©
Christian Wyrwa
Prof. Dr. Kerstin Awiszus
©
Christian Wyrwa
Prof. Dr. Kerstin Awiszus
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Curriculum Vitae
Since 2022
Professor of Mathematics, Department of Business Information Systems, University of Applied Sciences and Arts, Hannover2020 - 2022
Postdoctoral Research Fellow, House of Insurance, Leibniz Universität Hannover & Group Risk Management, Hannover Re2014 - 2020
Doctoral Research Fellow, Institute of Probability and Statistics & House of Insurance (since 2019), Leibniz Universität Hannover2014 - 2018
Research Fellow, Kompetenzzentrum Versicherungswissenschaften GmbH, Hannover -
Publications
- Building Resilience in Cybersecurity – An Artificial Lab Approach
(with Y. Bell, J. Lüttringhaus, G. Svindland, A. Voß and S. Weber)
To appear in: Journal of Risk and Insurance
- Modeling and Pricing Cyber Insurance – Idiosyncratic, Systematic, and Systemic Risks
(with T. Knispel, I. Penner, G. Svindland, A. Voß and S. Weber)
European Actuarial Journal, 13, 1-53, 2023
- Market Efficient Portfolios in a Systemic Economy
(with A. Capponi and S. Weber)
Operations Research, 70(2), 715-728, 2021
- Fallstudien zur Mortalität in der SARS-CoV-2-Pandemie
(with S. Weber)
Der Aktuar, 26(2), 78-82, 2020
- Pricing of Cyber Insurance Contracts in a Network Model
(with M. Fahrenwaldt and S. Weber)
ASTIN Bulletin, 48(3), 1175-1218, 2018
- The Joint Impact of Bankruptcy Costs, Cross-Holdings and Fire Sales on Systemic Risk in Financial Networks
(with S. Weber)
Probability, Uncertainty and Quantitative Risk, 2(9), 1-38, 2017
- Building Resilience in Cybersecurity – An Artificial Lab Approach