• Held: ERM Symposium
• April 23–25, 2006
• Chicago, IL

• Download single PDF of all papers
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• Overview
• Scientific Paper Track Keeps ERM Symposium on the Cutting Edge
• Steve Siegel
• Article

Papers Presented At The Symposium

• Adapting Banking Models to Insurer ERM
• Gary G. Venter
• Abstract
• Complete Paper
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• An Alternative to Capital Allocation
• Tom McIntyre and Dan Isaac
• Complete Paper
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• Applying Actuarial Techniques in Operational Risk Modeling
• Donald Mango
• Abstract
• Complete Paper
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• Diversification Benefits of the Variable Annuities and Equity–Indexed Annuities Mixture
• Guanghua Cao
• Abstract
• Complete Paper
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• The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
• Jun Zhuo and Seong Weon Park
• Abstract
• Complete Paper
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• Economic Impact of Capital Level in an Insurance Company
• Yingjie Zhang
• Complete Paper
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• Enterprise Risk Management Quantification–An Opportunity
• Christopher Bohn and Brian Kemp
• Abstract
• Complete Paper
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• The Importance of Being Transparent: Theory and Implementation Specifics for an Integrated Risk Measurement Model for P&C Companies
• Tim Freestone, Roman Gutkovich and Alex Tartakovski
• Abstract
• Complete Paper
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• Extending ERM to Multi–Employer Pension Plans
• Doug Andrews
• Abstract
• Complete Paper
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• Interpretive Structural Modeling of Interactive Risks
• Rick Gorvett and Ningwei Liu
• Abstract
• Complete Paper

Best Paper Award from the Actuarial Foundation

• Managing the Invisible: Measuring Risk, Managing Capital, Maximizing Value
• William H. Panning
• Complete Paper
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• A Multi–Stakeholder Approach to Capital Adequacy
• Robert A. Painter and Dan Isaac
• Abstract
• Complete Paper

Accepted Papers Note Presented at the Symposium

• A New Risk Metric for Defined Benefit Pension Plans
• David J. Fishbaum and Thomas D. Bergan
• Abstract
• Complete Paper
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• Property/Casualty Insurer Economic Capital Using a VaR Model
• Tom Conway and Mark McCluskey
• Abstract
• Complete Paper
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• Setting Up the Enterprise Risk Management Office
• Rick Gorvett and Vijendra Nambiar
• Abstract
• Complete Paper
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• A Two–Dimensional Risk Measure
• Rick Gorvett and Jeff Kinsey
• Abstract
• Complete Paper
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• Two Explicit Formulae for Yield
• Muhamed Borogovac
• Abstract
• Complete Paper
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• Value and Actuation
• Christopher R. Perrin
• Abstract
• Complete Paper