By Dr Matteo Malavasi

Journal articles

Truong C; Malavasi M; Goldstein MA, 2024, 'Timing is (almost) everything: Real options, extreme value theory, climate adaptation, and flood risk management', Journal of Environmental Management, 370, http://dx.doi.org/10.1016/j.jenvman.2024.122621

Truong C; Malavasi M; Li H; Trück S; Shevchenko PV, 2024, 'Optimal dynamic climate adaptation pathways: a case study of New York City', Annals of Operations Research, http://dx.doi.org/10.1007/s10479-024-05886-w

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

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