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  • Some of the documents listed may now be out of date or superseded.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
Optimising Life Reinsurance strategy under risk-based capital measures Tatyana Egoshina, Sandra Haas, Chris Lewis, Scott Mitchell, Jillian Wood Article Commercial
Optimization Models for Insurance Portfolio Optimization in the Presence of Background Risk E. O. Oyatoye and K. K. Arogundade Paper Academic
Optimization of Dynamic Portfolio Insurance Model Yuan Yao Paper Academic
Optimization of the Enterprise Risk Portfolio Eivind Helland, Kjell Garatun-Tjeldsto Paper Academic
Optimization of the Non-Life Insurance Risk Diversification in Solvency II Werner Hurlimann Article Academic
Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model Qicai Li and Mengdi Gu Paper Academic
Optimizing enterprise risk management: a literature review and critical analysis of the work of  Wu and Olson Yongrok Choi, Xiaoxia Ye, Lu Zhao, Amanda C. Luo Article Academic
ORSA Milliman
Eamonn Phelan
Padraic O'Malley 		Paper Commercial
ORSA process implementation for internal stakeholders Ger Bradley, Zohair Motiwalla, Padraic O'Malley, Eamonn Phelan Paper Commercial
ORSA— A Regulator’s Point of View Stephen Manly, Emilie Bouchard Article Academic
Overview of Longevity De-Risking and Longevity Risk Capital Emma McWilliam Article Commercial
Overview of the MOF Risk Management Discipline Microsoft Article Commercial
Own Risk and Solvency Assessment: Origins and Implications for Enterprise Risk Management David Pooser, Paul Walker Paper Academic
Parameter Uncertainty Brian Hartman, Robert Richardson, Rylan Bateman Paper Academic
Paying for Future Catastrophes ERWANN MICHEL-KERJAN and HOWARD KUNREUTHER Article Academic
Pension Risk Management in the Enterprise Risk Management Framework Yijia Lin, Richard D. MacMinn, Ruilin Tian, Jifeng Yu Paper Academic
Pension Risk: Risk Management for Pension Schemes Pension Risk Working Party: Peter Byrne; Ross Mitchell; David O'Sullivan; Ian Sykes Paper Academic
People Get Ready: Disaster Preparedness HOWARD KUNREUTHER
ERWANN MICHEL-KERJAN 		Paper Academic
Physical and socio-economic trends in climate-related risks and extreme events, and their implications for sustainable development United Nations Framework Convention on Climate Change Paper Academic
Placing a Value on Enterprise Risk Management KPMG Article Commercial
Pluvial extreme event risk appraisal techniques with recent applications in Ireland and the UK Ronnie Falconer, Peter Smyth and Lewis Maani Paper Commercial
Policyholder Behaviour in the tail: UL with secondary guarantee survey - 2013 Results Society of Actuaries Paper Academic
Political risk insurance and its effectiveness in supporting private sector investment in fragile states Hannah Mayer Paper Academic
Political Risk Reinsurance Pricing - A Capital Market Approach Athula Alwis, Vladimir Kremerman, Yakov Lantsman, Jason Harger & Junning Shi Paper Commercial
Political risk reinsurance pricing - a methodology proposal Eric Dal Moro, Géraud Hubinois Paper Academic
Political Risk: Concepts, Definitions, Challenges Cecilia Emma Sottilotta Paper Academic
Population ageing and fiscal sustainability of Finland: a stochastic analysis Jukka Lassila, Tarmo Valkonen Paper Academic
Portfolio Optimisation Using Value at Risk Vinay Kaura Paper Academic
Possible Unintended Consequences of Basel III and Solvency II Ahmed Al-Darwish, Michael Hafeman, Gregorio Impavido, Malcolm Kemp, and Padraic O' Malley Paper Academic
Potential Impact of Pandemic Influenza on the U.S. Health Insurance Industry Report Jim Toole, FSA, CERA, MAAA MBA Actuaries, Inc. Paper Academic
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