Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
Year of publication: |
2020
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Authors: | Eckert, Christian ; Gatzert, Nadine ; Heidinger, Dinah |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 72-83
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Subject: | Contagion | Event study | Mathematical model | Operational risk | Simulation analysis | Spillover effects | Spillover-Effekt | Spillover effect | Operationelles Risiko | Versicherung | Insurance | Simulation | Risikomanagement | Risk management | Theorie | Theory | Bankrisiko | Bank risk | Risikomodell | Risk model |
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Heidinger, Dinah, (2018)
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Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
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Gatzert, Nadine, (2019)
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Gatzert, Nadine, (2018)
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