Cuestiones básicas para la cuantificación del riesgo operacional de las entidades aseguradoras

  1. Martínez Torre-Enciso, Isabel
  2. Hernández Barros, Rafael
Revista:
Anuario jurídico y económico escurialense

ISSN: 1133-3677

Año de publicación: 2012

Número: 45

Páginas: 389-408

Tipo: Artículo

Otras publicaciones en: Anuario jurídico y económico escurialense

Referencias bibliográficas

  • - ASSOCIATION OF BRITISH INSURERS, Consorcio de base de datos para aseguradoras. http://www.abi.org.uk. Accedido el 2 noviembre 2011.
  • - CHAVEZ-DEMOULIN, V. AND EMBRECHTS, P., Advanced Extremal Models for Operational Risk, Department of Mathematics, ETH, Zurich 2004.
  • - CHAVEZ-DEMOULIN, V.; EMBRECHTS, P., and NESLEHOVÁ, J., Quantitative Models for Operational Risk: Extremes, Dependence and Aggregation, Department of Mathematics, ETH-Zürich 2005.
  • - COMMISSION OF THE EUROPEAN COMMUNITIES, Amended Proposal for a Directive Of The European Parliament And Of The Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II), Commission of the European Communities, Bruselas 2008.
  • - CRUZ, M. G., Modeling, Measuring and Hedging Operational Risk, John Wiley & Sons, New York 2002.
  • - EMBRECHTS, P.; FURRER, H., and KAUFMANN, R., Quantifying Regulatory Capital for Operational Risk, ETH Zürich and London School of Economics Working Paper, 2004.
  • - EMBRECHTS, P. AND NESLEHOVÁ, J., Quantitative Models for Operational Risk, Risklab, ETH Zürich, Working Paper, 2006.
  • - GUILLEN, M.; GUSTAFSSON, J.; NIELSEN, J.P., and PRITCHARD, P., “Using external data in operational risk”, in The Geneva Papers on Risk and Insurance - Issues and Practice (Zurich), 32 (2007) 178–189.
  • - HERNÁNDEZ BARROS, R., “Metodología financiera de gestión y cuantificación de riesgos de las entidades aseguradoras”, Pecunia (Madrid), 1 Extra (2011) 81-107.
  • - HERNÁNDEZ BARROS, R., y MARTÍNEZ TORRE-ENCISO, Mª I., “La nueva regulación europea de seguros privados: Solvencia II”, en Boletín de Estudios Económicos (Bilbao), 199 (2010) 75-92.
  • - HOFFMAN, D. G., Managing operational risk, John Wiley & Sons, New York 2002.
  • - HUSSAIN, A., Managing Operational Risk in Financial Markets, Butterworth Heinemann, Oxford 2000.
  • - JORION, P., Value at risk, McGraw-Hill, New York 1997.
  • - KING, J. L., Operational Risk: Measurement and Modeling, John Wiley & Sons, New York 2001.
  • - KINGSLEY, S.; ROLLAND, A.; TINNEY, A., and HOLMES, P., Operational Risk and Financial Institutions, Risk Books, Londres 1998.
  • - KLUGMAN, S.A.; PANJER, H.R., and WILLMOT, G.E., Loss Models: From data to decisions, John Wiley and sons, New York 2004.
  • - LAMBRIGGER, D.D.; SHEVCHENKO, P.V., and WÜTHRICH, M.V., “The quantification of perational risk using internal data, relevant external data and expert opinions”, The Journal of Operational Risk, 2 (3), 2007, pp. 3-27.
  • - MARTÍNEZ TORRE-ENCISO, MªI. y CASARES SAN JOSÉ-MARTÍ, I., “El proceso de gestión de riesgos como componente integral de la gestión empresarial”, Boletín de Estudios Económico (Bilbao), 201 (2011) 73-94.
  • - MARTÍNEZ TORRE-ENCISO, Mª I., y HERNÁNDEZ BARROS, R., “Solvency II, the European insurance regulation based on risks”, Revista Universitaria Europea (Madrid), 12 (2010) 119-133.
  • - MARTÍNEZ TORRE-ENCISO, Mª I., y HERNÁNDEZ BARROS, R., “Quantification of Operational Risk of Health Insurance Companies using External Data", in Proceedings of 2010 International Conference on Risk and Reliability Management, Ed. Beijing Institute of Technology Press, Beijing, P.R. China, 2010, pp. 350-358.
  • - SWISS RE, “To you health: diagnosing the state of healthcare and the global medical insurance industry”, in Sigma (Ginebra), 6 (2007).
  • - TARANTINO, J., y MARKSON, A., Advances in Operational Risk: Firmwide Issues for Financial Institutions, Risk Books, London 2003.