2008 Enterprise Risk Management Monograph

• ERM Symposium
• April 14–16, 2008
• Chicago, IL

Overview

Third Year a Charm for ERM Symposium Scientific Papers Track

• Steve Siegel
• Article

Award Winners

• 2008 Actuarial Foundation ERM Research Excellence Award for Best Overall Paper
• A Practical Concept of Tail Correlation
• B. John Manistre
• Abstract
• Complete paper
•  
• 2008 PRMIA Institute Award for New Frontiers in Risk Management
• Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
• Klaus Böcker and Martin Hillebrand
• Abstract
• Complete Paper
•  
• 2008 Joint Risk Management Section Award for Practical Risk Management Applications
• An Empirical Investigation of the Characteristics of Firms Adopting Enterprise Risk Management
• Don Pagach and Richard Warr
• Complete Paper
•  
• Research Paper Session 1: Aggregation of Risk
•  
• Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
• Klaus Böcker and Martin Hillebrand
• Abstract
• Complete Paper
•  
• A Practical Concept of Tail Correlation
• B. John Manistre
• Abstract
• Complete paper
•  
• Multivariate Dependence Modeling Using Pair-Copulas
• Doris Schirmacher and Ernesto Schirmacher
• Abstract
• Complete Paper
•  
• Research Paper Session 2: Impact of ERM
•  
• Evolution of Loss Reserve Risk
• Thomas Conway and Mark McCluskey
• Abstract
• Complete Paper
•  
• An Empirical Investigation of the Characteristics of Firms Adopting Enterprise Risk Management
• Donald Pagach and Richard Warr
• Complete Paper
•  
• The Value of Enterprise Risk Management: Evidence from the U.S. Insurance Industry
• Robert E. Hoyt, Dudley L. Moore, and Andre P. Liebenberg
• Abstract
• Complete Paper
•  
• Research Paper Session 3: Industry Perspective of ERM
•  
• What About Underevaluating Operational Value at Risk in the Banking Sector
• Georges Dionne and Hela Dahen
• Complete Paper
•  
• ERM for Strategic Management–Status Report
• Gary Venter
• Abstract
• Complete Paper
•  
• Additional Research Papers Submitted to the 2008 ERM Symposium Call for Papers
•  
• In Measuring the Benefits of Enterprise Risk Management in Insurance: An Integration of Economic Value Added and Balanced Score Card Approaches
• Madhu Acharyya
• Abstract
• Complete Paper
•  
• Modeling the Interconnectivity of Risks in ERM
• Neil Allan, Yun Yin, and Neil Cantle
• Abstract
• Complete Paper
•  
• Measuring the Rate Change of a Non-Static Book of Property and Casualty Insurance Business
• Neil M. Bodoff
• Abstract
• Complete Paper
•  
• Enterprise Risk Management Maturity Level Assessment Tool
• Maria Ciorciari and Peter Blattner
• Abstract
• Complete Paper
•  
• Estimating Mortality Risk Using Predictive Modeling
• Tom Edwalds, Steve Craighead, and Philip Adams
• Abstract
• Complete Paper
•  
• Effective Stress Testing in Enterprise Risk Management
• Lijia Guo
• There is a license error on this site:

  The license file "C:\Sites\SOA-11-14\License.config" does not exist

  The Web site remains functional, but this message will be displayed until the license error has been corrected.
  
  To correct this error:

  • Ensure that you have a valid license file for the site configuration.
  • Store the license file in the application directory.

  If you do not have a license file, please request one from EPiServer License Center.