Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (Q2276234): Difference between revisions

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Property / arXiv ID: 1010.4406 / rank
 
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Revision as of 08:18, 4 July 2024

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Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?
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    Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses? (English)
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    1 August 2011
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    operational risk
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    loss distributional approach
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    insurance mitigation
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    capital reduction
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    \(\alpha \)-stable
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    Basel II
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    Solvency II
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