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Modelling and predicting enterprise-level cyber risks in the context of sparse data availability

Zängerle, Daniel; Schiereck, Dirk - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 2, pp. 434-462

Persistent link: https://www.econbiz.de/10014326500

Pricing and Risk Mitigation Analysis of a Cyber Liability Insurance using Gaussian, t and Gumbel Copulas – A Case for Cyber Risk Index

Shah, Anand - 2017

Cyber risk, a type of operational risk, is today considered a key component in the enterprise risk management framework. Under BASEL regulations, a bank could recognize the risk mitigating impact of the Cyber Liability Insurance (CLI) contract while calculating the minimum operational risk...

Persistent link: https://www.econbiz.de/10012969307

Risk prediction management and weak form market efficiency in Eurozone financial crisis

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: International review of financial analysis 30 (2013), pp. 384-393

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Diversifying systemic risk in agriculture

Feng, Xiaoguang; Hayes, Dermot James - In: Agricultural finance review 76 (2016) 4, pp. 512-531

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Multivariate VaRs for operational risk capital computation : a vine structure approach

Guégan, Dominique; Hassani, Bertrand K. - In: International journal of risk assessment and management … 17 (2013) 2, pp. 148-170

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Flexible dependence modeling of operational risk losses and its impact on total capital requirements

Brechmann, Eike; Czado, Claudia; Paterlini, Sandra - In: Journal of banking & finance 40 (2014), pp. 271-270

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Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model

Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Liu, Yezheng - In: International review of economics & finance : IREF 75 (2021), pp. 386-398

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Risk aggregation in non-life insurance : standard models vs. internal models

Eling, Martin; Jung, Kwangmin - In: Insurance / Mathematics & economics 95 (2020), pp. 183-198

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Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence

Chen, Zhang; Yang, Yu; Yun, Po - In: Finance research letters 32 (2020), pp. 1-10

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Hedging downside risk of oil refineries : a vine copula approach

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