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ERM Call for Papers Award Winners Announced

Three awards to recognize outstanding research papers on ERM topics were announced at the 2009 ERM Symposium, which was held April 29-May 1, 2009, in Chicago. Authors submitted papers that covered theoretical and practical topics, in response to the 2009 ERM Call for Papers.   

The Actuarial Foundation’s ERM Research Excellence Award for Best Overall Paper, along with a $5,000 monetary prize, was awarded to B. John Manistre for his paper, “A Risk Management Tool for Long Liabilities: The Static Control Model.”   

PRMIA’s Award for New Frontiers in Risk Management was given to Dan Rosen and David Saunders for their paper “Risk Factor Contributions in Portfolio Credit Risk Models.” The award has a $5,000 monetary prize.   

David Ingram received the Joint CAS/CIA/SOA Risk Management Section Award for Practical Risk Management Applications, along with a monetary prize of $5,000, for his paper “Risk and Light.”   

These three papers, along with five others, were presented by the authors during sessions at the 2009 ERM Symposium. All of the research papers submitted to the 2009 ERM Call Paper Program are available for download from the ERM Symposium Web Site.   

The 2010 ERM Call for Papers will be announced in July. Questions regarding the ERM Call Paper Program should be directed to Steven Siegel, Research Actuary, Society of Actuaries, at ssiegel@soa.org.

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