Han, S., 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.

Eling, M., Jung, K. 2022. Heterogeneity in cyber loss severity and its impact on cyber risk measurement. Risk Management – An International Journal, 24(4), 273-297.

Eling, M., Jung, K., Shim, J. 2022. Unraveling heterogeneity in cyber risk using quantile regressions. Insurance: Mathematics and Economics, 104, 222-242.

Jung, K., Kim, D., 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.

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.

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.

Working Papers

Loss aversion leads to fatalistic management of interdependent risk (Eling, M. and Jung, K.)

Spatial loss clusters and socio-economic drivers of cyber risks (Cho, J., Eling, M. and Jung, K.)

Stepwise approach to predicting tropical cyclone risks with an implication for the impact of climate change: Evidence from the Korean Peninsula (Jung, K., Kam, J. and Lee, S.)

Publication (in Korean journals)

정광민, 조재훈, 장지욱, “미국 사례를 통한 사이버 위험의 이질성 연구: Lee-Carter 모델을 기반으로,” 리스크관리연구, Forthcoming.

정광민, 감종훈, 이승준, “태풍경로 군집화와 행정구역별 손실예측모형: 기후변화 시나리오와 기계학습 응용,” 한국보험학회지 131 (2022): 23-56.

정광민, “미국 사례를 통한 사이버 위험 발생 양상 및 개인정보 유출위험의 재정적 영향 분석과 국내 보험산업에의 시사점,” 한국보험학회지 127 (2021):1-41.

Other Publications

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.

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).

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).