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  • Some of the documents listed may now be out of date or superseded.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
Optimising Life Reinsurance strategy under risk-based capital measures Tatyana Egoshina, Sandra Haas, Chris Lewis, Scott Mitchell, Jillian Wood Article Commercial
Optimization of the Non-Life Insurance Risk Diversification in Solvency II Werner Hurlimann Article Academic
Optimization Models for Insurance Portfolio Optimization in the Presence of Background Risk E. O. Oyatoye and K. K. Arogundade Paper Academic
Modelling and optimization of risk Pavlo Krokhmal, Michael Zabarankin, Stan Uryasev Paper Academic
Portfolio Optimisation Using Value at Risk Vinay Kaura Paper Academic
Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach KRVAVYCH, Yuriy Paper Academic
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints Pauline Barrieu, Henri Louberge Paper Academic
Guaranteed Optimization in Insurance of Catastrophic Risks Boris V. Digas, Yuri M. Ermoliev, Arkadii V. Kryazhimskii Paper Academic
Price Optimization For New Business Profit and Growth Towers Watson Article Commercial
Possible Unintended Consequences of Basel III and Solvency II Ahmed Al-Darwish, Michael Hafeman, Gregorio Impavido, Malcolm Kemp, and Padraic O' Malley Paper Academic
A Critical Analysis of the Solvency II Proposals René Doff Paper Academic
Enterprise Risk Management: Why the Ethics and Compliance Function Adds Value John Dienhart, Ph.D.Frank Shrontz Chair for Business EthicsSeattle University Paper Academic
Enterprise Risk Management and global compliance in the corporate governance context: The General Counsel William L. Deckelman, Jr.CSC Paper Academic
Corporate governance & risk management GARP Paper Commercial
The fundamental principles of financial regulation Markus Brunnermeier, Princeton University, Andrew Crocket, JPMorgan Chase, Charles Goodhart, London School of Economics, Martin Hellwig, Max Planck Institute, Avinash D. Persaud, Chairman. Intelligence Capital Limited, Hyun Shin, Princeton University Paper Academic
Enterprise risk management: A critical tool for strategic decision-making Linda Conrad - Director of Strategic Business Risk, Zurich Services Corporation
Chris Yau - Senior Manager - Global Products and Services Development, SGS 		Paper Commercial
Aligning Enterprise Risk Management with Strategy Through the BSC: The Bank of Tokyo-Mitsubishi Approach Takehiko Nagumo, Senior Manager, Corporate Planning Office, Bank of Tokyo-Mitsubishi (Tokyo) Article Commercial
Incorporating Strategic Risk into Enterprise Risk Management Stephen GATES, Professeur Audencia Nantes Ecole de Management Paper Academic
Toward a Strategy for Enterprise Risk Management: Building a Foundation to Mitigate Fraud in a Cross-Channel Environment Quattro Procesing Services Paper Commercial
Johnson & Johnson: Framework for Enterprise Risk Managament Johnson & Johnson Paper Commercial
The Strategic Implications of Enterprise Risk Management: A Framework Ezeosa Dafikpaku Paper Academic
Application of Actuarial Science to Systemic Risks Shaun Wang
Professor, Georgia State University
Chairman, Risk Lighthouse LLC 		Paper Academic
Systemic Risk and Regulation of the U.S. Insurance Industry J. David Cummins and Mary A. Weiss Paper Academic
Risk Management at Crunch Time: Are Chief Risk Officers Compliance Champions or Business Partners? Anette Mikes, Harvard Business School Paper Academic
Policyholder Behaviour in the tail: UL with secondary guarantee survey - 2013 Results Society of Actuaries Paper Academic
ERM and the Insurance Industry: Investigating the Source of Value RD Phillips, MF Grace, P Shimpi Paper Commercial
The Evolving Role of the CRO Economist Intelligence Unit - Alasdair Ross, Gareth Lofthouse Paper Commercial
Risk Management for an era of greater uncertainty Accenture (foreword by Steve Culp, Global Managing Director Accenture Risk Management) Paper Commercial
Reflecting Risk in Pricing Survey Report Donna Megregian, Rob Stone, Wing Wong, Oliver Gillespie, Margaret O'Connor Paper Commercial
Operational Risk in Life Insurers Nick Dexter, KPMG Patrick Kelliher, Scottish Widows Life Operational Risk Working Party Article Academic
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