The cost of operational risk loss insurance

DOI10.1007/s11147-010-9054-1zbMath1213.91090OpenAlexW3125899848MaRDI QIDQ541592

Robert A. Jarrow, Yildiray Yildirim, Jeff Oxman

Publication date: 7 June 2011

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-010-9054-1

zbMATH Keywords

operational riskmultinomial logitloss severity

Mathematics Subject Classification ID

Related Items (2)

Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls ⋮ BUDGET ALLOCATIONS IN OPERATIONAL RISK MANAGEMENT

Cites Work

• Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
• DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS

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