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  • Some of the documents listed may now be out of date or superseded.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
Solvency II Standard Formula and NAIC Risk-Based Capital (RBC)

Report 3 of the CAS Risk-Based Capital (RBC) Research Working Parties 		RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
ORSA Milliman
Eamonn Phelan
Padraic O'Malley 		Paper Commercial
Life Insurance Regulatory Structures and Strategy: EU Compared to US PricewaterhouseCoopers LLPMary Bahna-Nolan, James Isherwood, Brian Paton,David Scheinerman, Jeffrey Schlinsog, and Sunil Sen Paper Commercial
Global insurance supervision is changing: Monitor and prepare Towers Watson Article Commercial
A Review of Historical Insurance Company Impairments RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
CAS Research Working Party on Risk-Based Capital Dependencies and Calibration Report 1: Overview of Dependencies and Calibration in the RBC Formula RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Risk Based Capital Covariance ProjectBibliography Donald F BehanSamuel H Cox Paper Academic
Risk Management Terminology Shinichi Kamiya
Peng Shi
Joan Schmit
Marjorie Rosenberg 		Paper Academic
Enterprise Risk Management from the General Insurance Actuarial Perspective M. H. Tripp, C. Chan, S. Haria, N. Hilary, K. Morgan, G. C. Orros, G. R. Perry
and K. Tahir-Thomson 		Paper Academic
A common risk classification system for the Actuarial Profession - A Discussion Paper P.O.J. Kelliher, D. Wilmot, J.Vij, P.J.M. Klumpes Paper Academic
2011 Research - Short-Term Project Report: A Report of the CAS Underwriting Risk Working Party CAS Underwriting Risk Working Party Paper Academic
Reading List: Risk Management 2011-2012 Scott McLachlan, Institute and Faculty of Actuaries Paper Academic
Review of the Literature on Enterprise Risk Management Ahmad Rizal Razali
Izah Mohd Tahir 		Paper Academic
Risk-Based Capital (RBC) Reserve Risk Charges RBC Dependencies and Calibration Working Party (DCWP) Paper Academic
Entity-wide risk management for pension funds M. H. D. Kemp and C. C. Patel Paper Academic
An Application of Modern Social Sciences - Techniques to reverse stress testing at the UK Pension Protection Fund JP Charmaille
MG Clarke
N Cantle
LMK Currie 		Paper Academic
Enterprise Risk Management at the UK pension protection fund JP Charmaille
MG Clarke 		Paper Academic
Modelling operational risk in the insurance industry Julie Gamonet, SCOR Paper Academic
Managing and Measuring Operational Risk for companies in Asia SAS ERM Working Party Paper Academic
Operational risk modelling framework Milliman: Joshua Corrigan, Paola Luraschi Article Commercial
Operational risk under Solvency II: A brief overview of current approaches Milliman: Dominic Clark, Henny Verheugen, Jeremy Kent, Neil Cantle Paper Commercial
A New Approach for Managing Operational Risk: Addressing the Issues Underlying the 2008 Global Financial Crisis Ali Samad Paper Academic
Operational Risk Management CRO Forum Paper Commercial
ERM in insurance groups: Measuring risk concentration and default risk Gatzert, Nadine; Schmeiser, Hato; Schuckmann, Stefan Paper Academic
ERM - Credit Rating and Hedging Impacts (Do credit ratings incorporate firms' risk management?) Paul Klumpes Paper Academic
Enterprise Risk Management: Its Origins and Conceptual Foundation Gerry Dickinson Paper Academic
Analyzing Firm Performance in theInsurance Industry Using Frontier Efficiency Methods J. David CumminsMary A. Weiss Paper Academic
Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry J. David Cummins, Hongmin Zi Paper Academic
Making use of internal Captial Models Yuriy Krvavych Paper Commercial
Risk based capital modelling for P&C insurers and financial sensitivity Laura Ballotta; Nino Savell Paper Academic
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