리스크관리, 보험, 규제모형 관련 자료 및 논문을 공부함.
통계학 기반의 방법론들을 사용하며, 사이버 리스크 중심의 이머징리스크를 다룸.
보험사 규제모형 관련 문헌
| Reference | Journal | Review (full / eng ver.) | Review (supplementary) |
|---|---|---|---|
| Alm (2015) | SAJ | ppt (240626) | review |
| Bermúdez et al. (2013) | AB | review | |
| Eling and Jung (2020) | IME | review | |
| Eling and Schnell (2019) | NAAJ | review / code (replication) / code (clayton copula) |
(시스템적) 사이버 리스크 관련 문헌
| Reference | Journal | Review (full / eng ver.) | Review (supplementary) |
|---|---|---|---|
| Aldasoro et al. (2022) | JFS | review | |
| Awiszus et al. (2023) | JRI | ppt (240125) | |
| Bobtcheff et al. (2016) | GPRI | ppt (240524) | |
| Eling and Wirfs (2019) | EJOR | code (replication) | |
| Welburn and Strong (2021) | Risk Analysis | ppt (240321) |
Journal
| Abbreviation | Full name & Link | Impact factor |
|---|---|---|
| EJOR | European Journal of Operational Research | 6.0 |
| Risk Analysis | Risk Analysis | 3.0 |
| JRI | Journal of Risk and Insurance | 2.1 |
| IME | Insurance: Mathematics and Economics | 1.9 |
| AB | Astin Bulletin: The Journal of the International Actuarial Association | 1.7 |
| SAJ | Scandinavian Actuarial Journal | 1.6 |
| AAS | Annals of Actuarial Science | 1.5 |
| NAAJ | North American Actuarial Journal | 1.4 |
| JRU | Journal of Risk and Uncertainty | 1.3 |
| RMIR | Risk Management and Insurance Review | 1.1 |
| EAJ | European Actuarial Journal | 0.8 |
| GPRI | The Geneva Papers on Risk and Insurance – Issues and Practice | 0.7 |
| Abbreviation | Full name & Link | Official journal |
|---|---|---|
| ARIA | American Risk & Insurance Association | JRI RMIR |
| APRIA | Asia-Pacific Risk and Insurance Association | APJRI |
| EGRIE | European Group of Risk & Insurance Economists | GPRI |
Report