142 citations · 159 across the 9 of their papers we have counts for
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q-fin.RM2022★ 7 cited
Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks
Kerstin Awiszus, Thomas Knispel, Irina Penner +3
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concept…
q-fin.RM2022
Multinomial Backtesting of Distortion Risk Measures
Sören Bettels, Sojung Kim, Stefan Weber
We extend the scope of risk measures for which backtesting models are available by proposing a multinomial backtesting method for general distortion risk measures. The method relie…