scientific article; zbMATH DE number 5314526

zbMATH Open1141.91300MaRDI QIDQ3521171FDOQ3521171

Authors: Christof Reese 

Publication date: 20 August 2008

Full work available at URL: http://edoc.ub.uni-muenchen.de/7755/

Title of this publication is not available (Why is that?)

Recommendations

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Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

Cited In (8)

• Risk management and operations research: a review and introduction to the special volume
• Quantitative Operational Risk Models
• The optimal operational risk capital requirement by applying the advanced measurement approach
• Operations risk management by optimally planning the qualified workforce capacity
• Modelling of a loss distribution ansatz in the frame of the advanced measurement approach for optional risk under Basel II.
• Measuring operational risk using a mean scaled individual risk model
• The application of the loss distributed approach to the quantification of operational risk
• Managing Operational Risk: Methodology and Prospects

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