Simulation methods for robust risk assessment and the distorted mix approach
Sojung Kim, Stefan Weber
| Year of publication: |
2022
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|---|---|
| Authors: | Kim, Sojung ; Weber, Stefan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 1 (1.4.), p. 380-398
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| Subject: | Cyber risk | Risk management | Risk measures | Robustness | Simulation | Risikomanagement | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Bankrisiko | Bank risk | IT-Kriminalität | IT crime |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013206852