Publication

INTERNATIONAL JOURNALS

  • Jung, K., and Park, S.* (2024). Optimal reinsurance with a systemic surplus shock. Economics Letters, 244, 112013. [link]
  • Cho, J., Eling, M., and Jung, K.* (2024). Spatial cyber loss clusters at county level and socio-economic determinants of cyber risks. North American Actuarial Journal, Published Online. [link]
  • Eling, M., and Jung, K.* (2024). Optimism bias and its impact on cyber risk management decisions. Risk Sciences, Published Online. [link]
  • Jung, K.*, Kim, C., and Yun, J. (2024). The effect of corporate risk management on cyber risk mitigation: Evidence from the insurance industry. The Geneva Papers on Risk and Insurance-Issues and Practice, Published Online. [link]
  • Jung, K.*, Kam, J., and Lee, S. (2024). Tropical cyclone risk assessment reflecting the climate change trend: The case of South Korea. Natural Hazards, 120(6), 5841-5867. [link]
  • Han, S., and Jung, K.* (2023). CEO political orientation, risk-taking and firm performance: Evidence from the U.S. property-liability insurance industry. Economics of Governance, 24(1), 1-39. [link]
  • Eling, M.*, and Jung, K. (2022). Heterogeneity in cyber loss severity and its impact on cyber risk measurement. Risk Management – An International Journal, 24(4), 273-297. [link]
  • Eling, M., Jung, K.*, and Shim, J. (2022). Unraveling heterogeneity in cyber risk using quantile regressions. Insurance: Mathematics and Economics, 104, 222-242. [link]
  • Jung, K., Kim, D., and Yu, S.* (2022). Next generation models for portfolio risk management: An approach using financial big data. Journal of Risk and Insurance, 89(3), 765-787. [link]
  • Jung, K. (2021). Extreme data breach losses: An alternative approach to estimating probable maximum loss for data breach risk. North American Actuarial Journal, 25(4), 580-603. [link]
  • Eling, M.*, and Jung, K. (2020). Risk aggregation in non-life insurance: Standard models vs. internal models. Insurance: Mathematics and Economics, 95, 183-198. [link]
  • Eling, M.*, and Jung, K. (2018). Copula approaches for modeling cross-sectional dependence of data breach losses. Insurance: Mathematics and Economics, 82, 167-180. [link]

* Corresponding author

WORKING PAPERS

  • Firm-specific and time-variant effects on cyber risks (Cho, J., Jang, J. and Jung, K.)
  • Corporate ESG performance and business efficiency: Evidence from the Korean insurance industry (Han, S., Jung, K., and Yoon, J.)
  • Optimal reinsurance for cyber risk transfer (Jung, K., and Park, S.)

DOMESTIC JOURNALS

  • 정광민, 한상용, 윤종빈. (2024). “보험회사의 ESG경영과 사업효율성 간 관계에 관한 연구,” 한국보험학회지, 138: 1-39.
  • 정광민, 조재훈, 장지욱. (2023). “미국 사례를 통한 사이버 위험의 이질성 연구: Lee-Carter 모델을 기반으로,” 리스크관리연구, 34(3): 1-31.
  • 정광민, 감종훈, 이승준. (2022). “태풍경로 군집화와 행정구역별 손실예측모형: 기후변화 시나리오와 기계학습 응용,” 한국보험학회지, 131: 23-56.
  • 정광민. (2021). “미국 사례를 통한 사이버 위험 발생 양상 및 개인정보 유출위험의 재정적 영향 분석과 국내 보험산업에의 시사점,” 한국보험학회지, 127: 1-41.

OTHER PUBLICATIONS

  • 정광민. Market Trends of Global Cyber Insurance and Implications (글로벌 사이버 보험시장 동향과 시사점). The Risk, 2024 No. 1 Vol. 19, pp.3-12. Publisher (출판사): Korean Re (코리안리재보험).
  • Song, J., Jung, K., and Kam, J. (2023). Evidence of the time-varying impacts of the COVID-19 pandemic on online search activities relating to shopping products in South Korea. Humanities and Social Sciences Communications, 10(699), 1-12. [link]
  • 정광민. 사이버 리스크 관리 전략. 방재와 보험, 2024 vol. 191, pp.28-38. Publisher (출판사): The Korean Fire Protection Association (한국화재보험협회).
  • 정광민. 경영환경변화와 보험산업의 인재육성 방향에 관한 소고. 2023 보험연합학술대회 대산 기획세션. Publisher (출판사): Daesan Shin Yong Ho Memorial Society (대산신용호기념사업회).
  • 정광민. 위험관리 전문기관의 사회경제적 가치에 관한 소고 : 한국화재보험협회 사례를 중심으로. 방재와 보험, 2023 vol. 189, pp.36-45. Publisher (출판사): The Korean Fire Protection Association (한국화재보험협회).
  • 정광민. Digital Transformations of the Financial Services Industry and Operational Risk: Banking and Insurance (금융산업의 디지털 전환과 운영리스크: 은행과 보험산업 중심으로). Publisher (출판사): Korea Insurance Research Institute (보험연구원). ISBN: 979-11-89741-59-4. [link]
  • 정광민. Digital Transformation and Challenges of the Cyber-insurance Market (디지털 전환과 사이버 보험시장의 과제). The Risk, 2021 No. 2 Vol. 14, pp.25-36. Publisher (출판사): Korean Re (코리안리재보험).
  • 정광민. Digital Transformations of the Financial Services Industry and Operational Risk (금융산업의 디지털 전환과 운영리스크). Monthly Life Insurance (월간생명보험), Vol. 514, pp.30-43. Publisher (출판사): Korea Life Insurance Association (생명보험협회).