Robust quantification of the exposure to operational risk: bringing economic sense to economic capital
type: Item
instance of: scholarly article
title: Robust quantification of the exposure to operational risk: bringing economic sense to economic capital
zbMATH Open document ID: 1251.91037
author: Santiago Carrillo-Menéndez
author: Alberto Suárez
published in: Computers \& Operations Research
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6107513
zbMATH Keywords: operational risk
zbMATH Keywords: simulation
zbMATH Keywords: risk measures
zbMATH Keywords: stability
zbMATH Keywords: robustness
MaRDI profile type: Publication
full work available at URL: j.cor.2010.10.001
OpenAlex ID: W138391645
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DOI: 10.1016/J.COR.2010.10.001
description: scientific article; zbMATH DE number 6107513