www.risklab.ch

This is the home page of RiskLab, Switzerland.  A good set of papers on risk in general, especially focused on market-related risks but also on risk aggregation, risk measures and economic capital are available.

www.systemdynamics.org

A site devoted to the field of system dynamics.  System dynamics is used to analyze risk in complex systems.  In the insurance field, system dynamics is increasingly used in the modelling of catastrophes and operational risk.  There is a useful distance learning section, including a useful on-line book. 

www.physics.ucsb.edu/~complex/research/hot.htm

Another academic site, containing research that about the relationship of frequency and severity for catastrophes.

fic.wharton.upenn.edu/fic/papers.html

The Financial Institutions Centre of the Wharton School of the University of Pensylvania.  A "Google" search engine takes you to a wide and varied list of papers on subjects such as risk based capital for insurers through to more general risk management for insurers.

www.ermii.org/

The website of the ERM Institute International is a US non-profit educational and research organisation.  It has downloadable research papers on a number of enterprise risk topics as well as news articles.  It also has the basis for accreditation of educational courses with regards to ERM-II.

search.actuaries.org/

This is the COVEO Enterprise Search:  a search engine for actuarial articles on risk.  Most articles are from the SOA but other organisations are included.