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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-353900
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.35390
Zusammenfassung
Operational disruptions can have serious repercussions for firms over extended periods of time. In this work, we develop a multi-period model of operational risk. We define the loss process of operational disruptions as a sum of events triggering single and multiple losses. We empirically validate our approach using an extensive dataset of operational disruptions experienced by firms from the ...
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