Below are some external links to websites which may be of interest:

Arizona Captive Insurance Association (AzCIA)
http://www.azcia.org/

Bermuda Insurance Market
http://www.bermuda-insurance.org/

British Columbia Captive Insurance Association (BCCIA)
http://www.bccia.com/

Captive Insurance Companies Association (CICA)
http://www.captiveassociation.com/

Cayman Insurance Managers Association (CIMA)
http://www.cima.ky/

Dublin International Insurance and Management Association (DIMA)
http://www.insuranceireland.com/

Guernsey Financial Services Commission (GFSC)
http://www.gfsc.guernseyci.com/

Hawaii Captive Insurance Council (HCIC)
http://www.hawaiicaptives.com/

New York State Insurance Department
http://www.nycaptives.com/

Risk and Insurance Management Society
http://www.rims.org/

South Carolina Captive Insurance Association (SCCIA)
http://www.sccia.org/

The Captive Insurance Council of the District of Columbia (CIC-DC)
http://www.dccaptives.org/

Vermont Captive Isurance Association (VCIA)
http://www.vcia.com/

American Risk Retention Coalition (ARRC)
http://www.arrcoalition.org/

National Association of Insurance Commissioners (NAIC)  
http://www.naic.org/

National Risk Retention Association (NRRA)
http://www.nrra-usa.org/

Nevada Captive Insurance Association (NCIA)
http://www.nvcaptive.com/