Aaron Byrnes

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

SCHOLARLY PAPERS

1

DOWNLOADS

59

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Impact of Insurance for Operational Risk: Is It Worthwhile to Insure or Be Insured for Severe Losses?

Number of pages: 64 Posted: 05 Jun 2017
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University of New South Wales (UNSW) and Macquarie University
Downloads 59 (390,654)
Citation 3

Abstract:

Loading...

Operational Risk, Loss Distributional Approach, Insurance Mitigation, Capital Reduction, α-Stable, Basel II, Solvency II