Cyber risk frequency, severity and insurance viability M Malavasi, GW Peters, PV Shevchenko, S Trück, J Jang, G Sofronov Insurance: Mathematics and Economics 106, 90-114, 2022 | 22 | 2022 |
The nature of losses from cyber-related events: risk categories and business sectors PV Shevchenko, J Jang, M Malavasi, GW Peters, G Sofronov, S Trück Journal of Cybersecurity 9 (1), tyac016, 2023 | 16 | 2023 |
Second order of stochastic dominance efficiency vs mean variance efficiency M Malavasi, SO Lozza, S Trück European Journal of Operational Research 290 (3), 1192-1206, 2021 | 15 | 2021 |
Quantification of cyber risk–risk categories and business sectors PV Shevchenko, J Jang, M Malavasi, G Peters, G Sofronov, S Trück Available at SSRN 3858608, 2021 | 7 | 2021 |
Cyber loss model risk translates to premium mispricing and risk sensitivity GW Peters, M Malavasi, G Sofronov, PV Shevchenko, S Trück, J Jang The Geneva Papers on Risk and Insurance-Issues and Practice, 1-62, 2023 | 5 | 2023 |
Optimal dynamic climate adaptation pathways: a case study of New York City C Truong, M Malavasi, H Li, S Trück, PV Shevchenko Annals of Operations Research, 1-23, 2024 | | 2024 |
Flood risk management and adaptation under sea level rise uncertainty C Truong, H Li, S Trück, M Malavasi Society of Actuaries Research Institute, 2022 | | 2022 |
Climate change and the transport sector: vehicle engine emissions and efficiency ZB Ghomi, A Ding, M Linnenluecke, M Malavasi, S Trück Macquarie University, 2021 | | 2021 |
Climate change and the transport sector: carbon pricing and offset mechanisms ZB Ghomi, A Ding, M Linnenluecke, M Malavasi, S Trück Macquarie University, 2021 | | 2021 |
Essays on Stochastic Orderings in Portfolio Selection M Malavasi COLLANA DELLA SCUOLA DI ALTA FORMAZIONE DOTTORALE 25, 2021 | | 2021 |
Semiparametric Tests for Behavioral Finance Efficiency M Malavasi, S ORTOBELLI LOZZA FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS, 507-513, 2017 | | 2017 |
Backtesting AVaR and VaR with a simulated copula M Malavasi, R Previtali, SO Lozza, T Tichý Vysoká škola báňská-Technická univerzita Ostrava, 2016 | | 2016 |
Managing Risk With Simulated Copula M Malavasi, R Previtali, S Ortobelli, C Nardelli 8th International Scientific Conference Managing and Modelling of Financial …, 2016 | | 2016 |
Risk Diversification M Malavasi, S Ortobelli, S Trück | | |