Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms

From MaRDI portal
Publication:506079
Jump to:navigation, search

DOI10.1016/j.insmatheco.2016.11.005zbMath1394.91210OpenAlexW3124156529MaRDI QIDQ506079

Christian Eckert, Nadine Gatzert

Publication date: 31 January 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.11.005


zbMATH Keywords

value at riskSolvency IIoperational riskBasel IIIreputation riskloss distribution approach


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (4)

Evaluation of strategic risks of credit processes in the banking system of Iran ⋮ The Economic Impact of Extreme Cyber Risk Scenarios ⋮ Managing reputational risk in the decumulation phase of a pension fund ⋮ Empirically assessing and modeling spillover effects from operational risk events in the insurance industry



Cites Work

  • Probability theory. A comprehensive course.
  • On Cumulative Sums of Random Variables
  • Unnamed Item


This page was built for publication: Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:506079&oldid=12389465"
Category:
  • Pages with script errors
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 06:23.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki