BUDGET ALLOCATIONS IN OPERATIONAL RISK MANAGEMENT

DOI10.1017/S0269964817000250zbMath1426.91150OpenAlexW2734419873MaRDI QIDQ5242842

Yuqian Xu, Jia-Wei Zhang, Michael L. Pinedo

Publication date: 7 November 2019

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964817000250

zbMATH Keywords

convexityasymptoticheavy tailoperational riskstochastic resource allocationrisk sensitivity

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Corporate finance (dividends, real options, etc.) (91G50) Risk models (general) (91B05)

Related Items (1)

Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls

Cites Work

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