2011 Enterprise Risk Management Symposium

ERM Symposium

  • March 14-16, 2011
  • Chicago, IL
SOA_seal-sm casSeal-sm prima_logo CIA The Actuarial Foundaction PRMIA Institute

  • 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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