Risk Management
Task Force

Risk Management Library

 

Books are listed alphabetically, by title. The subgroup referencing the text is denoted by the small icon,
but these listings or synopses are not endorsements by the Task Force or the Society of Actuaries for
any of the sources, authors or publishers.

Texts available from the Society of Actuaries' Library are denoted with the icon.

Beyond Value at Risk: The New Science of Risk Management
Dowd
Wiley (1998)

Corporate Risk Strategies and Management
Brown, Chew
Risk Books (1999), Hardcover (436 pages)

Enterprise Risk Management: From Incentives to Control
Lam
Wiley, 2003, 319 pages

Enterprise-wide Risk Management: Strategies for Linking
Risk and Opportunity

Deloach, Temple
Financial Times Management (2000), Paperback

Extremes and Integrated Risk Management
(available from SOA)
Embrechts et al
Risk Books, Hardcover (297 pages)

Extreme Value Distributions: Theory and Application
Kotz, Nadarajah
Imperial College Press (2001), Hardcover (185 pages)

Financial Risk Manager Handbook 2001/2002
(available from SOA)
Jorion
Wiley (2002), 800 pages

Integrated Risk Management: Techniques and Strategies for Managing
Corporate
Risk
Doherty
McGraw-Hill (2000), Hardcover (646 pages)

Internal Credit Risk Models: Capital Allocation and Performance
Ong
Risk Books (1999)

Introduction to Copulas
Nelsen, Krickeberg
Springer Verlag (1999), Paperback (216 pages)

An Introduction to Statistical Modeling of Extreme Values
Coles
Springer (2001)

Measuring and Managing Operational Risks in Financial Institutions: Tools,
Techniques and Other Resources

Marshall
Wiley (2001)

Model Risk: Concepts, Calibration and Pricing
Gibson
Risk Books (2000)

Modelling Extremal Events for Insurance and Finance
(available from SOA)
Embrechts et al
Springer Verlag (2000), Hardcover (645 pages)

The Professional’s Handbook of Financial Risk Management
Lore, Borodovsky
Butterworth Heinemann (2000), Hardcover (832 pages)

Time Series Analysis
Hamilton
Princeton University Press (1994), Hardcover (820 pages)


Subgroups
CRM - Credit Risk Management | ECCA - Economic Capital Calculation and Allocation
ERM- Enterprise Risk Management | EM - Equity Modeling | EVM - Extreme Value Models
HRM - Health Risk Management | PBT - Policyholder Behavior in the Tail | PFR - Pricing for Risk
RBC - Risk Based Capital Covariance | RMM - Risk Management Metrics

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