9th Bowles Symposium: The ERM Research Track

The ERM Research Track is sponsored by the Bowles Symposia Series, named after ThomasBowles, Jr., a founder of Symposia Series. Established in 1995 as a special program of the Georgia State University’s Department of Risk Management and Insurance, the series represents a collection of actuarial research and education seminars that focus on specific issues relevant to the changing and complex environment in which contemporary actuaries practice. Recent symposia have been co-sponsored by the Casualty Actuarial Society (CAS), the Society of Actuaries(SOA), the Actuarial Foundation, and the Professional Risk Managers’ International Association.

Information about past programs is available at:
http://www.rmi.gsu.edu/bowles/bchair_symposia.htm

AUTHORS and PAPERS:

Hedge Funds Under a Regime-Switching Model
Phelim Boyle, Wilfrid Laurier University

Risk Terminology and Measurement Modeling – Differences and Commonalities Across Organizations and Industries
Joan Schmit, Sinichi Kamiya, Peng Shi, and Marjorie Rosenberg, University of Wisconsin

Enterprise Risk Management, Value Maximization and Market Frictions
Michael Sherris and Shaun Yow, University of New South Wales

Alphas, Not Just Betas, Drive Economic Capital Calculations
Shaun Wang, Georgia State University