Call for Papers

Sponsored by the Joint CAS/CIA/SOA Risk Management Section, The Actuarial Foundation, and the PRMIA Institute

The 2009 ERM Symposium will include presentations of papers written in response to the call for papers.

Three prizes will be presented at a general session of the ERM Symposium for outstanding papers chosen by the review group. The prizes are:

• The Actuarial Foundation’s ERM Research Excellence Award for Best Overall Paper with a monetary prize of $5,000
• PRMIA Award for New Frontiers in Risk Management with a $5,000 prize
• Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications with a monetary prize of $5,000

Questions regarding the Call for Papers should be directed to Steven Siegel, Research Actuary, Society of Actuaries, at ssiegel@soa.org. Research Papers Presented at the 2009 ERM Symposium

Research Papers Being Presented at the 2009 ERM Symposium.

Thursday, April 30 2009

1:45-3:00 p.m. Concurrent Session 3

Risk Factor Contributions in Portfolio Credit Risk Models
By Dan Rosen and David Saunders

A Primer on Credit Derivatives
By Stephen D’Arcy, James McNichols, and Xinyan Zhao

Friday, May 1, 2009

9:45-11:00 a.m. Concurrent Session 4

Risk and Light
By David Ingram

An Empirical Map of Enterprise Risk Space for Life Insurers: Implications for ERM
By Etti Baranoff and Thomas Sager

Economic Measurement of Insurance Liabilities: The Risk and Capital Perspective
By Larry Rubin, Randy Tillis, Michael Lockerman, Xiaokai Shi

Friday, May 1, 2009

11:30 a.m.-12:45 p.m. Concurrent Session 5

A Risk Management Tool for Long Liabilities: The Static Control Model
By John Manistre

Stochastic Trend Models in Casualty and Life Insurance
By Spencer Gluck and Gary Venter

Additional Research Papers Submitted to the 2009
ERM Call for Papers

The Influence of Enterprise Risk Management on Insurers’ Stock Market Performance – An Event Analysis
By Madhu Acharyya

Modeling and Measuring Business Risk
By Klaus Böcker

Decision Making Under Uncertain and Risky Situations
By K. Khalili Damghani, M. Taghavifard, and R. Tavakkoli Moghaddam

Assessing Regime Switching Equity Return Models
By R. Keith Freeland, Mary Hardy, and Matthew Till

Casualty Catastrophe Risk Modeling
By Emil Metropoulos

Measurable Value Creation Through an Advanced Approach to ERM
By Greg Monahan

Analyzing Concentration Risk
By Diane Reynolds

A Successful Implementation of an ERM Dashboard
By Remko Riebeek

Knowledge Management and Enterprise Risk Management Implementation in Financial Services
by Eduardo Rodriguez and John Edwards

Risk Management Approach for Business Transformation Programs
By Sandeep Savla

Next Steps for ERM – Valuation and Risk Pricing
By Gary Venter