Internal Seminar

202601-13

Regulating risk culture in the insurance industry using machine learning

Junyeop Ha

202601-06

Networks in production: Asset pricing implications

Jaehun Cho

202512-08

Financial Institution: Insurance Company and Pension Fund

Jaehun Cho

202512-03

Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives

Seonghyun Yang

202511-24

Financial Institution: Korean Financial Institution

Jeongwoon Kim

202511-19

Heterogeneity in health insurance choice: An experimental investigation of consumer choice and feature preferences

Yujin Kim

202511-03

Financial Institution: Financial Corporate Governance

Junyeop Ha

202510-27

Financial Institution: Finance and Industry

Seonghyun Yang

202510-20

Corporate Climate Risk and Membership of Emission Trading Schemes

Huisun Eom

202510-13

Financial Institution: Financial Supervision and Consumer Protection

Huisun Eom

202509-29

Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies

Junyeop Ha

202509-22

Financial Institution: Competition and Regulation in Financial industry

Yujin Kim

202509-15

Climate Change, Weather Insurance Design and Hedging Effectiveness

Jeongwoon Kim

202509-08

Financial Institution: Financial system

Seungah Lee

202508-28

Climate risk and green innovation-ESG disconnect: Firm-level evidence from China

Huisun Eom

202508-20

The propagation of cyberattacks through firms' supply chains

Seonghyun Yang

202507-31

Do investors perceive cyber risk contagion? market reactions to cyber incidents

Jaehun Cho

202507-23

Risk management, firm reputation, and the impact of successful cyberattacks on target firms

Junyeop Ha

202507-16

Matrix-based factor analysis on the prediction of claims probability

Minseog Oh

202507-10

Test for changes in the modeled solvency capital requirement of an internal risk model

Jeongwoon Kim

202507-03

The risk screening effect of digital insurance distribution

Yujin Kim

202506-26

Insurers' climate change risk management quality and natural disasters

Seungah Lee

202505-27

Operational risk and insurance analytics

Jaehun Cho

202505-20

Measuring the climate risk exposure of insurers

Jeongwoon Kim

202505-13

Aggregate risk

Junyeop Ha

202505-07

Pricing in the primary market for cat bonds: new empirical evidence

Seonghyun Yang

202504-29

Copulas and dependence

Seungah Lee

202504-22

Who manages risk? an empirical examination of risk management practices in the gold mining industry

Yujin Kim

202504-15

Extreme value theory

Jeongwoon Kim

202504-08

A probabilistic paradigm for the parametric insurance of natural hazards

Jaehun Cho

202504-01

Financial time series

Keywoong Bae

202503-25

The impact of catastrophes on insurer stock volatility

Junyeop Ha

202503-18

Multivariate models

Yujin Kim

202503-11

Hawkes processes in insurance: risk model, application to empirical data and optimal investment

Seungah Lee

202503-04

Basic concepts in risk management and empirical properties of financial data

Seonghyun Yang

202502-25

A new class of severity regression models with an application to IBNR prediction

Keywoong Bae

202502-13

The value of investing in enterprise risk management

Junyeop Ha

202502-06

An empirical analysis of the behavioral infulences and information sources affecting the cyber insurance decisions of German SMEs

Yujin Kim

202501-31

Cointegration analysis of crop yields and extreme weather factors using actuaries climate index with application of bonus malus system

Seungah Lee

202501-21

Cybersecurity risk

Jaehun Cho

202501-14

A Markov multiple state model for epidemic and insurance modelling

Keywoong Bae

202412-03

Alternative risk transfer

Jaehun Cho

202411-26

Loss adjustment expenses

Yujin Kim

202411-19

Principles and structure of rate-making in non-life insurance

Junyeop Ha

202411-12

Stochastic processes and markov processes

Seungah Lee

202411-05

Calculation of reserves for policy liabilities

Keywoong Bae

202410-29

Non-life insurance

Yejin Kim

202410-15

Underwriting and reinsurance

Jaehun Cho

202410-08

Exposure and premium

Yujin Kim

202410-02

Insurance industry and market theory

Yejin Kim

202409-24

Integrated risk management

Keywoong Bae

202409-05

Factor model with time dynamics and interpretability: An application to cyber risk modeling

