ERM Symposium

• March 14-16, 2011
• Chicago, IL

• Download all papers

• Overview


• Award Winners
• The Actuarial Foundation's ERM Research Excellence Award in Memory of Hubert Mueller for Best Overall Paper
• Sustainability of Earnings: A Framework for Quantitative Modeling of Strategy, Risk & Value
• Neil Bodoff
• Abstract
• Complete Paper
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• PRMIA's Award for New Frontiers in Risk Management
• Capital Allocation in the Property-Liability Insurance Industry
• Stephen D'Arcy
• Abstract
• Complete Paper
• Table 1
• Table 2
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• Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications
• U.S. Property-Casualty Underwriting Cycle Modeling & Risk Benchmarks
• Shaun Wang, John Major, Charles Pan, and Jessica Leong
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• Concurrent Session 2 — Diversity in Risk Assessment
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• Hedging Policy Consistency Theory vs. Practice: The Role of Management's Expectations in the Implementation of Hedging Policy
• Vladimir Antikarov
• Abstract
• Complete Paper
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• Implementing Risk Appetite for Variable Annuities
• Nick Jacobi
• Abstract
• Complete Paper
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• The Role of Conditional Probabilities in Risk Assessment
• Richard Joss
• Abstract
• Complete Paper
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• Concurrent Session 4 — Extreme Events
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• Stress and Resiliency Testing: Mandelbrotian Grey Swan Scenarios
• Steven Craighead
• Abstract
• Complete Paper
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• Emerging Risk: An Integrated Framework for Managing Extreme Events
• Kathleen Locklear
• Abstract
• Complete Paper
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• Additional Research Papers Selected for the 2011 ERM Call for Papers
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• Risk Management KPIs: Efficiency Tool or Formality?
• Marina Basova and Alexey Mitselsky
• Abstract
• Complete Paper
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• Risk Appetite as a Core Element of ERM: Definition and Process
• Andrea Cremonino
• Abstract
• Complete Paper
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• The Strategic Implications of Enterprise Risk Management: A Framework
• Ezeosa Dafikpaku
• Abstract
• Complete Paper
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• Development of a Simulation-Based Model to Quantify the Degree of a Bank's Liquidity Risk
• Sadi Farooqui
• Abstract
• Complete Paper
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• Risk Accounting: A Next Generation Risk Management System for Financial Institutions
• Allan Grody, Peter Hughes, and Steven Toms
• Abstract
• Complete Paper
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• An Alternative Frequency Dependence Model and Its Applications
• Shubiao Li
• Abstract
• Complete Paper
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• Cash Flow Risk Management – In Good Times and Bad
• Anthony Sabbadini and Michael Lim
• Abstract
• Complete Paper
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• A Life Contingency Approach for Physical Assets: Creating Volatility to Create Value
• Thomas Wendling
• Abstract
• Complete Paper
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• Risk-Adjusted Underwriting Performance Measurement
• Yingjie Zhang
• Abstract
• Complete Paper
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