Zobrazeno 1 - 10
of 194
pro vyhledávání: '"TRÜCK, STEFAN"'
Assessing climate risk and its potential impacts on our cities and economies is of fundamental importance. Extreme weather events, such as hurricanes, floods, and storm surges can lead to catastrophic damages. We propose a flexible approach based on
Externí odkaz:
http://arxiv.org/abs/2402.02745
Autor:
Peters, Gareth W., Malavasi, Matteo, Sofronov, Georgy, Shevchenko, Pavel V., Trück, Stefan, Jang, Jiwook
We focus on model risk and risk sensitivity when addressing the insurability of cyber risk. The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving consideration of model ri
Externí odkaz:
http://arxiv.org/abs/2202.10588
Autor:
Shevchenko, Pavel V., Jang, Jiwook, Malavasi, Matteo, Peters, Gareth W., Sofronov, Georgy, Trück, Stefan
In this study we examine the nature of losses from cyber related events across different risk categories and business sectors. Using a leading industry dataset of cyber events, we evaluate the relationship between the frequency and severity of indivi
Externí odkaz:
http://arxiv.org/abs/2202.10189
Electricity markets are significantly more volatile than other comparable financial or commodity markets. Extreme price outcomes and their transmission between regions pose significant risks for market participants. We examine the dependence between
Externí odkaz:
http://arxiv.org/abs/2202.09970
Autor:
Malavasi, Matteo, Peters, Gareth W., Shevchenko, Pavel V., Trück, Stefan, Jang, Jiwook, Sofronov, Georgy
In this study an exploration of insurance risk transfer is undertaken for the cyber insurance industry in the United States of America, based on the leading industry dataset of cyber events provided by Advisen. We seek to address two core unresolved
Externí odkaz:
http://arxiv.org/abs/2111.03366
Publikováno v:
In Energy Economics January 2024 129
Publikováno v:
Macroeconomic Dynamics, Volume 24, Issue 4 June 2020, pp. 995 to 1015
Monthly disaggregated US data from 1978 to 2016 reveals that exposure to news on inflation and monetary policy helps to explain inflation expectations. This remains true when controlling for household personal characteristics, perceptions of governme
Externí odkaz:
http://arxiv.org/abs/2009.11557
Publikováno v:
In Weather and Climate Extremes September 2023 41
Publikováno v:
In Energy Economics April 2023 120
Publikováno v:
Dependence Modeling, Vol 10, Iss 1, Pp 108-122 (2022)
The Schwartz–Smith two-factor model is commonly used for pricing of derivatives in commodity markets. For estimating and forecasting the term structures of futures prices, the logarithm of commodity spot price is represented as the sum of short- an
Externí odkaz:
https://doaj.org/article/a349b56c43cb4ee7913d12e21f83f743