Jaehun Cho

202408-14

Estimating value at risk of portfolio by conditional copula-GARCH method

Yejin Kim

202408-01

Firm-specific and time-variant effects on cyber risks

Jaehun Cho

202407-24

Corporate ESG performance and business efficiency: Evidence from the Korean insurance industry

Jongbin Yoon

202407-17

ESG disclosure and idiosyncratic risk in initial public offerings

Jongbin Yoon

202407-03

The influence of non-linear dependencies on the basis risk of industry loss warranties

Jaehun Cho

202406-26

A simulation model for calculating solvency capital requirements for non-life insurance risk

Keywoong Bae

202405-24

Analysis of systemic risk in the insurance industry

Keywoong Bae

202405-16

ESG shareholder engagement and downside risk

Jongbin Yoon

202405-10

Conditional copula simulation for systemic risk stress testing

Yejin Kim

202405-03

Securitization, insurance, and reinsurance

Jaehun Cho

202404-26

The impact of news on the volatility of ESG firms

Jongbin Yoon

202404-16

Factor analysis pertaining to cyber risk & Capital regulation for systemic cyber risk

Jaehun Cho, Keywoong Bae

202403-28

Industry loss warrranties: Contract features, pricing, and central demand factors

Jaehun Cho

202403-21

Systemic cyber risk and aggregate impacts

Keywoong Bae

202403-15

Unveiling endogeneity between competition and efficiency in Chinese banks: A two-stage network DEA and regression analysis

Jongbin Yoon

202403-08

External impacts on the property-liability insurance cycle

Yejin Kim

202402-02

A comprehensive model for cyber risk based on marked point processes and its application to insurance

Jaehun Cho

202401-25

Building resilience in cybersecurity: An artificial lab approach

Keywoong Bae

202401-19

Two-stage estimation of the impact of contextual variables in stochastic frontier production function models using data envelopment analysis: Second stage OLS versus bootstrap approaches

Jongbin Yoon

202309-07

Nesting classical actuarial model into neural networks

Jongbin Yoon

202308-24

Time-series forecasting of mortality rates using deep learning

Jaehun Cho

202307-14

A neural network extension of the Lee-Carter model to multiple populations

Jaehun Cho

202306-30

Evaluation of driving risk at different speeds

Jongbin Yoon

202208-17

Credibility theory

Jongbin Yoon

202208-10

Ordering of risks

Chanjin Kim

202207-27

Premium principles and risk measures

Jongbin Yoon

202207-13

Ruin theory

Jaehun Cho

202207-06

Collective risk models

Chanjin Kim

202206-30

Utility theory and insurance & The individual risk model

Seungjoon Lee

202202-16

Climate change risk perception and policy preferences: The role of affect, imagery, and values

Seungjoon Lee

202202-09

Integrated framework for information security investment and cyber insurance

Chanjin Kim

202201-26

Cybersecurity insurance: Modeling and pricing

Jaehun Cho

202201-19

Statistical and financial models of insurance and important models of financial engineering

Jongbin Yoon

202201-11

Comparison of pricing between insurance and financial engineering

Jongbin Yoon

202108-25

Market risk: Model-building approach

Dongjoon Rho

202108-18

Market risk: Historical simulation and extreme value theory

Chanjin Kim

202108-11

Market risk: Value at risk and expected shortfall

Seungjoon Lee

202108-04

Market risk: Correlations and copulas

Jaehun Cho

202107-28

Market risk: Volatility

Dongjoon Rho

202107-22

Market risk: Interest rate risk

Chanjin Kim

202107-14

Market risk: How traders manage their risks

Seungjoon Lee

202107-07

Introduction to risk management and financial institutions

Jaehun Cho

INTERNAL SEMINAR

We present papers and textbooks related to risk management, insurance theory, and actuarial risk modeling every week.

