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  • Some of the documents listed may now be out of date or superseded.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
Integration and Use of Enterprise Risk Management Information Amelia Ho Paper Academic
Overview of the MOF Risk Management Discipline Microsoft Article Commercial
Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates Maria Giuseppina Brunoa, Emanuela Camerinia & Alvaro Tomassetti 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
A global framework for insurer solvency assessment IAA Paper Academic
Longevity risk McWilliam, Emma Book Academic
Simple Tools and Techniques for Enterprise Risk Management Chapman, Robert J. Academic
Quantitative Risk Management: Concepts, Techniques and Tools Mc Neil, Frey & Embrechts Academic
Essentials of Risk Management, The : The Definitive Guide for the Non-risk Professional Michel Crouhy; Dan Galai; Robert Mark Book Academic
Financial Enterprise Risk Management Sweeting, Paul Book Academic
Mortality Risk Modeling:Applications to Insurance Securitization Samuel H. Cox, Yijia Lin and Hal Pedersen Paper Academic
Natural Hedging of Life and Annuity Mortality Risks SAMUEL H. COX AND YIJIA LIN Paper Academic
Securitization of Mortality Risks in Life Annuities SAMUEL H. COX AND YIJIA LIN Paper Academic
Enterprise Risk Management : From Incentives to Controls Lam, James Academic
Modelling and Management of Longevity Risk Andrew J.G. Cairns Paper Academic
Using Life Settlements to Hedge the Mortality Risk of Life Jennifer L. Wang, Ming-Hua Hsieh, Chenghsien Tsai Paper Academic
Mortality and Longevity: a Risk Management Perspective Ermanno Pitacco Paper Academic
Quantifying and managing extreme mortality risk of life insurers Milliman Article Commercial
Report of the Society of Actuaries Alternative Tools for Mortality Risk Management Survey Subcommittee SOA Paper Academic
Modelling and Management of Mortality Risk: A Review Andrew J.G. Cairns, David Blake, Kevin Dowd Paper Academic
Securitization of Catastrophe Mortality Risks Yijia Lin, Samuel H. Cox Paper Academic
Survivor Bonds: Helping to Hedge Mortality Risk David Blake and William Burrows Paper Academic
Mortality Risk and its Effect on Shortfall and Risk Management in Life Insurance Nadine Gatzert, Hannah Wesker Paper Academic
Pricing Futures and Futures Options with Basis Risk Chou-Wen Wang, TaiwanTing-Yi Wu Paper Academic
Modelling and Managing Basis Risk Dr. Pin Chung, Vice President, Allianz Investment ManagementDr. Thiemo Krink, Director, Allianz Investment Management Paper Academic
Pricing and Hedging Guaranteed Annuity Options via
Static Option Replication 		Antoon Pelseer Paper Academic
Interest rate risk factors in the Australian bond market Michael Sherris Paper Academic
Pricing rate of return guarantees in a heath Jarrow Morton framework KRISTIAN R. MILTERSEN AND SVEIN-ARNE PERSSON Paper Academic
Interest Rate Risk Modelling Sanjay K. Nawalkha Paper Academic
Efficient methods for valuing interest rate derivatives Antoon Pelseer Academic
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