Jung, K. 2021. Extreme data breach losses: An alternative approach to estimating probable maximum loss for data breach risk. North American Actuarial Journal, forthcoming.
Eling, M., Jung, K. 2020. Risk aggregation in non-life insurance: Standard models vs. internal models. Insurance: Mathematics and Economics, 95, 183-198.
Eling, M., Jung, K. 2018. Copula approaches for modeling cross-sectional dependence of data breach losses. Insurance: Mathematics and Economics, 82, 167-180.
Loss aversion leads to fatalistic management of interdependent risk (with Eling, M)
Unraveling heterogeneity in cyber risk using quantile regressions (with Eling, M and Shim, J)
CEO political orientation, risk-taking and firm performance: Evidence from the U.S. property-liability insurance industry (with Han, S)