Operational risk management : a stochastic control framework with preventive and corrective controls
Yuqian Xu, Lingjiong Zhu, Michael Pinedo
| Year of publication: |
2020
|
|---|---|
| Authors: | Xu, Yuqian ; Zhu, Lingjiong ; Pinedo, Michael |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 6, p. 1804-1825
|
| Subject: | operational risk | stochastic control | jump process | investment | firm value | utility | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Operationelles Risiko | Operational risk | Kontrolltheorie | Control theory | Unternehmenswert | Firm value |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2019.1960 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012392162