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  • Some of the documents listed may now be out of date or superseded.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
Model Risk Management: Quantitative and Qualitative Aspects Management Solutions Paper Commercial
Model risk mitigation and cost reduction through effective design PWC Article Commercial
Model risk mitigation and cost reduction through effective documentation PWC Article Commercial
Model Risk of Risk Models Jon Danielsson, Kevin James, Marcela Valenzuela, Ilknur Zer Paper Academic
Model risk of risk models Jon Danielsson, Kevin R. James, Marcela Valenzuela, Ilknur Zerd Paper Academic
Model uncertainty in risk capital measurement Valeria Bignozzi, Andreas Tsanakas Paper Academic
Model validation for insurance enterprise risk and capital models Markus Stricker Shaun Wang Stephen J. Strommen(For Casualty Actuarial Society) Paper Academic
Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading Nan Zhao Paper Commercial
Modeling Parameter Risk in Premium Risk in Multi-Year Internal Models Dorothea Diers, Martin Eling, Marc Linde Paper Academic
Modeling Policyholder Behavior for Life Assurance and Annuity Products Jason Campbell, Michael Chan, Kate Li, Anand Rao Louis Lombardi, Lucian Lombardi, Marianne Purushotham, Academic
Modeling Political Risk Insurance: Utility Maximization Perspective Chao-Chun Leng & Min-Ming Wen Paper Academic
Modeling the Unemployment Risk in Insurance Products Terence Narine Paper Academic
Modelling and Management of Longevity Risk Andrew J.G. Cairns Paper Academic
Modelling and Management of Mortality Risk: A Review Andrew J.G. Cairns, David Blake, Kevin Dowd Paper Academic
Modelling and Managing Basis Risk Dr. Pin Chung, Vice President, Allianz Investment ManagementDr. Thiemo Krink, Director, Allianz Investment Management Paper Academic
Modelling and optimization of risk Pavlo Krokhmal, Michael Zabarankin, Stan Uryasev 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
Modelling firm resources –enterprise risk management relationships: An empirical finding using PLS-SEM Noraznira Abd Razak, Zuriah Ab Rahman, Halimahton Borhan Paper Commercial
Modelling of Policyholder Behaviour for Life Assurance and Annuity Products Society of Actuaries Paper Academic
Modelling operational risk in the insurance industry Julie Gamonet, SCOR Paper Academic
Modelling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms Christian Eckert, Nadine Gatzert Paper Academic
Modelling the 1-in-200 Risks Peter Ulrich and Chris Ordowich Article Commercial
Modelling the liquidity premium on corporate bonds Paul R.F. van Loon, Andrew J.G. Cairns, Alexander J. McNeil & Alex Veys
Modelling Transparency in Disclosure: The Case of Foreign Exchange Risk Management Andrew Marshall, Pauline Weetman Paper Academic
Modern risk management through the lens of the ethical organizational culture Douglas Jondle T. Dean Maines Michelle Rovang Burke Peter C. Young Paper Academic
Money is no object: Understanding the evolving cryptocurrency market PwC Article Commercial
Moral Hazard in Health Insurance: What We Know and How We Know It Liran Einav and Amy Finkelsteiny Paper Academic
Mortality and Longevity: a Risk Management Perspective Ermanno Pitacco Paper Academic
Mortality Improvement and Longevity Risk: Implication for Insurance Company in China Xiaojun Wang Article Academic
Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance Nadine Gatzert, Hannah Wesker Paper Academic
Displaying 571 - 600 of 951