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Enablers for the adoption of contactless payment during the COVID-19 pandemic : cross analysis between Asian and European regions
Haikel-Elsabeh, Marie; Baudier, Patricia; Kondrateva, Galina - In: Revue Gestion 2000 : management & prospective 39 (2022) 4, pp. 67-88
Persistent link: https://www.econbiz.de/10014247212
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Essays on operational risk in the financial services industry
Hess, Christian - 2011
Persistent link: https://www.econbiz.de/10009510440
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Computing the mean and the variance of the cedent's share for largest claims reinsurance covers
Hess, Christian - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 497-504
Persistent link: https://www.econbiz.de/10009517613
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Can the single-loss approximation method compete with the standard monte carlo simulation technique?
Hess, Christian - In: The journal of operational risk 6 (2011) 2, pp. 31-43
Persistent link: https://www.econbiz.de/10009236372
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The impact of the financial crisis on operational risk in the financial services industry : empirical evidence
Hess, Christian - In: The journal of operational risk 6 (2011) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10008937386
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The impact of the financial crisis on operational risk in the financial services industry : empirical evidence
Hess, Christian - In: The journal of operational risk 6 (2011) 1, pp. 23-35
Persistent link: https://www.econbiz.de/10009911460
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Can the single-loss approximation method compete with the standard monte carlo simulation technique?
Hess, Christian - In: The journal of operational risk 6 (2011) 2, pp. 31-43
Persistent link: https://www.econbiz.de/10009911464
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Tightness conditions and integrability of the sequential weak upper limit of a sequence of multifunctions
Castaing, Charles; Hess, Christian; Saadoune, Mohamed - In: Advances in mathematical economics 11 (2008), pp. 11-44
Persistent link: https://www.econbiz.de/10003687457
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Tightness conditions and integrability of the sequential weak upper limit of a sequence of multifunctions
Castaing, Charles; Hess, Christian; Saadoune, Mohamed - In: Advances in mathematical economics 11 (2008), pp. 11-44
Persistent link: https://www.econbiz.de/10009902307
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Computing the mean and the variance of the cedent's share for largest claims reinsurance covers.
Hess, Christian - Université Paris-Dauphine - 2009
We present mathematical results allowing one to evaluate the moments of order 1 and 2 of the cedent's share in the framework of reinsurance treaties based on ordered claimsizes. These results consist of closed analytical formulas that do not involve any approximation procedure. This is...
Persistent link: https://www.econbiz.de/10008492133