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  • Ten Years Later: The Investment Asset/Liability Management Actuary
    Ten Years Later: The Investment Asset/Liability Management Actuary This session at the SOA ... Spring Meeting discusses issues related to the more direct involvement of actuaries on the asset side of the ...

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    • Authors: Steven Miller, Francis Sabatini, Robert E Rachlow, Application Administrator
    • Date: Jun 1998
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Actuarial Profession; Finance & Investments
  • Integrating and Aggregating Risks
    Integrating and Aggregating Risks 2004 SOA Annual Meeting and Exhibit, New York. The panelists ... work, I typically will use embedded value as my primary measure, which has a much different horizon. That's ...

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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
  • Credit Risk Models and Mathematics: Part 1
    Credit Risk Models and Mathematics: Part 1 Presented at May 2005 Spring Meeting. Panelists discuss ... order because of efficiency concerns. That takes care of changing the environment if you like things ...

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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