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  • Some of the documents listed may now be out of date or superseded.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
Making use of internal Captial Models Yuriy Krvavych Paper Commercial
Exploring Policyholder Behaviour in the Extreme Tail: A Process of Modelling and Discovery with Extreme Value Theory Yuhong (Jason) Xue Paper Academic
Stochastic Optimization of Insurance Portfolios for Managing Exposure to Catastrophic Risks Y.M. Ermoliev, T.Y. Ermolieva, G.J. MacDonald ,V.I. Norkin Paper Academic
Longevity Risk Pricing Jiajia Cui Paper Academic
Forgetting the Flood? An Analysis of the Flood Risk Discount over Time Ajita Atreya,Susana Ferreira, andWarren Kriesel Paper Academic
An Introduction to Insurer Strategic Risk Topic 1: Risk Management of an Insurance Enterprise Mango, Donald Paper Academic
ORSA process implementation for internal stakeholders Ger Bradley, Zohair Motiwalla, Padraic O'Malley, Eamonn Phelan Paper Commercial
The Increasing Importance of Operational Risk in Enterprise Risk Management Russell Walker Paper Academic
Integrated risk management and the role of the risk manager L. Lee Colquitt, Robert E. Hoyt, Ryan B. Lee Paper Academic
Weaknesses in Regulatory Capital models and Their Implications Amelia Ho, Steering Committee member of Professional Risk Managers International Association (PRMIA) Paper Academic
Living with Solvency II: An economic capital perspective from recent history Matthew Cocke, Russell Osman, Russell Ward Paper Commercial
Guidance On Board Effectiveness Baroness Hogg
Chairman, Financial Reporting Council 		Paper Academic
Exploration of Reputational Risk from the Perspective of a Variety of Stakeholders Dr. Greg Young Paper Academic
Model Risk Alexander Sakuth; Fengchong Wang Paper Academic
Analyzing Concentration Risk Diane Reynolds Paper Commercial
Modelling extreme market events Ralph Frankland; Andrew D Smith; Timothy Wilkins; Elliot Varnell; Andy Holtham; Enrico Biffis; Seth Eshun; David Dullaway Paper Academic
Enterprise Risk Management: Factors Associated with Effective Implementation Werner D. Gottwald, Godson K. Mensah Paper Academic
Creating Value Through Enterprise Risk Management Frantz Maurer (University Montesquieu-Bordeaux IV (I.R.G.O.) & BEM Bordeaux Management School, France) Paper Academic
Recent Research Developments affecting Non-Life Insurance - the CAS Risk Premium Project 2012 update Christian Biener, Martin Eling Paper Academic
Risk based capital modelling for P&C insurers and financial sensitivity Laura Ballotta; Nino Savell Paper Academic
Trifurcation: An Approach to Analysing the Impact of Risk Treatment Alternatives Daniel Bar Yaacov, PhD
David Ingram, CERA, FRM, PRM 		Paper Academic
Stochastic Optimization of Risk Functions via Parametric Smoothing Prof. Dr. Kurt Marti, Prof. Dr. Yuri Ermoliev, Prof. Dr. Georg Pflug, Paper Academic
Longevity Swaps: An Effective, Innovative Way To Manage The Longevity Risk Impact Of Solvency II Tom OSullivan Paper Academic
U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks Shaun S. Wang, John A. Major, Charles H. Pan, Jessica W.K. Leong Paper Commercial
Extreme Risks - 2013 Towers Watson Paper Commercial
Global Risk Management Survey 2015 AON Paper
Enterprise risk management: A systems-thinking framework for the event identification phase Ed O'Donnell Paper Academic
Enhancing Board Oversight: Avoiding and Challenging Traps and Biases in Professional Judgment KPMG LLP: Steven M. Glover & Douglas F. Prawitt Paper Academic
Risk-minimising investment strategies Ursula Theiler Paper Academic
Vision on Own Risk and Solvency Assessment (ORSA) Good Practice ORSA Working Group of the Dutch Association of Insurers ( Paper Academic
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