Empirically assessing and modeling spillover effects from operational risk events in the insurance industry

DOI10.1016/J.INSMATHECO.2020.04.003zbMATH Open1446.91059OpenAlexW3020038750MaRDI QIDQ784418FDOQ784418

Authors: Christian Eckert, Nadine Gatzert, Dinah Heidinger 

Publication date: 3 August 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.04.003

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zbMATH Keywords

spillover effectscontagionmathematical modelevent studyoperational risksimulation analysis

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Title not available (Why is that?)
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• The network structure and systemic risk in the global non-life insurance market
• Where the risks lie: a survey on systemic risk
• Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms
• Lloyd's financial distress and contagion within the US property and liability insurance industry

Cited In (2)

• Estimating Spillover Effects in Property and Casualty Insurance Consumption
• Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms

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