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Publications
  • Building Resilience in Cybersecurity – An Artificial Lab Approach
    (with Y. Bell, J. Lüttringhaus, G. Svindland, A. Voß and S. Weber)
    Journal of Risk and Insurance, 91(3), 753-800, 2024
     
  • 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

Last Change: 22.01.25 Print

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