Edition

2014 Enterprise Risk Management Symposium

ERM Symposium
September 29 - October 1, 2014
Chicago, IL.

 

Award Winners

    • The Actuarial Foundation’s ERM Research Excellence Award in Memory of Hubert Mueller for Best Overall Paper Down but not Out: A Cost of Capital Approach to Fair Value Risk Margins
      John Manistre
      Abstract
      Complete Paper

 

    • PRMIA’s Award for New Frontiers in Risk Management
      A New Approach to Assessing Model Risk in High Dimensions
      Carole Bernard and Steven Vanduffel
      Abstract
      Complete Paper

 

  • Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications
    Growth in Stock Price as the ERM Linchpin
    Damon Levine
    Abstract
    Complete Paper

 

New Ways of Looking at Risk

  • Risk Culture, Neoclassical Economics, and Enterprise Risk Management
    David Ingram, Alice Underwood, and Michael Thomas
    Abstract
    Complete Paper

 

ERM and Assets

    • Integrating Physical Real Estate and Infrastructure Assets in Enterprise Risk Management
      Emilian Belev, Richard Gold, and Dan diBartolomeo
      Abstract
      Complete Paper

 

 

Additional Research Papers Selected for the 2014 ERM Call for Papers

    • FVA for General Instruments: Theory and Practice
      Alexander Antonov and Emily Ahearn  
      Abstract

 

 

    • Relationship Data: The Missing Link of the Current Financial Infrastructure
      Irina Leonova and Nigel Jenkinson
      Abstract
      Complete Paper

 

 

 

  • Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies
    Tianyang Wang, Jing Ai, and Vickie Bajtelsmit
    Abstract
    Complete Paper