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Matteo Malavasi
Matteo Malavasi
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
Cyber risk frequency, severity and insurance viability
M Malavasi, GW Peters, PV Shevchenko, S Trück, J Jang, G Sofronov
Insurance: Mathematics and Economics 106, 90-114, 2022
162022
Second order of stochastic dominance efficiency vs mean variance efficiency
M Malavasi, SO Lozza, S Trück
European Journal of Operational Research 290 (3), 1192-1206, 2021
152021
The nature of losses from cyber-related events: risk categories and business sectors
PV Shevchenko, J Jang, M Malavasi, GW Peters, G Sofronov, S Trück
Journal of Cybersecurity 9 (1), tyac016, 2023
142023
Quantification of cyber risk–risk categories and business sectors
PV Shevchenko, J Jang, M Malavasi, G Peters, G Sofronov, S Trück
Available at SSRN 3858608, 2021
72021
Cyber loss model risk translates to premium mispricing and risk sensitivity
GW Peters, M Malavasi, G Sofronov, PV Shevchenko, S Trück, J Jang
The Geneva Papers on Risk and Insurance-Issues and Practice, 1-62, 2023
32023
Flood risk management and adaptation under sea level rise uncertainty
C Truong, H Li, S Trück, M Malavasi
Society of Actuaries Research Institute, 2022
2022
Climate change and the transport sector: vehicle engine emissions and efficiency
ZB Ghomi, A Ding, M Linnenluecke, M Malavasi, S Trück
Macquarie University, 2021
2021
Climate change and the transport sector: carbon pricing and offset mechanisms
ZB Ghomi, A Ding, M Linnenluecke, M Malavasi, S Trück
Macquarie University, 2021
2021
Essays on Stochastic Orderings in Portfolio Selection
M Malavasi
COLLANA DELLA SCUOLA DI ALTA FORMAZIONE DOTTORALE 25, 2021
2021
Semiparametric Tests for Behavioral Finance Efficiency
M Malavasi, S ORTOBELLI LOZZA
FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS, 507-513, 2017
2017
Backtesting AVaR and VaR with a simulated copula
M Malavasi, R Previtali, SO Lozza, T Tichý
Vysoká škola báňská-Technická univerzita Ostrava, 2016
2016
Managing Risk With Simulated Copula
M Malavasi, R Previtali, S Ortobelli, C Nardelli
8th International Scientific Conference Managing and Modelling of Financial …, 2016
2016
Risk Diversification
M Malavasi, S Ortobelli, S Trück
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Articles 1–13