Empirically assessing and modeling spillover effects from operational risk events in the insurance industry

DOI10.1016/j.insmatheco.2020.04.003zbMath1446.91059OpenAlexW3020038750MaRDI QIDQ784418

Dinah Heidinger, Christian Eckert, Nadine Gatzert

Publication date: 3 August 2020

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.04.003

zbMATH Keywords

mathematical modelevent studysimulation analysiscontagionspillover effectsoperational risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• The network structure and systemic risk in the global non-life insurance market
• Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms
• Lloyd's financial distress and contagion within the US property and liability insurance industry
• Where the Risks Lie: A Survey on Systemic Risk*
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

This page was built for publication: Empirically assessing and modeling spillover effects from operational risk events in the insurance industry