Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?

Insurance: Mathematics and Economics

Volumn 48, Issue 2, 2011, Pages 287-303

  Peters, Gareth W ^a,b   Byrnes, Aaron D ^a   Shevchenko, Pavel V ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b CSIRO   (Australia)

Author keywords

stable; Basel II; Capital reduction; Insurance mitigation; Loss distributional approach; Operational risk; Solvency II

Indexed keywords

EID: 78650943928     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2010.12.001     Document Type: Article

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