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8th Bowels Symposium

Symposium Papers
 

The 2006 ERM Symposium highlights scholarly papers that explore and advance risk management topics with a focus on the analysis and practical tools related to:

• Financial risks
• Operational risks
• Interaction between the risks i.e. diversification benefits
• Integrated ERM
• Creating value through ERM

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2006 Enterprise Risk Management Symposium
SOA Monograph M-AS06-1

Adapting Banking Models to Insurer ERM
by Gary G. Venter

 

 An Alternative to Capital Allocation
by Tom McIntyre and Dan Isaac
Applying Actuarial Techniques in Operational Risk Modeling
by Donald Mango
Diversification Benefits of the Variable Annuities and Equity-Indexed Annuities Mixture
by Guanghua Cao
The Economic Capital and Risk Adjustment Performance for VA with Guarantees with an Example of GMAB
by Jun Zhuo and Seong Weon Park
Economic Impact of Capital Level in an Insurance Company
by Yingjie Zhang
Enterprise Risk and Management Incentives
by Sholom Feldblum
Enterprise Risk Management Quantification—An Opportunity
by Christopher Bohn and Brian Kemp
Enterprise Risk Model for P&C Companies
by Tim Freestone, Roman Gutkovich and Alex Tartakovski
Extending ERM to Multi-Employer Pension Plans
by Doug Andrews
Interpretive Structural Modeling of Interactive Risks
by Rick Gorvett and Ningwei Liu
Winner of the Actuarial Foundation's ERM Research Excellence Award Managing the Invisible: Measuring Risk, Managing Capital, Maximizing Value
by William H. Panning
A Multi-Stakeholder Approach to Capital Adequacy
by Robert A. Painter and Dan Isaac
A New Risk Metric for Defined Benefit Pension Plans
by David J. Fishbaum and Thomas D. Bergan
Property Casualty Insurer Economic Capital Using a VAR Model
by Tom Conway and Mark McCluskey
Setting Up the Enterprise Risk Management Office
by Rick Gorvett and Vijendra Nambiar
Underwriting Risk and Optimal Growth Rate for P&C Insurers
by Luyang Fu
A Two-Dimensional Risk Measure
by Rick Gorvett and Jeff Kinsey
Two Explicit Formulae for Yield
by Muhamed Borogovac
Value and Actuation
By Christopher R. Perrin
Value Creation for Insurers
by J.F. Walhin
Bye Bye ß, Bye Bye
by Jeremy Gold

 

 
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