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2010 ERM Symposium

ERM Symposium

  • April 12-15, 2010
  • Chicago, IL

 

  • Overview
  • 2010 Marks Fifth Year for ERM Symposium Scientific Papers Track
  • Steve Siegel
  • Article
  •  
  • Award Winners
  • The Actuarial Foundation's ERM Research Excellence Award in Memory of Hubert Mueller for Best Overall Paper
  • Discarding Risk Avoidance & Embracing Risk Optimization: Managing Reinsurance Credit Risk
  • Neil Bodoff
  • Abstract
  • Complete Paper
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  • PRMIA's Award for New Frontiers in Risk Management
  • Bayesian Risk Aggregation: Correlation Uncertainty and Expert Judgment
  • Klaus Boecker, Alessandra Crimmi, and Holger Fink
  • Abstract
  • Complete Paper
  •  
  • Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications
  • The Human Dynamics of the Insurance Cycle and Implications for Insurers: An Introduction to the Theory of Plural Rationalities
  • David Ingram and Alice Underwood
  • Abstract
  • Complete Paper
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  • Concurrent Session 2
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  • The Fundamental Law of Risk Evaluation (FLoRE)
  • Russell Sears and Janice Dorn
  • Abstract
  • Complete Paper
  •  
  • The Economics of Enterprise Risk Management
  • Harry Cendrowski and Adam Wadecki
  • Abstract
  • Complete Paper
  •  
  • Concurrent Session 4
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  • A Cost of Capital Approach to Extrapolating an Implied Volatility Surface
  • B. John Manistre
  • Abstract
  • Complete Paper
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  • Advances in Modeling of Financial Series
  • Gary Venter
  • Abstract
  • Complete Paper
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  • Concurrent Session 5
  •  
  • Phylogenetic Approaches
  • Neil Allan, Yun Yin, and Neil Cantle
  • Abstract
  • Complete Paper
  •  
  • Rethinking Fixed Deferred Annuities: Applying a Risk-Based Economic Value Approach
  • Noel Harewood, Dominique Lebel, and Mark Scanlon
  • Abstract
  • Complete Paper
  •  
  • Additional Research Papers Selected for the 2010 ERM Call for Papers
  •  
  • An Enterprise Risk Management Curriculum for Business Studies–A Practical Understanding
  • Madhusudan Acharyya
  • Abstract
  • Complete Paper
  •  
  • Strategic Considerations in Designing a Revenue Hedging Policy for Non-Financial Companies Using the Example of the Oil Tanker Industry
  • Vladimir Antikarov
  • Abstract
  • Complete Paper
  •  
  • A Conceptual Proposal to Use Appraisal Value as a Supplementary Basis for Financial Valuation
  • Neil Bodoff
  • Abstract
  • Complete Paper
  •   
  • A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in Financial Systems
  • Anurag Singh Chauhan
  • Abstract
  • Complete Paper
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  • Data Criticality in Evolving Markets
  • Aiman El-Ramly
  • Abstract
  • Complete Paper
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  • Did Enterprise Risk Management Really Work? The Case of Lincoln Financial Corporation
  • Scott Engle
  • Abstract
  • Complete Paper
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  • A Deterministic Scenario Approach to Risk Management
  • Thomas Hull
  • Abstract
  • Complete Paper
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  • Operational Efficiency and Corporate Structure
  • Nick Jacobi
  • Abstract
  • Complete Paper
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  • Effect of Macroeconomic Variables on Healthcare Loan/Lease Portfolio Delinquency Rate
  • Shylu John, Sajitha Vijayan, Priya KS
  • Abstract
  • Complete Paper
  •  
  • Using Trading Costs to Construct Better Replicating Portfolios
  • Helmut Mausser, Curt Burmeister, and Oleksandr Romanko
  • Abstract
  • Complete Paper
  •  
  • The Use of Analytical-Statistical Simulation Approach in Operational Risk Analysis
  • Alexey Olkov and Rustan Islamov
  • Abstract
  • Complete Paper
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  • Efficient Capital Allocation Through Optimization
  • Romel Salam
  • Abstract
  • Complete Paper
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  • Mortality Trend Risk
  • Gary Venter
  • Abstract
  • Complete Paper
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  • Market-Consistent Risk Margins in Fair Value Loss Reserves
  • Michael Wacek
  • Abstract
  • Complete Paper