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  • Some of the documents listed may now be out of date or superseded.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 Sort descending Author Publication Type Resource Type
Combined Optimization of Portfolio and Risk Exposure of an Insurance Company Daniel O. Cajueiro and Takashi Yoneyama Article Academic
Application of Structural Equation Modelling to the Linkage of Risk Management, Capital Management and Financial Management for the Insurance Industry Min-Ming Wen Hong-Jen Lin Patricia Born Paper Academic
Risk Assessment of Extreme Events Rae ZimmermanVicki M. Bier Paper Academic
Pricing and Hedging Guaranteed Annuity Options via
Static Option Replication
Antoon Pelseer Paper Academic
A Risk Management Standard Institute of Risk Management Article Academic
Managing Political Risk - A Contextual Approach Martin Lindeberg & Staffan Mörndal Paper Academic
Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates Andrew Kuritzkes, Til Schuermann, Scott M. Weiner Article Commercial
Banking on Trust: Managing Reputation Risk in Financial Services Organizations Susan V. Scott Paper Academic
Insurance Fraud Richard A. Derrig Paper Academic
Higgs Report Derek Higgs Paper Academic
Theory and Practice of Model Risk Management Riccardo Rebonato Paper Academic
Enterprise Risk Management : From Incentives to Controls Lam, James Academic
Actuarial practice and control: objectives and capabilities Gribble, Julian D. Paper Academic
Internal Control For Insurance Undertakings CEIOPS Paper Commercial
The Effect of Corporate Governance on the Use of Enterprise Risk Management: Evidence From Canada Anne E. Kleffner, Ryan B. Lee and Bill McGannon Paper Academic
Asymmetric Exposure to Foreign-Exchange Risk: Financial and Real Option Hedges Implemented by U.S. Multinational Corporations David A. Carter, Christos Panzalis, Betty J. Simkins Paper Academic
Merging Asset Allocation and Longevity Insurance: An Optimal Perspective on Payout Annuities Peng Chen, Moshe A. Milevsky Paper Academic
Audit Risk, Complex Technology, & Auditing Processes Jagdish Pathak, Mary R. Lind Paper Academic
The Tyson Report Professor Laura Dandre Tyson, Paper Academic
Effect of Corporate Governance on Bond Ratings and Yields: The Role of Institutional Investors and Outside Directors Sanjeev Bhojraj, Cornell University & Partha Sengupta, University of Maryland Article Academic
Securitization of Mortality Risks in Life Annuities SAMUEL H. COX AND YIJIA LIN Paper Academic
A global framework for insurer solvency assessment IAA Paper Academic
Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes Claudia Klppelberg, Andreas E. Kyprianou and Ross A. Maller Paper Academic
Project risk management: lessons learned from software development environment Y.H. Kwak, J. Stoddard Paper Academic
Audit Risk Antoinetta Muraca Article Academic
Enterprising Views of Risk Management Russ Banham Article Commercial
The Management Of Legal Risk By Financial Institutions Roger McCormick Article Academic
Natural Hedging of Life and Annuity Mortality Risks SAMUEL H. COX AND YIJIA LIN Paper Academic
Enterprise Risk Management — Integrated Framework (2004) PricewaterhouseCoopers Paper Commercial
Enterprise Risk Management — Integrated Framework (2004) - Application Techniques PricewaterhouseCoopers Paper Academic