Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson

DOI10.1007/S10479-015-1789-5MaRDI QIDQ286022zbMATH OpenOpenAlexFDO

Authors Yongrok Choi, Xiaoxia Ye, Lu Zhao, Amanda C. Luo

Publication date 19 May 2016

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-015-1789-5

zbMATH Keywords

customizationenterprise risk management (ERM)risk elementsvalue at risk (VaR)W-O ERM model

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

Recommendations

• Introduction to the special issue on optimizing risk management in services
• Enterprise risk management: a DEA VaR approach in vendor selection
• Enterprise risk management and economies of scale and scope: evidence from the German insurance industry
• Enterprise risk management models
• Managing the invisible: identifying value-maximizing combinations of risk and capital

Cites work

• Enterprise Risk Management, Insurer Value Maximisation, and Market Frictions
• Enterprise risk management models
• Enterprise risk management: a DEA VaR approach in vendor selection
• Fuzzy multi-objective programming for supplier selection and risk modeling: a possibility approach
• Supply chain outsourcing risk using an integrated stochastic-fuzzy optimization approach

Cited in

(2)

• Enterprise risk management and economies of scale and scope: evidence from the German insurance industry
• Introduction to the special issue on optimizing risk management in services

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