2015 Call for Papers On Enterprise Risk Management

2015 ERM Call for Papers

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

The 2015 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 2015 ERM Symposium
Friday, June 12, 8:45 a.m.

• How Resilient is Your Organisation? From Local Failures to Systemic Risk by Christos Ellinas, Neil Allan, and Neil Cantle
• Into the Tails of Risk: An Intervention into the Process of Risk Evaluation by David Ingram
• A Cost of Capital Approach to Credit and Liquidity Spreads by John Manistre

Additional Research Papers Submitted to the 2015 ERM Call for Papers

• Quantification of Operational Risk: A Scenario Based Approach by Zeinab Amin
• Correlations between Insurance Lines of Business: An Illusion or a Real Phenomenon? Some Methodological Considerations by Benjamin Avanzi, Greg Taylor, and Bernard Wong
• Prospecting Value from Capital Models by Charlie Carwin
• The Modeling Continuum by Henry Essert
• Economic Capital. An Alternate Copula Free Approach by Jawwad Farid
• A Shortcut to Calculating Return on Required Equity and It’s Link to Cost of Capital by Nick Jacobi
• Stochastic Ordering of Reinsurance Structures: Ground Rules for Judging the Beauty Contest by Hou-wen Jeng
• Adaptive Risk Management: Powered by Network Science by Alan Laubsch
• ERM at the Speed of Thought: Mitigation of Cognitive Bias in Risk Assessment by Damon Levine
• The Most Dangerous Model: A Natural Benchmark for Assessing Model Risk by John Major, Ruodu Wang, and Micah Woolstenhulme
• Grey Swans: Fifty Shades of Grey Plausible Stress Testing by Gary NanTie
• The Importance of Brands in ERM Functions by William Rearden and Sarah Abigail
• Efficient Frontier of New Business by Yuhong Xue
• Model Uncertainty in Operational Risk Modeling by Daoping Yu and Vytaras Brazauskas