On modeling contagion in the formation of operational risk loss
Year of publication: |
2021
|
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Authors: | Gao, Xiang ; Wang, Zhan |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 16.2021, 2, p. 1-17
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Subject: | contagion | network structure | operational risk | loss distribution approach | exponential distribution | Pareto distribution | Operationelles Risiko | Operational risk | Finanzdienstleistung | Financial services | Theorie | Theory | Statistische Verteilung | Statistical distribution | Verlust | Loss | Ansteckungseffekt | Contagion effect |
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