Martin Eling

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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
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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