Martin Eling

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The changing landscape of cyber risk: an empirical analysis of loss severity and tail dynamics
Insurance Mathematics & Economics
2026-01-13Paper
Cyber insurance-linked securities
ASTIN Bulletin
2024-07-09Paper
The Economic Impact of Extreme Cyber Risk Scenarios
North American Actuarial Journal
2023-10-20Paper
Unraveling heterogeneity in cyber risks using quantile regressions
Insurance Mathematics & Economics
2022-05-12Paper
Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
North American Actuarial Journal
2020-12-13Paper
Risk aggregation in non-life insurance: standard models vs. internal models
Insurance Mathematics & Economics
2020-11-19Paper
Copula approaches for modeling cross-sectional dependence of data breach losses
Insurance Mathematics & Economics
2018-10-19Paper
Under pressure: how the business environment affects productivity and efficiency of European life insurance companies
European Journal of Operational Research
2018-05-25Paper
Data breaches: goodness of fit, pricing, and risk measurement
Insurance Mathematics & Economics
2017-07-17Paper
The determinants of efficiency and productivity in the Swiss insurance industry
European Journal of Operational Research
2016-10-07Paper
Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
Insurance Mathematics & Economics
2015-02-03Paper
The value of interest rate guarantees in participating life insurance contracts: status quo and alternative product design
Insurance Mathematics & Economics
2014-06-23Paper
Dependence modeling in non-life insurance using the Bernstein copula
Insurance Mathematics & Economics
2012-05-11Paper
Minimum standards for investment performance: a new perspective on non-life insurer solvency
Insurance Mathematics & Economics
2012-02-10Paper
A management rule of thumb in property-liability insurance
Operations Research Proceedings
2011-04-07Paper
Internal vs. External risk measures: how capital requirements differ in practice
Operations Research Letters
2010-12-20Paper


Research outcomes over time


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