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  • Some of the documents listed may now be out of date or superseded.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
Constructing a Risk Appetite Framework Society of Actuaries (Ireland) Paper Academic
Variable Annuities M. C. Ledlie, D. P. Corry, G. S. Finkelstein, A. J. Ritchie,
K. Su and D. C. E. Wilson 		Paper Academic
Model Risk of Risk Models Jon Danielsson, Kevin James, Marcela Valenzuela, Ilknur Zer Paper Academic
A Methodological Approach for Pricing Flood Insurance and Evaluating Loss Reduction Measures: Application to Texas Jeffrey Czajkowski
Howard Kunreuther
Erwann Michel-Kerjan 		Paper Academic
Pricing rate of return guarantees in a heath Jarrow Morton framework KRISTIAN R. MILTERSEN AND SVEIN-ARNE PERSSON Paper Academic
Enterprise Risk Management Measurement Method JUTHAMON SITHIPOLVANICHGUL Paper Academic
Risk Optimisation: Finding the Signal in the Noise Benedict Burnett, Simon O’Callaghan and Tom Hulme Paper Academic
Political Risk Reinsurance Pricing - A Capital Market Approach Athula Alwis, Vladimir Kremerman, Yakov Lantsman, Jason Harger & Junning Shi Paper Commercial
Risk capital allocation for RORAC optimization? Arne Buch, Gregor Dorfleitner, Maximilian Wimmer Paper Academic
Assessing the value and challenge of ERM implementation Towers Watson & Wisconsin School of Business Paper Commercial
Optimization of the Enterprise Risk Portfolio Eivind Helland, Kjell Garatun-Tjeldsto Paper Academic
Women on boards Davies Review Annual Report 2014 The Davies Steeting Group charied by Lord Davies of Abersoch Paper Academic
Assessing the Risks of Insuring Reputation Risk Nadine Gatzert, Joan Schmit, Andreas Kolb Paper Academic
Stochastic modelling of catastrophe risks in DFA models Dorothea Diers Paper Academic
Reserve Risk Dependencies under Solvency II and IFRS 4 perspective Ren Dahms Paper Academic
Actuarial Aspects of ERM for Insurance Companies IAA Paper Academic
The financial risk management of the Eurosystem’s monetary policy operations ECB Paper Commercial
Effective ERM Stakeholder Engagement Kailan Shang, FSA, CFA, PRM, SCJP Paper Academic
Effective ERM Stakeholder Engagement Kailan Shang Paper Academic
Application of Actuarial Science to Systemic Risks Shaun Wang
Professor, Georgia State University
Chairman, Risk Lighthouse LLC 		Paper Academic
Modelling operational risk in the insurance industry Julie Gamonet, SCOR Paper Academic
Enterprise Risk Management for Property-Casualty Insurance Companies Shaun Wang
Robert Faber 		Paper Academic
Communicating Investment Risk Maria McLaughlin, Colin Murray, Emily OGara, Marie Phelan, Hendri Solomon Paper Academic
On the Pricing of Longevity-Linked Securities Daniel Bauer, Matthias Borger, Jochen Ru Paper Academic
Interest Rate Risk Modelling Sanjay K. Nawalkha Paper Academic
The Effect Of Enterprise Risk Management Adoption To Shareholders Wealth And Firm's Riskiness Norlida Abdul Manaba, Zahiruddin Ghazali Paper Commercial
Risk management in the Alaska Arctic offshore: wicked problems require new paradigms Mandy Kampf and Sharman Haley Paper Academic
Modeling Political Risk Insurance: Utility Maximization Perspective Chao-Chun Leng & Min-Ming Wen Paper Academic
Deriving the optimal amount of Risk Capital for PL Insurance Companies utilising ALM Matthias Schmautz Paper Academic
The three lines of defence in effective risk management and control The Institute of Internal Auditors Paper Academic
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