- Building Resilience in Cybersecurity – An Artificial Lab Approach
(with Y. Bell, J. Lüttringhaus, G. Svindland, A. Voß and S. Weber)
- Modeling and Pricing Cyber Insurance – Idiosyncratic, Systematic, and Systemic Risks
(with T. Knispel, I. Penner, G. Svindland, A. Voß and S. Weber)
To appear in European Actuarial Journal
- 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
