Select Publications
Journal articles
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
,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
,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
,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
,2016, 'Backtesting AVaR and VaR with a simulated copula', Ekonmika Reveu
,