2009 Enterprise Risk Management Symposium

ERM Symposium

• April 29–May 1, 2009
• Chicago, IL

• Overview
• Fourth Year a Home Run for ERM Symposium Scientific Papers Track
• Steve Siegel
• Article
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• Award Winners
• 2009 Actuarial Foundation ERM Research Excellence Award for Best Overall Paper
• A Risk Management Tool for Long Liabilities: The Static Control Model
• B. John Manistre
• Abstract
• Complete Paper
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• 2009 PRMIA Institute Award for New Frontiers in Risk Management
• Risk Factor Contributions in Portfolio Credit Risk Models
• Dan Rosen and David Saunders
• Abstract
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• 2009 Joint Risk Management Section Award for Practical Risk Management
• Risk and Light
• David Ingram
• Abstract
• Complete Paper
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• Research Paper Session 1: Aspects of Credit Risk
• Risk Factor Contributions in Portfolio Credit Risk Models
• Dan Rosen and David Saunders
• Abstract
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• A Primer on Credit Derivatives
• Stephen P. D'Arcy, James McNichols and Xinyan Zhao
• Abstract
• Complete Paper
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• Research Paper Session 2: Differing Risk Perspective
• Risk and Light
• David Ingram
• Abstract
• Complete Paper
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• An Empirical Map of Enterprise Risk Space for Life Insurers: Implications for ERM
• Etti G. Baranoff and Thomas W. Sager
• Abstract
• Complete Paper
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• Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
• Michael Lockerman, Larry Rubin, Xiaokai Shi and Randy Tillis
• Abstract
• Complete Paper
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• Research Paper Session 3: Advanced Risk Modeling Concepts
• A Risk Management Tool for Long Liabilities: The Static Control Model
• B. John Manistre
• Abstract
• Complete Paper
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• Stochastic Trend Models in Casualty and Life Insurance
• Spencer M. Gluck and Gary G. Venter
• Abstract
• Complete Paper
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• Modelling and Measuring Business Risk
• Klaus Böcker
• Abstract
• Complete Paper
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• Additional Research Papers Submitted to the 2009 ERM Symposium Call for Papers
• The Influence of Enterprise Risk Management on Insurers' Stock Market Performance: An Event Analysis
• Dr. Madhu Acharyya
• Abstract
• Complete Paper
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• Assessing Regime Switching Equity Return Models
• R. Keith Freeland, Mary R. Hardy and Matthew Till
• Abstract
• Complete Paper
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• Measurable Value Creation Through an Advanced Approach to ERM
• Greg Monahan
• Abstract
• Complete Paper
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• Analyzing Concentration Risk
• Diane Reynolds
• Abstract
• Complete Paper
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• A Successful Implementation of an ERM Dashboard
• Remko Riebeek
• Abstract
• Complete Paper
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• Knowledge Management and Enterprise Risk Management Implementation in Financial Services
• Eduardo Rodriguez and John S. Edwards
• Abstract
• Complete Paper
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• Risk Management Approach for Business Transformation Programs
• Sandeep Vallabhji Savla
• Abstract
• Complete Paper
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• Decision Making Under Uncertain and Risky Situations
• M. T. Taghavifard, K. Khalili Damghani and R. Tavakkoli Moghaddam
• Abstract
• Complete Paper
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• Next Steps for ERM: Valuation and Risk Pricing
• Gary G. Venter
• Abstract
• Complete Paper
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