Details about Kwangmin Jung

Access statistics for papers by Kwangmin Jung.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: pju170

Working Papers

2022

1. Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data
   Papers, arXiv.org View citations (6)
   See also Journal Article Next generation models for portfolio risk management: An approach using financial big data, Journal of Risk & Insurance, The American Risk and Insurance Association (2022) View citations (6) (2022)

Journal Articles

2024

1. Optimal reinsurance with a systemic surplus shock
   Economics Letters, 2024, 244, (C)
2. Tropical cyclone risk assessment reflecting the climate change trend: the case of South Korea
   Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, 2024, 120, (6), 5841-5867

2023

3. CEO political orientation, risk taking, and firm performance: evidence from the U.S. property-liability insurance industry
   Economics of Governance, 2023, 24, (1), 1-39 View citations (2)
4. Correction: Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea
   Palgrave Communications, 2023, 10, (1), 1-1
5. Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea
   Palgrave Communications, 2023, 10, (1), 1-12

2022

6. Heterogeneity in cyber loss severity and its impact on cyber risk measurement
   Risk Management, 2022, 24, (4), 273-297
7. Next generation models for portfolio risk management: An approach using financial big data
   Journal of Risk & Insurance, 2022, 89, (3), 765-787 View citations (6)
   See also Working Paper Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data, Papers (2022) View citations (6) (2022)
8. Unraveling heterogeneity in cyber risks using quantile regressions
   Insurance: Mathematics and Economics, 2022, 104, (C), 222-242 View citations (2)

2021

9. Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
   North American Actuarial Journal, 2021, 25, (4), 580-603 View citations (8)

2020

10. Risk aggregation in non-life insurance: Standard models vs. internal models
    Insurance: Mathematics and Economics, 2020, 95, (C), 183-198 View citations (2)

2018

11. Copula approaches for modeling cross-sectional dependence of data breach losses
    Insurance: Mathematics and Economics, 2018, 82, (C), 167-180 View citations (24)