2015 Enterprise Risk Management Symposium

ERM Symposium
June 11–12, 2015
National Harbor, Maryland

Award Winners

• The Actuarial Foundation’s ERM Research Excellence Award in Memory of Hubert Mueller for Best Overall Paper

  How Resilient is Your Organization? From Local Failures to Systemic Risk
  Christos Ellinas, Neil Allan, Neil Cantle
  Abstract
  Complete Paper

• PRMIA’s Award for New Frontiers in Risk Management

  A Cost of Capital Approach to Credit and Liquidity Spreads
  B. John Manistre
  Abstract
  Complete Paper

• Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications

  Into the Tails of Risk: An Intervention into the Process of Risk Evaluation
  David Ingram
  Abstract
  Complete Paper

Additional Research Papers Selected for the 2015 ERM Call for Papers

• The Modeling Continuum
  Henry Essert
  Abstract
  Complete Paper

• Economic Capital: An Alternate Copula-Free Approach
  Jawwad Ahmed Farid
  Abstract
  Complete Paper

• A Shortcut to Calculating Return on Required Equity and Its Link to Cost of Capital
  Nicholas Jacobi
  Abstract
  Complete Paper

• Stochastic Ordering of Reinsurance Structures
  Hou-wen Jeng
  Abstract
  Complete Paper

• Adaptive Risk Management: Powered by Network Science
  Alan Laubsch
  Abstract
  Complete Paper

• ERM at the Speed of Thought: Mitigation of Cognitive Bias in Risk Assessment
  Damon Levine
  Abstract
  Complete Paper

• The Most Dangerous Model: A Natural Benchmark for Assessing Model Risk
  John A. Major, Ruodu Wang, and Micah G. Woolstenhulme
  Complete Paper

• Grey Swans: Fifty Shades of Grey  –  Plausible Stress Testing
  Gary Nan Tie
  Abstract
  Complete Paper

• Efficient Frontier of New Business
  Yuhong (Jason) Xue
  Abstract
  Complete Paper

• Model Uncertainty in Operational Risk Modeling
  Daoping Yu, Vytaras Brazauskas
  Abstract
  Complete Paper