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Edition

2008 Enterprise Risk Management Monograph

  • April 14–16, 2008
  • Chicago, IL

 

Overview

Third Year a Charm for ERM Symposium Scientific Papers Track

 

Award Winners

 

  • 2008 Actuarial Foundation ERM Research Excellence Award for Best Overall Paper
  • A Practical Concept of Tail Correlation
  • B. John Manistre
  • Abstract
  • Complete paper
  •  
  • 2008 PRMIA Institute Award for New Frontiers in Risk Management
  • Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
  • Klaus Böcker and Martin Hillebrand
  • Abstract
  • Complete Paper
  •  
  • 2008 Joint Risk Management Section Award for Practical Risk Management Applications
  • An Empirical Investigation of the Characteristics of Firms Adopting Enterprise Risk Management
  • Don Pagach and Richard Warr
  • Complete Paper
  •  
  • Research Paper Session 1: Aggregation of Risk
  •  
  • Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
  • Klaus Böcker and Martin Hillebrand
  • Abstract
  • Complete Paper
  •  
  • A Practical Concept of Tail Correlation
  • B. John Manistre
  • Abstract
  • Complete paper
  •  
  • Multivariate Dependence Modeling Using Pair-Copulas
  • Doris Schirmacher and Ernesto Schirmacher
  • Abstract
  • Complete Paper
  •  
  • Research Paper Session 2: Impact of ERM
  •  
  • Evolution of Loss Reserve Risk
  • Thomas Conway and Mark McCluskey
  • Abstract
  • Complete Paper
  •  
  • An Empirical Investigation of the Characteristics of Firms Adopting Enterprise Risk Management
  • Donald Pagach and Richard Warr
  • Complete Paper
  •  
  • The Value of Enterprise Risk Management: Evidence from the U.S. Insurance Industry
  • Robert E. Hoyt, Dudley L. Moore, and Andre P. Liebenberg
  • Abstract
  • Complete Paper
  •  
  • Research Paper Session 3: Industry Perspective of ERM
  •  
  • What About Underevaluating Operational Value at Risk in the Banking Sector
  • Georges Dionne and Hela Dahen
  • Complete Paper
  •  
  • ERM for Strategic Management–Status Report
  • Gary Venter
  • Abstract
  • Complete Paper
  •  
  • Additional Research Papers Submitted to the 2008 ERM Symposium Call for Papers
  •  
  • In Measuring the Benefits of Enterprise Risk Management in Insurance: An Integration of Economic Value Added and Balanced Score Card Approaches
  • Madhu Acharyya
  • Abstract
  • Complete Paper
  •  
  • Modeling the Interconnectivity of Risks in ERM
  • Neil Allan, Yun Yin, and Neil Cantle
  • Abstract
  • Complete Paper
  •  
  • Measuring the Rate Change of a Non-Static Book of Property and Casualty Insurance Business
  • Neil M. Bodoff
  • Abstract
  • Complete Paper
  •  
  • Enterprise Risk Management Maturity Level Assessment Tool
  • Maria Ciorciari and Peter Blattner
  • Abstract
  • Complete Paper
  •  
  • Estimating Mortality Risk Using Predictive Modeling
  • Tom Edwalds, Steve Craighead, and Philip Adams
  • Abstract
  • Complete Paper
  •  
  • Effective Stress Testing in Enterprise Risk Management
  • Lijia Guo
  • Abstract
  • Complete Paper
  •  
  • Credit Portfolio under Condition of Multiple Credit Transition Metrics
  • Min Han
  • Abstract
  • Complete Paper
  •  
  • Risk Management's Role in Corporate Defense
  • Sean Lyons
  • Abstract
  • Complete Paper
  •  
  • Biased Sampling: Solution for Lower Incidence Rate
  • Muthu Mangai
  • Abstract
  • Complete Paper
  •  
  • Creating Value through Integrated ERM for Health Insurance Companies in Europe
  • George Orros and Jane Howell
  • Abstract
  • Complete Paper
  •  
  • Instantiating Holism: Beyond ERM's Half Measures
  • Christopher Perrin
  • Abstract
  • Complete Paper
  •  
  • Behavioral Fraud Mitigation through Trends Offsets
  • Raghuveer Kancherla, Ratna Venkata, and Anurag Verma
  • Abstract
  • Complete Paper
  •  
  • Before and After Modeling: Risk Knowledge Management is Required
  • Eduardo Rodriguez and John S. Edwards
  • Abstract
  • Complete Paper
  •  
  • The Integrated ERM Problem from the Classical Cybernetic Point of View
  • Natalia Shcherbakova
  • Abstract
  • Complete Paper
  •  
  • Risk Management of Materials Supply
  • Yuriy Shcherbakov
  • Abstract
  • Complete Paper
  •  
  • Integrated Enterprise Risk Management for Industrial Companies: A Critical Discussion of How to Improve Risk Evaluations
  • Holger Sommerfeld
  • Abstract
  • Complete Paper
  •  
  • Optimal Hedge Ratio and Hedge Efficiency: An Empirical Investigation of Hedging in Indian Derivatives Market
  • SVD Nageswara Rao and Sanjay Thakur
  • Abstract
  • Complete Paper
  •  
  • ERM Integration of Finance and Risk
  • Daniel P. Towle
  • Abstract
  •  
  •  
  • Effects of Integrated Risk Management on Mean and Variance of Cost Efficiency of Property/Liability Insurance Industry
  • Hong-Jen Lin and Min-Ming Wen
  • Abstract
  • Complete Paper