Regulating risk culture in the insurance industry using machine learning

Networks in production: Asset pricing implications

Financial Institution: Insurance Company and Pension Fund

Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives

Financial Institution: Korean Financial Institution

Heterogeneity in health insurance choice: An experimental investigation of consumer choice and feature preferences

Financial Institution: Financial Corporate Governance

Financial Institution: Finance and Industry

Corporate Climate Risk and Membership of Emission Trading Schemes

Financial Institution: Financial Supervision and Consumer Protection

Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies

Financial Institution: Competition and Regulation in Financial industry

Climate Change, Weather Insurance Design and Hedging Effectiveness

Financial Institution: Financial system

Climate risk and green innovation-ESG disconnect: Firm-level evidence from China

The propagation of cyberattacks through firms' supply chains

Do investors perceive cyber risk contagion? market reactions to cyber incidents

Risk management, firm reputation, and the impact of successful cyberattacks on target firms

Matrix-based factor analysis on the prediction of claims probability

Test for changes in the modeled solvency capital requirement of an internal risk model

The risk screening effect of digital insurance distribution

Insurers' climate change risk management quality and natural disasters

Operational risk and insurance analytics

Measuring the climate risk exposure of insurers

Aggregate risk

Pricing in the primary market for cat bonds: new empirical evidence

Copulas and dependence

Who manages risk? an empirical examination of risk management practices in the gold mining industry

Extreme value theory

A probabilistic paradigm for the parametric insurance of natural hazards

Financial time series

The impact of catastrophes on insurer stock volatility

Multivariate models

Hawkes processes in insurance: risk model, application to empirical data and optimal investment

Basic concepts in risk management and empirical properties of financial data

A new class of severity regression models with an application to IBNR prediction

The value of investing in enterprise risk management

An empirical analysis of the behavioral infulences and information sources affecting the cyber insurance decisions of German SMEs

Cointegration analysis of crop yields and extreme weather factors using actuaries climate index with application of bonus malus system

Cybersecurity risk

A Markov multiple state model for epidemic and insurance modelling

Alternative risk transfer

Loss adjustment expenses

Principles and structure of rate-making in non-life insurance

Stochastic processes and markov processes

Calculation of reserves for policy liabilities

Non-life insurance

Underwriting and reinsurance

Exposure and premium

Insurance industry and market theory

Integrated risk management

Factor model with time dynamics and interpretability: An application to cyber risk modeling

Estimating value at risk of portfolio by conditional copula-GARCH method

Firm-specific and time-variant effects on cyber risks

Corporate ESG performance and business efficiency: Evidence from the Korean insurance industry

ESG disclosure and idiosyncratic risk in initial public offerings

The influence of non-linear dependencies on the basis risk of industry loss warranties

A simulation model for calculating solvency capital requirements for non-life insurance risk

Analysis of systemic risk in the insurance industry

ESG shareholder engagement and downside risk

Conditional copula simulation for systemic risk stress testing

Securitization, insurance, and reinsurance

The impact of news on the volatility of ESG firms

Factor analysis pertaining to cyber risk & Capital regulation for systemic cyber risk

Industry loss warrranties: Contract features, pricing, and central demand factors

Systemic cyber risk and aggregate impacts

Unveiling endogeneity between competition and efficiency in Chinese banks: A two-stage network DEA and regression analysis

External impacts on the property-liability insurance cycle

A comprehensive model for cyber risk based on marked point processes and its application to insurance

Building resilience in cybersecurity: An artificial lab approach

Two-stage estimation of the impact of contextual variables in stochastic frontier production function models using data envelopment analysis: Second stage OLS versus bootstrap approaches

Nesting classical actuarial model into neural networks

Time-series forecasting of mortality rates using deep learning

A neural network extension of the Lee-Carter model to multiple populations

Evaluation of driving risk at different speeds

Credibility theory

Ordering of risks