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  • Some of the documents listed may now be out of date or superseded.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
Asset Liability Management Risk Optimisation of Insurance Portfolios Charles L Gilbert, Victor SF Wong Article Commercial
Mortality Risk Modeling:Applications to Insurance Securitization Samuel H. Cox, Yijia Lin and Hal Pedersen Paper Academic
Population ageing and fiscal sustainability of Finland: a stochastic analysis Jukka Lassila, Tarmo Valkonen Paper Academic
Copula Phase Transitions Report Michael A. Ekhaus
Gibraltar Analytical, LLC 		Paper Academic
Pluvial extreme event risk appraisal techniques with recent applications in Ireland and the UK Ronnie Falconer, Peter Smyth and Lewis Maani Paper Commercial
In Measuring the Benefits of Enterprise Risk Management in Insurance: An Integration of Economic Value Added and Balanced Score Card Approaches Dr. Madhu Acharyya Paper Academic
Longevity Risk Pricing Jiajia Cui Paper Academic
Modelling extreme market events Ralph Frankland; Andrew D Smith; Timothy Wilkins; Elliot Varnell; Andy Holtham; Enrico Biffis; Seth Eshun; David Dullaway Paper Academic
Evolution of Loss Reserve Risk Thomas Conway, ACAS, MAAA
Mark McCluskey 		Paper Commercial
Business, Governments and Political Risk in South Asia and Latin America since 1970 Geoffrey Jones & Rachael Comunale Paper Academic
Longevity Bonds - a Financial Market Instrument to Manage Longevity Risk Governor Jens Thomsen and Jens Verner Andersen Paper Academic
The Use of an Economic Capital Model within and Enterprise Risk Management framework S&P; David Ingram Article Commercial
EDHEC European Real Estate Investment and Risk Management Survey Frdric Ducoulombier Article Academic
Catastrophe Risk Financing in the US and the EU:A Comparative Analysis of Alternative Regulatory Approaches Robert W. Klein, Shaun Wang Paper Academic
Guidance Paper On Enterprise Risk Management For Capital Adequacy And Solvency Purposes INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS Paper Academic
Insurance risk capital for the Sparre Andersen model with geometric L Werner Huerlimann Paper Academic
Simplified stage-based modelling of multi-stage stochastic programming problems Ronald Hochreiter Article Academic
Mortality and Longevity: a Risk Management Perspective Ermanno Pitacco Paper Academic
Longevity and disability risk analysis in enhanced life annuities Susanna Levantesi and Massimiliano Menzietti Paper Academic
Deloitte - Management of Operational Risks in Insurance Deloitte and University of St Gallen Article Academic
Political Risk Reinsurance Pricing - A Capital Market Approach Athula Alwis, Vladimir Kremerman, Yakov Lantsman, Jason Harger & Junning Shi Paper Commercial
The Value of Corporate Risk Management PETER MACKAY, SARA B. MOELLER Paper Academic
Future Trends in Morbidity and Mortality in Europe Elena Muth and Gabriele Doblhammer Paper Academic
Risk Management Terminology Shinichi Kamiya
Peng Shi
Joan Schmit
Marjorie Rosenberg 		Paper Academic
Modelling and Management of Mortality Risk: A Review Andrew J.G. Cairns, David Blake, Kevin Dowd Paper Academic
Potential Impact of Pandemic Influenza on the U.S. Life Insurance Industry Jim Toole, FSA, MAAA MBA Actuaries, Inc. Paper Academic
Contagion Risk in the International Banking System and Implications for London as a Global Financial Center Jorge A. Chan-Lau, Srobona Mitra, and Li Lian Ong Paper Academic
The Nature, Extent and Economic Impact of Fraud in the UK Michael Levi, John Burrows, Matthew H. Fleming and Matthew Hopkins Paper Academic
Financial contagion and intra-group spillover effects Bernhard Mayr Paper Academic
Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management Andrew Marshall, Pauline Weetman Paper Academic
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