Research Paper Sessions
2012 ERM Call for Papers
Sponsored by the Joint CAS/CIA/SOA Risk Management Section, The Actuarial Foundation, and the PRMIA Institute
The 2012 ERM Symposium will include presentations of papers written in response to the call for papers.
Three awards will be presented at a general session of the ERM Symposium for outstanding papers chosen by the review group. The awards are:
- The Actuarial Foundation’s ERM Research Excellence Award in memory of Hubert Mueller for Best Overall Paper, with a monetary award of $5,000.
- PRMIA Award for New Frontiers in Risk Management, with a monetary award of $5,000.
- Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications, with a monetary award of $5,000.
Research Papers Presented at the 2012 ERM Symposium
Pension Risk and Trifurcation
Thursday, April 19, 10:30 a.m. – 11:45 a.m.
- Enterprise Risk Management at the UK Pension Protection Fund by Martin Clarke and Jean-Pierre Charmaille
- Trifurcation – An Approach to Analyzing the Impact of Risk Treatment Alternatives by Dave Ingram and Daniel Bar Yaacov
ERM Management Tools
Friday, April 20, 9:45 a.m. – 11:00 a.m.
- Enterprise Risk Management for Non-Financial Companies – From Risk Control and Compliance to Creating Shareholder Value by Vladimir Antikarov
- ERM Stochastic Analysis Tools – Risk Drivers Revealed by Steve Craighead
Capital & Policyholder Behavior
Friday, April 20, 11:30 a.m. – 12:45 p.m.
- Enterprise Risk Management and Capital Budgeting Under Dependent Risks: An Integrated Framework (Executive Summary) by Tianyang Wang and Jing Ai
- Exploring Policyholder Behavior in the Extreme Tail by Yuhong (Jason) Xue
- Minimization of the Total Required Capital by Reinsurance by Yingjie Zhang
Additional Research Papers Submitted to the 2012 ERM Call for Papers
- Why the Current Practice of Operational Risk Management in Insurance is Fundamentally Flawed-Evidence from the Field by Madhu Acharyya
- Behavioral Economics and Its Implications for Enterprise Risk Management by Rick Gorvett
- Weaknesses in Regulatory Capital Models and their Implications by Amelia Ho
- Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach by Nabil Iqbal and Syed Afraz Ali
- ERM Culture Alignment to Enhance Competitive Advantage by Abrahim Althonayan, Joanna Keith, Henry Killackey
- Enterprise Risk Modeling Based on Related Entities by Zbigniew Krysiak
- Toward a Theory of Everything ? Exploring at the Edges of the ERM Construct by Kathleen Locklear
- Integrating Risk Indicators into Corporate Performance Management Tool by Jelena Raid
- Developing a New Management Approach by Combining Risk Management and Controlling as a Change Management Process by Holger Sommerfeld
- Enterprise Risk Management – Are We Ignoring the Segment with the Most Critical Need? by Jay Vadiveloo
- Obsolescence Risk and the Systematic Destruction of Wealth by Thomas Wendling