Ruben Cohen

Independent

No Address Available

SCHOLARLY PAPERS

7

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1,892

CITATIONS
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Top 47,322

in Total Papers Citations

9

Scholarly Papers (7)

1.

The Relationship between the Equity Risk Premium, Duration, and Dividend Yield

EFMA 2003 Helsinki Meetings
Number of pages: 18 Posted: 09 May 2003
Ruben Cohen
Independent
Downloads 1,079 (19,219)

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2.
Downloads 535 ( 50,495)
Citation 1

Understanding Cyber-Risk and Cyber-Insurance

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 31 Posted: 20 Jun 2018
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University and Independent
Downloads 279 (107,797)

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Fi nancial technology (FinTech), risk management, cyber risk, cyber crime, operational risk, cyber insurance, cyber regulation, information technology risk, business disruption

Understanding Cyber Risk and Cyber Insurance

Number of pages: 30 Posted: 07 Nov 2017 Last Revised: 05 Mar 2018
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Independent and Central Bank of Tunisia
Downloads 256 (118,007)
Citation 2

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cyber risk, cyber crime, operational risk, cyber insurance, cyber regulation, Information Technology risk, business disruption

Statistical Machine Learning Analysis of Cyber Risk Data: Event Case Studies

Number of pages: 27 Posted: 21 Nov 2017 Last Revised: 22 Feb 2018
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Independent and Central Bank of Tunisia
Downloads 122 (229,918)

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Cyber Risk, Cyber Crime, Operational Risk, Cyber Insurance, Kernel K-Means, Clustering, Cyber Empirical Studies

Statistical Machine Learning Analysis of Cyber Risk Data: Event Case Studies

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 28 Posted: 20 Jun 2018
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Independent and Central Bank of Tunisia
Downloads 65 (345,051)
Citation 1

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cyber risk, cyber crime, operational risk, cyber insurance, machine learning, k-means clustering method

4.

Constructing a GDP-Based Index for Use as Benchmark

Wilmott Journal, Forthcoming
Number of pages: 20 Posted: 30 Oct 2009
Ruben Cohen
Independent
Downloads 87 (288,360)

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GDP, benchmark, equity index, equity duration, relative valuation

5.

An Operational Risk Capital Model Based on the Loss Distribution Approach

Journal of Operational Risk, Forthcoming
Number of pages: 23 Posted: 25 May 2018
Ruben Cohen
Independent
Downloads 2 (636,219)
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operational risk, capital model, standardized measurement approach (SMA), advanced measurement approach (AMA), loss distribution approach (LDA), method of dimensional analysis and similitude.

6.

An Assessment of Operational Loss Data and Its Implications for Risk Capital Modeling

Journal of Operational Risk, Vol. 11, No. 3, 2016
Number of pages: 26 Posted: 15 Sep 2016
Ruben Cohen
Independent
Downloads 2 (636,219)
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operational risk capital, dimensional analysis, scale invariant, tail parameter, standardized measurement approach, advanced measurement approach

7.

The Issues with the Standardized Measurement Approach and a Potential Future Direction for Operational Risk Capital Modeling

Journal of Operational Risk, 12(3), 1–12 DOI:10.21314/JOP.2017.203
Number of pages: 12 Posted: 30 Aug 2017
Ruben Cohen
Independent
Downloads 0 (666,709)
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standardized measurement approach (SMA), advanced measurement approach (AMA), loss distribution approach (LDA), operational risk, capital model