ERM Library

The ERM Library is a collection of articles, papers and books related to Enterprise Risk Management. Some papers require members to log-in due to licensing restrictions.

Users can search the library by general category, specific risk category or by using the keyword search feature. Alternatively you can select all documents to browse the entire library. The library can also be filtered and sorted by using any of the headings shown below.

The ERM library has not been updated since early 2019 so

  • Papers published after 2018 will not be included
  • Some of the documents listed may now be out of date or superseded.
Title Published Author Publication Type Resource Type
New Supervisory Guidance on Model Risk Management PWC Article Commercial
Evolutionary Optimization for Decision Making under Uncertainty Ronald Hochreiter Paper Academic
Using Predictive Analytics to Detect Fraudulent Claims Roosevelt C. Mosley Article Academic
Sustainability of Earnings: A Framework for Quantitative Modelling of Strategy, Risk, and Value Neil Bodoff, FCAS, MAAA Paper Commercial
Environmental prediction, risk assessment and extreme events: adaptation strategies for the developing world PETER J. WEBSTER
JUN JIAN 		Paper Academic
The Impact of Enterprise Risk Management on the Marginal Cost of Reducing Risk: Evidence from the Insurance Industry David L. Eckles, Robert E. Hoyt, Steve M. Miller Paper Academic
One-year reserve risk including a tail factor:closed formula and bootstrap approaches Alexandre Boumezoued
Yoboua Angoua
Laurent Devineau
Jean-Philippe Boisseau 		Paper Commercial
Managing Political Risk in Global Business: Beiersdorf 1914-1990 Geoffrey Jones & Christina Lubinski Paper Academic
Reinsurers: The Impact of Systemic Risk and Natural/Manmade Catastrophic Disasters Larry Stern Article Academic
Liquidity risk management and credit supply in the financial crisis Marcia Millon Cornetta, Jamie John McNutt, Philip E. Strahan, Hassan Tehranian Paper Academic
The Impact of Enterprise Risk Management on Capital Allocation in Insurance Companies Mirna Jabbour Paper Academic
Insuring Climate Catastrophes in Florida: An Analysis of Insurance Pricing and Capacity under Various Scenarios of Climate Change and Adaptation Measures Howard Kunreuther
Erwann Michel-Kerjan
Nicola Ranger 		Paper Academic
COSO Enterprise Risk Management: Establishing Effective Governance, Risk, and Compliance (GRC) Processes, 2nd Edition Robert R. Moeller Paper Commercial
Risk Appetite & Tolerance - Executive Summary Richard Anderson Paper Academic
People Get Ready: Disaster Preparedness HOWARD KUNREUTHER
ERWANN MICHEL-KERJAN 		Paper Academic
ERM for Emerging Risks in General Insurance George C. Orros Paper Academic
Is enterprise risk management real? Marika Arena, Michela Arnaboldi and Giovanni Azzone Paper Academic
The Effect of Enterprise Risk Management Implementation on the Value of Companies Listed in the Nairobi Stock Exchange Nelson Waweru, Eric Simiyu Kisaka Paper Academic
Flood Aid: How to Fix the System Howard Kunreuther Article Academic
Methods for Estimating Premium Risk for Solvency Purposes Daniel Rufelt Paper Academic
Optimization Models for Insurance Portfolio Optimization in the Presence of Background Risk E. O. Oyatoye and K. K. Arogundade Paper Academic
Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators Massimo Morini Academic
Liquidity Risk Project Dilip Madan, Department of Finance, Robert H. Smith School of Business Shaun Wang, Department of Risk Management and Insurance, Georgia State University Philip Heckman, Heckman Actuarial Consultants Ltd. Paper Academic
Speech by SEC Staff: The Role of Compliance and Ethics in Risk Management Carlo V. di Florio Director, Office of Compliance Inspections and Examinations Article Commercial
A common risk classification system for the Actuarial Profession - A Discussion Paper P.O.J. Kelliher, D. Wilmot, J.Vij, P.J.M. Klumpes Paper Academic
Insurance and Financial Stability IAIS Paper Academic
Review of the Literature on Enterprise Risk Management Ahmad Rizal Razali
Izah Mohd Tahir 		Paper Academic
Enterprise Risk Management: Are we ignoring the segment with the most critical need? Jay Vadiveloo, Ph.D., FSA, MAAA, CFA, Professor-in-Residence & Director, Janet & Mark L. Goldenson Center for Actuarial Research, University of Connecticut & Senior Consulting Actuary, Towers Watson Paper Academic
Calibration of the Premium and Reserve Risk Factors in the Standard Formula of Solvency II Report of the Joint Working Group on Non-Life and Health NSLT Calibration Paper Academic
Overview of Longevity De-Risking and Longevity Risk Capital Emma McWilliam Article Commercial
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