교수
정광민 교수
- Science Building Ⅳ #417
- kwjung@postech.ac.kr
- +82-(0)54-279-2194
- 박사학위Univ. of St. Gallen (Finance)
- 연구분야Risk management, Risk modeling, Insurance economics
- 연구실Actuarial modeling, Insurance and Risk Management (AIRM) Lab.
소개
학력
- Univ. of St. Gallen (박사-Finance)
- European Business School (석사-Management)
- City, University of London (석사-Quantitative Finance)
- 연세대학교 (학사-응용통계학)
주요경력
- DRAKE UNIVERSITY
전문분야
- 보험리스크 관리
- 보험계리
- 보험경제학
- 개인정보유출리스크 및 사이버리스크 관리
- 극단적리스크 관리
Key Papers
- Eling, M., and ■Jung, K■., "Copula approaches for modeling cross-sectional dependence of data breach losses," Insurance: Mathematics and Economics, vol. 82, p. 167-180, 2018. doi: 10.1016/j.insmatheco.2018.07.003
- ■Jung, K■., "Extreme data breach losses: An alternative approach to estimating probable maximum loss for data breach risk," North American Actuarial Journal, vol. 25(4), p. 580-603, 2021. doi: 10.1080/10920277.2021.1919145
- ■Jung, K■. Kim, D., and Yu, S., "Next generation models for portfolio risk management: An approach using financial big data," Journal of Risk and Insurance, vol. 89(3), p. 765-787, 2022. doi: 10.1111/jori.12374
- Eling, M., ■Jung, K■., and Shim, J, "Unraveling heterogeneity in cyber risk using quantile regressions," Insurance: Mathematics and Economics, vol. 104, p. 222-242, 2022. doi: 10.1016/j.insmatheco.2022.03.001
- Cho, J., Eling, M., and ■Jung, K■., "Spatial cyber loss clusters at county level and socio-economic determinants of cyber risks," North American Actuarial Journal, vol. 29(2), p. 345-389, 2025. doi: 10.1080/10920277.2024.2408263