ERM Symposium

• April 12-15, 2010
• Chicago, IL

• Download single PDF of all papers

• Overview
• 2010 Marks Fifth Year for ERM Symposium Scientific Papers Track
• Steve Siegel
• Article
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• Award Winners
• The Actuarial Foundation's ERM Research Excellence Award in Memory of Hubert Mueller for Best Overall Paper
• Discarding Risk Avoidance & Embracing Risk Optimization: Managing Reinsurance Credit Risk
• Neil Bodoff
• Abstract
• Complete Paper
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• PRMIA's Award for New Frontiers in Risk Management
• Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgment
• Klaus Boecker, Alessandra Crimmi, and Holger Fink
• Abstract
• Complete Paper
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• Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications
• The Human Dynamics of the Insurance Cycle and Implications for Insurers: An Introduction to the Theory of Plural Rationalities
• David Ingram and Alice Underwood
• Abstract
• Complete Paper
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• Concurrent Session 2
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• The Fundamental Law of Risk Evaluation (FLoRE)
• Russell Sears and Janice Dorn
• Abstract
• Complete Paper
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• The Economics of Enterprise Risk Management
• Harry Cendrowski and Adam Wadecki
• Abstract
• Complete Paper
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• Concurrent Session 4
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• A Cost of Capital Approach to Extrapolating an Implied Volatility Surface
• B. John Manistre
• Abstract
• Complete Paper
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• Advances in Modeling of Financial Series
• Gary Venter
• Abstract
• Complete Paper
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• Concurrent Session 5
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• Phylogenetic Approaches
• Neil Allan, Yun Yin, and Neil Cantle
• Abstract
• Complete Paper
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• Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
• Noel Harewood, Dominique Lebel, and Mark Scanlon
• Abstract
• Complete Paper
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• Additional Research Papers Selected for the 2010 ERM Call for Papers
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• An Enterprise Risk Management Curriculum for Business Studies–A Practical Understanding
• Madhusudan Acharyya
• Abstract
• Complete Paper
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• Strategic Considerations in Designing a Revenue Hedging Policy for Non-Financial Companies Using the Example of the Oil Tanker Industry
• Vladimir Antikarov
• Abstract
• Complete Paper
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• A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation
• Neil Bodoff
• Abstract
• Complete Paper
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• A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in Financial Systems
• Anurag Singh Chauhan
• Abstract
• Complete Paper
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• Data Criticality in Evolving Markets
• Aiman El-Ramly
• Abstract
• Complete Paper
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• Did Enterprise Risk Management Really Work? The Case of Lincoln Financial Corporation
• Scott Engle
• Abstract
• Complete Paper
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• A Deterministic Scenario Approach to Risk Management
• Thomas Hull
• Abstract
• Complete Paper
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• Operational Efficiency and Corporate Structure
• Nick Jacobi
• Abstract
• Complete Paper
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• Effect of Macroeconomic Variables on Healthcare Loan/Lease Portfolio Delinquency Rate
• Shylu John, Sajitha Vijayan, Priya KS
• Abstract
• Complete Paper
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• Using Trading Costs to Construct Better Replicating Portfolios
• Helmut Mausser, Curt Burmeister, and Oleksandr Romanko
• Abstract
• Complete Paper
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• The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis
• Alexey Olkov and Rustan Islamov
• Abstract
• Complete Paper
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• Efficient Capital Allocation Through Optimization
• Romel Salam
• Abstract
• Complete Paper
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• Mortality Trend Risk
• Gary Venter
• Abstract
• Complete Paper
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• Market-Consistent Risk Margins in Fair Value Loss Reserves
• Michael Wacek
• Abstract
• Complete Paper