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Business Blackout - The insurance implications of a cyber attack on the US power grid

cyber riskRisk type is cyber riskRisk type is cyber risk

Lloyds

scenarioThis paper is using the methodology of scenario analysisThis paper is using the methodology of scenario analysis

Status: Open.

#39 In kwoongbae/risk-management-papers;

· kwoongbae opened on Jul 31, 2024

Risk aggregation in non-life insurance: Standard models vs internal models

copulaMethod is copulaMethod is copula

IMEInsurance: Mathematics and EconomicsInsurance: Mathematics and Economics

regulatoryThis paper is related to regulatory modelThis paper is related to regulatory model

Status: Open.

#38 In kwoongbae/risk-management-papers;

· kwoongbae opened on Jul 17, 2024

A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation

ASTINAstin BulletinAstin Bulletin

copulaMethod is copulaMethod is copula

regulatoryThis paper is related to regulatory modelThis paper is related to regulatory model

Status: Open.

#37 In kwoongbae/risk-management-papers;

· kwoongbae opened on Jul 6, 2024

A simulation model for calculating solvency capital requirements for non-life insurance risk

regulatoryThis paper is related to regulatory modelThis paper is related to regulatory model

SAJScandinavian Actuarial JournalScandinavian Actuarial Journal

simulationMethod is SimulationMethod is Simulation

Status: Open.

#36 In kwoongbae/risk-management-papers;

· kwoongbae opened on Jul 2, 2024

Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test

cyber riskRisk type is cyber riskRisk type is cyber risk

NAAJNorth American Actuarial JournalNorth American Actuarial Journal

regulatoryThis paper is related to regulatory modelThis paper is related to regulatory model

Status: Open.

#32 In kwoongbae/risk-management-papers;

· kwoongbae opened on May 13, 2024