ERM Call for Papers
Sponsored by the Joint CAS/CIA/SOA Risk Management Section, The Actuarial Foundation, and the PRMIA Institute
The 2014 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 2014 ERM Symposium
Tuesday, September 30, 10:15 – 11:05 a.m.
- Risk Culture, Neoclassical Economics, and Enterprise Risk Management
by David Ingram, Alice Underwood, and Michael Thomas
- A New Approach to Assessing Model Risk in High Dimensions
by Carole Bernard and Steven Vanduffel
Tuesday, September 30, 11:15 a.m. – 12:05 p.m.
- Integrating Physical Real Estate and Infrastructure Assets in Enterprise Risk Management
by Emilian Belev, Richard Gold, and Dan diBartolomeo
- An Actuarial Formulation for the Retirement and Replacement of Fixed Physical Assets
by Thomas Wendling
Wednesday, October 1, 10:20 – 11:10 a.m.
- Growth in Stock Price as the ERM Linchpin
by Damon Levine
- Down but not Out: A Cost of Capital Approach to Fair Value Risk Margins
by John Manistre
Additional Research Papers Submitted to the 2014 ERM Call for Papers
- Strategic Risk Management – Overcoming the Great Divide
by Ernest Forman
- Rigid, Fluid and Context-Dependent Enterprise Risk Management
by Harris Fytros
- Relationship Date: The Missing Link of the Current Financial Infrastructure
by Irina Leonova and Nigel Jenkinson
- A Primer on Managing Operational Risk for Insurance Companies
by Kay Rahardjo
- Contingent Liquidity Swap: A Prearranged Source of Liquidity
by Kailan Shang and Joanna Shang
- Enterprise Risk Management Canadian Best Practices: How Did They Get There?
by Lois Tullo
- Executive Summary: Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies
by Tianyang Wang, Jing Ai, and Vickie Bajtelsmit