no code implementations • 18 Aug 2022 • Kerstin Awiszus, Thomas Knispel, Irina Penner, Gregor Svindland, Alexander Voß, Stefan Weber
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts.
no code implementations • 23 Mar 2020 • Kerstin Awiszus, Agostino Capponi, Stefan Weber
We study the ex-ante minimization of market inefficiency, defined in terms of minimum deviation of market prices from fundamental values, from a centralized planner's perspective.