By Dr Matteo Malavasi

Journal articles

Peters GW; Malavasi M; Sofronov G; Shevchenko PV; Trück S; Jang J, 2023, 'Cyber loss model risk translates to premium mispricing and risk sensitivity', Geneva Papers on Risk and Insurance: Issues and Practice, 48, pp. 372 - 433, http://dx.doi.org/10.1057/s41288-023-00285-x

Shevchenko PV; Jang J; Malavasi M; Peters GW; Sofronov G; Trück S, 2023, 'The nature of losses from cyber-related events: risk categories and business sectors', Journal of Cybersecurity, 9, http://dx.doi.org/10.1093/cybsec/tyac016

Malavasi M; Peters GW; Shevchenko PV; Trück S; Jang J; Sofronov G, 2022, 'Cyber risk frequency, severity and insurance viability', Insurance: Mathematics and Economics, 106, pp. 90 - 114, http://dx.doi.org/10.1016/j.insmatheco.2022.05.003

Malavasi M; Ortobelli Lozza S; Trück S, 2021, 'Second order of stochastic dominance efficiency vs mean variance efficiency', European Journal of Operational Research, 290, pp. 1192 - 1206, http://dx.doi.org/10.1016/j.ejor.2020.08.051

Malavasi M; Previtali R; Ortobelli S; Tichy T, 2016, 'Backtesting AVaR and VaR with a simulated copula', Ekonmika Reveu

Conference Presentations

Malavasi M, 2021, 'Quantification of Cyber Risk and Its Driving Risk Factors', presented at United As One: 24th International Congress on Insurance: Mathematics and Economics, 06 July 2021

Malavasi M; Ortobelli S, 2017, 'Semiparametric Tests for Behavioral Finance Efficiency', presented at FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS, 16 October 2017

Malavasi M; Ortobelli S, 2017, 'On the Efficiency of Portoflio Choices', presented at International Conference on Finance and Banking, 20 September 2017

Reports

Truong C; Li H; Trück S; Malavasi M, 2022, Flood risk management and adaptation under sea level rise uncertainty

Borghei Ghomi Z; Ding A; Linnenluecke M; Malavasi M; Trück S, 2021, Climate change and the transport sector: carbon pricing and offset mechanisms

Malavasi M; Shevchenko P; Jang J; Peters G; Sofronov G; Trück S, 2021, Quantification of Cyber Risk – Risk Categories and Business Sectors

Malavasi M; Borghei Ghomi Z; Ding A; Linnenluecke M; Trück S, 2021, Climate change and the transport sector: vehicle engine emissions and efficiency

Preprints

Peters GW; Malavasi M; Sofronov G; Shevchenko PV; Trück S; Jang J, 2022, Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity, , http://arxiv.org/abs/2202.10588v3

Shevchenko PV; Jang J; Malavasi M; Peters GW; Sofronov G; Trück S, 2022, The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors, , http://arxiv.org/abs/2202.10189v2

Malavasi M; Peters GW; Shevchenko PV; Trück S; Jang J; Sofronov G, 2021, Cyber Risk Frequency, Severity and Insurance Viability, , http://arxiv.org/abs/2111.03366v2

Peters G; Shevchenko PV; Trueck S; Malavasi M; Sofronov G; Jang J, Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity, , http://dx.doi.org/10.2139/ssrn.4009941

Malavasi M; Peters G; Shevchenko PV; Trueck S; Jang J; Sofronov G, Cyber Risk Frequency, Severity and Insurance Viability, , http://dx.doi.org/10.2139/ssrn.3940329

Shevchenko PV; Jang J; Malavasi M; Peters GW; Sofronov G; Trueck S, Quantification of Cyber Risk – Risk Categories and Business Sectors, , http://dx.doi.org/10.2139/ssrn.3858608

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