1 citations · 2 across the 4 of their papers we have counts for
5 papers
Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications
Matteo Malavasi, Gareth W. Peters, Stefan Treuck +3
Cyber risk classifications are widely used in the modeling of cyber event distributions, yet their effectiveness in out of sample forecasting performance remains underexplored. In…
Optimal dynamic climate adaptation pathways: a case study of New York City
Chi Truong, Matteo Malavasi, Han Li +2
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…
The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors
Pavel V. Shevchenko, Jiwook Jang, Matteo Malavasi +3
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…
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
Gareth W. Peters, Matteo Malavasi, Georgy Sofronov +3
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 misprici…
Cyber Risk Frequency, Severity and Insurance Viability
Matteo Malavasi, Gareth W. Peters, Pavel V. Shevchenko +3
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 cyb…