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  • Annuity Risk Management Seminar: Annuity Risk Management - Overview
    Annuity Risk Management Seminar: Annuity Risk Management - Overview Presented at May 2005 Spring Meeting ... Panelists examine in detail the subject of annuity risk management and how this can be applied to ...

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    • Authors: Francis Sabatini, Narayan S Shankar
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Annuities; Enterprise Risk Management>Financial management
  • Hedging Variable Annuity Guarantees: A Practical Discussion
    Hedging Variable Annuity Guarantees: A Practical Discussion From a session at the Spring meeting of ... panelists discuss the benefits of hedging variable annuity guarantees, the challenges they face and how they ...

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    • 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
  • Using Risk Management to Optimize Value
    Society of Actuaries Note: The chart(s) referred to in the text can be found at the end of ... forgetting about the health lines. We talk a lot about annuity, life and pension products, but the health lines ...

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    • Authors: Max Rudolph, Francis Sabatini
    • Date: May 2002
    • Competency: Strategic Insight and Integration>Effective decision-making; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management
  • Balancing Risks
    Balancing Risks From a session at the Spring regional meeting of the Society of Actuaries held in ... risk=VAR;Credit risk;Interest rate risk;Investment risk;Mortality risk; 17747 5/1/1999 12:00:00 AM ...

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    • 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
  • A New Perspective on Risk Management:Creating Value by Managing Risk
    I E S Universal Life $400 Variable Annuities (with 5% roll-up GMDB) $1,300 Bank CDs $100 AS S E T S ... S UL backed by Corporate bonds and mortgage pass-throughs Bank CD backed by mortgage pass-throughs ...

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    • Authors: Francis Sabatini, Joseph Weiss
    • Date: Dec 2001
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: The Financial Reporter
    • Topics: Enterprise Risk Management
  • Financial Market Volatility: Modeling and Management
    they had, particularly in the fixed deferred-annuity marketplace. So, staying low isn't where you want ... rate-competitive disadvantage, particularly for annuity and UL blocks. So, you either subsidize rates because ...

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    • 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
  • Credit Risk Models and Mathematics: Part 1
    universe, those obligors that are rated by Moody’s, S&P and Fitch. We’re thinking largely about the investment ... relate to the agency ratings or the tables whereby S & P equates a AA rated obligor to a 3-basis-point ...

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    • 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