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Interconnectedness risk and active portfolio management

Baitinger, Eduard; Papenbrock, Jochen - In: The journal of investment strategies 6 (2017) 2, pp. 63-90

Persistent link: https://www.econbiz.de/10011668133

Gurevsky, Evgeny; Kovalev, Sergey; Kovalyov, Mikhail Y. - In: 4OR : quarterly journal of the Belgian, French and … 19 (2021) 1, pp. 93-101

Persistent link: https://www.econbiz.de/10012495037

Modelling extremal dependence for operational risk by a bipartite graph

Kley, Oliver; Klüppelberg, Claudia; Paterlini, Sandra - In: Journal of banking & finance 117 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012495775

Bitcoin risk modeling with blockchain graphs

Akcora, Cuneyt Gurcan; Dixon, Matthew F.; Gel, Yulia R.; … - In: Economics letters 173 (2018), pp. 138-142

Persistent link: https://www.econbiz.de/10012022965

Beating IT risks

Jordan, Ernie; Silcock, Luke - 2005

Persistent link: https://www.econbiz.de/10002166109

How do you deal with operational risk? : a survey of risk management pratices in the German insurance sector

Prokop, Jörg; Pfeifer, Dietmar - In: Journal of risk management in financial institutions 6 (2012/13) 4, pp. 444-454

Persistent link: https://www.econbiz.de/10010227144

The impact of systemic risk on the diversification benefits of a risk portfolio

Busse, Marc; Dacorogna, Michel M.; Katz, Marie - In: Risks : open access journal 2 (2014) 3, pp. 260-276

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit … it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a … probabilistic approach to examine the consequences of its presence on the risk loading of the premium of a portfolio of insurance …

Persistent link: https://www.econbiz.de/10010399713

Governance and shareholder response to chief risk officer appointments

Gupta, Manu; Prakash, Puneet; Rangan, Nanda K. - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 1, pp. 108-124

Persistent link: https://www.econbiz.de/10009560011

The impact of climate change on precipitation-related insurance rsik : a study of the effect of future scenarios on residential buildings in Norway

Scheel, Ida; Hinnerichsen, Mikkel - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 2, pp. 365-376

Persistent link: https://www.econbiz.de/10009574598

The econometrics of individual risk : credit, insurance, and marketing

Gouriéroux, Christian; Jasiak, Joann - 2007

Persistent link: https://www.econbiz.de/10003420329