default author photo

Jiwook Jang

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

  • Macquarie University, Macquarie Business School

SCHOLARLY PAPERS

5

DOWNLOADS

879

TOTAL CITATIONS

5

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Quantification of Cyber Risk – Risk Categories and Business Sectors

Number of pages: 23 Posted: 11 Jun 2021 Last Revised: 29 Jun 2021
Pavel V. Shevchenko, Jiwook Jang, Matteo Malavasi, Gareth Peters, Georgy Sofronov and Stefan Trück
Macquarie University - Department of Actuarial Studies and Business Analytics, Macquarie University, Macquarie Business School, University of New South Wales (UNSW) - School of Actuarial Studies, University of California Santa Barbara, Macquarie University - Department of Mathematics and Statistics and Macquarie University - Department of Actuarial Studies and Business Analytics
Downloads 346 (217,024)
Citation 3

Abstract:

Loading...

2.

Cyber Risk Frequency, Severity and Insurance Viability

Number of pages: 42 Posted: 05 Nov 2021
Matteo Malavasi, Gareth Peters, Pavel V. Shevchenko, Stefan Trück, Jiwook Jang and Georgy Sofronov
University of New South Wales (UNSW) - School of Actuarial Studies, University of California Santa Barbara, Macquarie University - Department of Actuarial Studies and Business Analytics, Macquarie University - Department of Actuarial Studies and Business Analytics, Macquarie University, Macquarie Business School and Macquarie University - Department of Mathematics and Statistics
Downloads 224 (340,701)

Abstract:

Loading...

cyber risk, GAMLSS, cyber risk insurance, ordinal regression

3.

Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity

Number of pages: 30 Posted: 14 Mar 2022 Last Revised: 29 Mar 2023
Gareth Peters, Matteo Malavasi, Georgy Sofronov, Pavel V. Shevchenko, Stefan Trück and Jiwook Jang
University of California Santa Barbara, University of New South Wales (UNSW) - School of Actuarial Studies, Macquarie University - Department of Mathematics and Statistics, Macquarie University - Department of Actuarial Studies and Business Analytics, Macquarie University - Department of Actuarial Studies and Business Analytics and Macquarie University, Macquarie Business School
Downloads 124 (584,619)
Citation 1

Abstract:

Loading...

Cyber risk, cyber insurance, model risk, risk sensitivity, robust estimation, robust dependence estimation

4.

Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications

UNSW Business School Research Paper Forthcoming
Number of pages: 64 Posted: 15 Nov 2024
Matteo Malavasi, Gareth Peters, Stefan Trück, Pavel V. Shevchenko, Jiwook Jang and Georgy Sofronov
University of New South Wales (UNSW) - School of Actuarial Studies, University of California Santa Barbara, Macquarie University - Department of Actuarial Studies and Business Analytics, Macquarie University - Department of Actuarial Studies and Business Analytics, Macquarie University, Macquarie Business School and Macquarie University - Department of Mathematics and Statistics
Downloads 122 (592,433)

Abstract:

Loading...

Cyber risk, Cyber risk classification, Out of sample analysis, Continuously Ranked Probability Score, Energy Score

5.

A Bivariate Compound Dynamic Contagion Process for Cyber Insurance

Number of pages: 46 Posted: 16 Jul 2020
Jiwook Jang and Rosy Oh
Macquarie University, Macquarie Business School and Ewha Womans University, Institute of Mathematical Sciences
Downloads 63 (933,592)
Citation 1

Abstract:

Loading...

Aggregate losses from cyber events, Contagion risk, Bivariate compound dynamic contagion process, Hawkes process, Piecewise deterministic Markov process, Martingale methodology, Insurance premium