 2004 This session covers ...

    View Description

    • 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