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Working Papers

The following are list of research papers: 

  • 2017  Wang, Shaun, Optimal Information Security Investments for Firms with Interdependent Cyber Threats, 
    Working paper
  
  • 2017  Wang, Shaun, Cybersecurity Budget Allocation to Address Multiple Areas of Vulnerability and Multiple Segments of Data Assets, Working paper

  • 2017  Wang, Shaun, Integrated Framework for Information Security Investment and Cyber Insurance (February 16, 2017), Working paper
    Download from SSRN​

  • 2017  Heinl, Caitriona, “Technology: Access and Denial” in “Security in Cyber Space: Extremism and Terrorism” for The Oxford Handbook of Cyber Security, Oxford University Press (Editor, Paul Cornish, Oxford Martin), forthcoming

  • 2017  Fong, Joelle H., “Old-age Frailty Patterns and Implications for Long-term Care Programs.” The Geneva Papers on Risk and Insurance - Issues and Practice, 42(1): 114–128.

  • 2017  Shao, Adam W., Michael Sherris, and Joelle H. Fong, "Product pricing and solvency capital requirements for long-term care insurance." Scandinavian Actuarial Journal 2017.2:175-208.

  • 2017  Fong, Joelle H., “Extending Demographic Windows of Opportunity: Evidence from Asia.” Asia-Pacific Journal of Risk and Insurance, 11(1): 2153-3792.

  • 2017  Schanz, Kai-Uwe and Shaun Wang, “The need for insurance to address flood risk in Asia”, Think-tank Insight, Asia Insurance Review, June 2017

  • 2016  Wang, Shaun (2016) Optimal Level of Information Security Investment: Model and Formula, Working paper

  • 2016  Nie, C., Wang, S. and Li, S. (2016) "Applying Surplus Process to Model the Effect of Spending on Cyber Security Level", Working Paper, Dec 2016.​

  • ​2015  Wang, Shaun S., and Han Chen, "Actuarial Values of Housing Markets," Variance 9:2, 2015, pp. 196-212.

  • 2015  Milidonis, Andreas​, An Empirical Investigation of CDS Spreads Using a Regime Switching Default Risk Model, Working paper

  • 2015  Benedetti, D., ​Biffis, E., and A. Milidonis (2015). Large Commercial Exposures and Tail Risk: Evidence from the Asia-Pacific P&C Insurance Market, Working paper
    Download PDF​  

  • 2015  Daniel Bauer, Shinichi Kamiya, Xiaohu Ping, George Zanjani, (2015), Dynamic Capital Allocation with Irreversible Investments, Working paper
    Download PDF​


  • 2015  Shinichi Kamiya​, (2015), Credit Crunch and Insurance Consumption: The Aftermath of the Subprime Mortgage Crisis, working paper, Nanyang Business School, Nanyang Technological University.  This paper was motivated by the project above but not directly related to China and India​.
    Download from SSRN

  • 2015  Michaelides Alexander, Milidonis Andreas​, Nishiotis George and Papakyriakou Panayiotis, (15 Sep 2014), The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Annoucements, Working paper
    Download from SSRN




  • 2013-12  Kamiya Shinichi, Catastrophes and development of non-life insurance market: A cross-country analysis, Working paper

  • 2013-12  Kamiya Shinichi, Zanjani George and Li Jacki, The Effect of Banking Crises: Evidence from Non-life Insurance Consumption, Working paper
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