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Operational risk modelling in insurance and banking

Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184

Persistent link: https://www.econbiz.de/10011567927

Szenarioanalysen und Stresstests in der Bank- und Versicherungspraxis : regulatorische Anforderungen, Umsetzung, Steuerung

Gruber, Walter (ed.); Martin, Marcus R. W. (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008651356

Das operationelle Risiko in Versicherungsunternehmen : eine theoretische und empirische Analyse auf Basis des Peaks-over-Threshold-Modells

Dölker, Annette - 2006

Persistent link: https://www.econbiz.de/10003357522

Tail dependency in operational risk models

Sheikh, Ahraz; Gavin, John - In: Operational risk : practical approaches to implementation, (pp. 13-21). 2005

Persistent link: https://www.econbiz.de/10003285523

Kollektive Risikotheorie der Versicherung und die Quantifizierung operationeller Risiken

Albrecht, Peter; Hess, Christian; Schwake, Edmund - In: Finanzierung, Investition und Entscheidung : …, (pp. 23-43). 2008

Persistent link: https://www.econbiz.de/10003690795

Impact of insurance for operational risk : is it worthwhile to insure or be insured for severe losses?

Peters, Gareth W.; Byrnes, Aaron D.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 287-303

Persistent link: https://www.econbiz.de/10008989317

Operational risk modeling

Anghelache, Gabriela; Olteanu, Ana Cornelia - In: Theoretical and applied economics : GAER review 18 (2011) 6, pp. 63-72

Persistent link: https://www.econbiz.de/10009580308

Impact of Insurance for Operational Risk : Is It Worthwhile to Insure or Be Insured for Severe Losses?

Peters, Gareth - 2017

Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach allows a provision for reduction of capital as a result of insurance mitigation of up to 20%. This paper studies diﬀerent insurance policies in the context of capital reduction for a range of extreme loss...

Persistent link: https://www.econbiz.de/10012954959

Operational risk and the Solvency II capital aggregation formula : implications of the hidden correlation assumptions

Cifuentes, Arturo; Charlin, Ventura - In: The journal of operational risk 11 (2016) 4, pp. 23-33

Persistent link: https://www.econbiz.de/10013177176

Irrational decisions and managing operational risk

Cannon, David M.; Godwin, Joseph H.; Goldberg, Stephen R. - In: The journal of corporate accounting & finance 20 (2008/09) 5, pp. 73-75

Persistent link: https://www.econbiz.de/10003869004

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