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Subject
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Actuarial risk theory 1 Corporate risk management 1 Operational reserves 1 Operational risk 1 Ruin probability 1
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Free 1
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Book / Working Paper 1
Language
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English 1
Author
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Mista, Pawel 1
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1
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HSC Research Reports 1
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RePEc 1
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Analytical and numerical approach to corporate operational risk modelling
Mista, Pawel - Hugo Steinhaus Center for Stochastic Methods, … - 2006
Although The New Basel Accord gives the methodology for managing operational risk in financial institutions, corporate risk seems not to be recognized enough. In this Ph.D. thesis we make an attempt to put some insight into operational risk measurement in a non-financial corporation. The...
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