On Corporate Risk Management and Insurance
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DOI: 10.2202/2153-3792.1005
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Cited by:
- Kabir K. Dutta & David F. Babbel, 2014.
"Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(2), pages 303-334, June.
- Dutta, Kabir K. & Babbel, David F., 2010. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 10-10, University of Pennsylvania, Wharton School, Weiss Center.
- Dutta, Kabir K. & Babbel, David F., 2012. "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers 12-15, University of Pennsylvania, Wharton School, Weiss Center.
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