Empirically assessing and modeling spillover effects from operational risk events in the insurance industry (Q784418)
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scientific article; zbMATH DE number 7226827
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| English | Empirically assessing and modeling spillover effects from operational risk events in the insurance industry |
scientific article; zbMATH DE number 7226827 |
Statements
Empirically assessing and modeling spillover effects from operational risk events in the insurance industry (English)
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3 August 2020
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spillover effects
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operational risk
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contagion
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event study
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mathematical model
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simulation analysis
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0.7015240788459778
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0.699785590171814
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0.6759254932403564
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0.6757259964942932
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0.6752728819847107
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