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

DOI10.1007/S10479-015-1789-5zbMath1341.90065OpenAlexW2005237170MaRDI QIDQ286022

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

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)

Cites Work

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

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