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  • Some of the documents listed may now be out of date or superseded.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
Securitization of Catastrophe Mortality Risks Yijia Lin, Samuel H. Cox Paper Academic
Securitization of longevity risk using percentile tranche methods Yangho Choi and Changki Kim Paper Academic
Securitization of Mortality Risks in Life Annuities SAMUEL H. COX AND YIJIA LIN Paper Academic
Should the insurance industry be banking on risk escalation for solvency II? Cormac Bryce, Rob Webb, Carly Cheevers, P. Ring, G Clark Paper Academic
Simple Tools and Techniques for Enterprise Risk Management Chapman, Robert J. Academic
Simplified stage-based modelling of multi-stage stochastic programming problems Ronald Hochreiter Article Academic
Single-name concentration risk in credit portfolios: a comparison of concentration indices Raffaella CalabreseUniversity College DublinFrancesco PorroUniversit`a degli Studi di Milano-Bicocca Paper Academic
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall Tim J. Boonen Paper Academic
Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties 		RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
SolvencyII standard formula: Volume measure for premium risk Lamia Amouch, Jeff Courchene and Vincent Robert
Sound ERM captures stakeholder biases: Why behavioural risk matters Towers Watson Article Commercial
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
Start-up managers need to consider vendor management Daniel Page Article Commercial
Stepping Stones to ORSA: Looking beyond the preparatory phase to Solvency II Milliman: Sinead Clarke, Eamonn Phelan Paper Commercial
Stochastic modelling of catastrophe risks in DFA models Dorothea Diers 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
Stochastic Optimization of Risk Functions via Parametric Smoothing Prof. Dr. Kurt Marti, Prof. Dr. Yuri Ermoliev, Prof. Dr. Georg Pflug, Paper Academic
Strategic Management of Insurance Company Risk CRAIG R. RAYMOND, Panelists: HELEN GALT, MARY GOTTSCHALK C. NELSON STROM Article Academic
Strategic risk management: Facilitating riskbased insurance decisions Joseph Calandro, Jr. Paper Commercial
Strategic Risk, Risk Perception and Risk Behaviour: Meta-Analysis Cooper, Tom; Faseruk, Alex Paper Academic
Strengthening Enterprise Risk Management for Strategic Advantage COSO Paper Commercial
Study of Risk Management - Everis Everis Article Academic
Study on Assess of Enterprise Risk Management in China Based on Entropy Weight/TOPSIS Method Li Nan Paper Academic
Successful Implementation of Enterprise Risk Management in State Transportation Agencies Dr. David Rose, Dr. Keith R. Molenaar, Dr. Amy Javernick-Will, Dr. Matthew Hallowell, Christopher Senesi , Tim McGuire Paper Commercial
Supervisory Letter - Concentration Risk National Credit Union Association Article Commercial
Supporting strategic success through enterprise-wide reputation risk management Nadine Gatzert, Joan Schmit Paper Academic
Survivor Bonds: Helping to Hedge Mortality Risk David Blake and William Burrows Paper Academic
Sustainability of Earnings: A Framework for Quantitative Modelling of Strategy, Risk, and Value Neil Bodoff, FCAS, MAAA Paper Commercial
Sustainability Risk Management (SRM): An Extension of Enterprise Risk Management (ERM) Concept Nazliatul Aniza Abdul Aziz, Norlida Abdul Manab, Siti Norezam Othman Paper Academic
Swiss Re SONAR
New emerging risk insights 		SwissRe Article Commercial
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