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POSTECH

Jung Kwangmin Associate Professor

Education

  • 2016.09 ~ 2020.02 (박사-Finance)
  • 2014.09 ~ 2016.06 (석사-Management)
  • 2013.09 ~ 2014.10 (석사-Quantitative Finance)
  • 2006.03 ~ 2010.02 연세대학교 (학사-응용통계학)

Career

  • 2020.01 ~ 2020.06 DRAKE UNIVERSITY

Profession

Journal Papers

International
  • Tropical cyclone risk assessment reflecting the climate change trend the case of South Korea, Natural Hazards, , 120, 5841-5867 (2024 )
  • Optimal reinsurance with a systemic surplus shock, Economics Letters, , 244, - (2024 )
  • Spatial cyber loss clusters at county level and socioeconomic determinants of cyber risks, North American Actuarial Journal, , , - (2024 )
  • CEO political orientation risktaking and firm performance Evidence from the US propertyliability insurance industry, Economics of Governance, , , - (2023 )
  • Evidence of the timevarying impacts of the COVID19 pandemic on online search activities relating to shopping products in South Korea, Humanities Social Sciences Communications, , 10, - (2023 )
  • Next generation models for portfolio risk management An approach using financial big data, Journal of Risk and Insurance, , 89, 765-787 (2022 )
  • Unraveling heterogeneity in cyber risks using quantile regressions, Insurance Mathematics and Economics, , 104, 222-242 (2022 )
  • Heterogeneity in cyber loss severity and its impact on cyber risk measurement, Risk Management, , , - (2022 )
  • Extreme Data Breach Losses An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk, North American Actuarial Journal, , 25, 580-603 (2021 )
  • Risk aggregation in nonlife insurance Standard models vs internal models, INSURANCE MATHEMATICS ECONOMICS, , 95, 183-198 (2020 )
  • Copula approaches for modeling crosssectional dependence of data breach losses, Insurance Mathematics and Economics, , 82, 167-180 (2018 )
  • The effect of corporate risk management on cyber risk mitigation Evidence from the insurance industry, Geneva Papers on Risk and Insurance Issues and Practice, , , - (0020 )
Domestic Journal Papers
  • Optimal reinsurance for cyber risk transfer, 금융안정연구, , 25, 117-148 (2024 )
  • 미국 사례를 통한 사이버 위험의 이질성 연구 LeeCarter 모델을 기반으로, 리스크관리연구, , 34, 1-31 (2023 )
  • 태풍경로 군집화와 행정구역별 손실예측모형 기후변화 시나리오와 기계학습 응용, 보험학회지, , 131, 23-56 (2022 )
  • 미국 사례를 통한 사이버 위험 발생 양상 및 개인정보 유출위험의 재정적 영향 분석과 국내 보험산업에의 시사점, 보험학회지, , 127, 1-42 (2021 )

Conference Proceedings

  • Spatial dependency and socioeconomic impacts on data breach risks Nationwide analysis in the US, , 0, 0, - (2022)
  • Heterogeneity in cyber loss severity and its impact on cyber risk measurement, , 0, 0, - (2022)
  • A stepwise approach to predicting tropical cyclone risks with an analysis on the impact of climate change, , 0, 0, - (2022)
  • Spatial dependency and socioeconomic impacts on data breach risks Nationwide analysis in the US, , 0, 0, - (2022)
  • A stepwise approach to predicting tropical cyclone risks with an analysis on the impact of climate change, , 0, 0, - (2022)
  • Spatial dependency and socioeconomic impacts on data breach risks Nationwide analysis in the US, , 0, 0, - (2022)
  • 태풍 데이터를 이용한 행정구역별 손실예측모형 기후변화 영향과 기계학습 응용, , 0, 0, - (2022)
  • Unraveling heterogeneity in cyber risks using quantile regressions, , 0, 0, - (2021)
  • Unraveling heterogeneity in cyber risks using quantile regressions, , 0, 0, - (2021)
  • Unraveling heterogeneity in cyber risks using quantile regressions, , 0, 0, - (2021)
  • Determinants of cyber loss occurrence and the financial impact of data breach risk in the US market Implications for the insurance industry, , 0, 0, - (2021)
  • Determinants of cyber loss occurrence and the financial impact of data breach risk in the US market Implications for the insurance industry, , 0, 0, - (2021)
  • 미국 사례를 통한 개인정보 유출위험의 재정적 영향 분석 및 국내 보험산업에의 시사점, , 0, 0, - (2021)
  • 개인정보 유출로 인한 극단적 손실 추정 모형, 2020 하계연합학술대회, 0, 0, - (2020)
  • Extreme data breach losses An alternative approach to estimating probable maximum loss for data breach risk, Actuarial Research Conference 2020, 0, 0, - (2020)
  • Loss Aversion Leads to Fatalistic Risk Management in an Interconnected World, 2020 World Risk and Insurance Economics Congress, 0, 0, - (2020)
  • Extreme cyber losses An alternative approach to estimating probable maximum loss for data breach risk , Actuarial Colloquium Paris 2020, 0, 0, - (2020)
  • Decisionmaking on cyber risk management Interaction between market insurance and risk control measures under prospect theory, 2019 European Group of Risk and Insurance Economists Annual Seminar, 0, 0, - (2019)
  • Probable maximum cyber loss Empirical estimation and reinsurance design with public intervention, 2019 American Risk and Insurance Association Annual Meeting, 0, 0, - (2019)
  • Probable maximum cyber loss Empirical estimation and reinsurance design with the public intervention, 2019 S S Huebner Doctoral Colloquium, 0, 0, - (2019)
  • Probable maximum cyber loss Empirical estimation and reinsurance design with privatepublic partnership, AsiaPacific Risk and Insurance Association Annual Meeting, 0, 0, - (2019)
  • Latent fatalism on cyber risk Interdependency ambiguityaversion and lossaversion, German Insurance Science Association DVfVW Annual Congress, 0, 0, - (2019)
  • Latent Risk In The Correlation Assumption Under Insurance Regulations Evidence From Nonlife Insurance, American Risk and Insurance Association Annual Meeting, 0, 0, - (2018)
  • Latent fatalism on cyber risk Interdependency ambiguityaversion and lossaversion, AsiaPacific Risk and Insurance Association, 0, 0, - (2018)
  • One size fits all The next reform in insurance regulations, Mathematical and Statistical Methods for Actuarial Science and Finance, 0, 0, - (2018)
  • Nonlinear Dependence Structure of Cyber Risk, American Risk and Insurance Association Annual Meeting, 0, 0, - (2017)
  • Nonlinear Dependence Structure of Cyber Risk, Innovations in Insurance Risk and Asset Management, 0, 0, - (2017)

Book

  • 금융산업의 디지털 전환과 운영리스크 은행과 보험산업 중심으로, 103, 정광민 (2021 )

Invited Talk or Presentations

  • Spatial Cyber Loss Clusters at County Level and Socioeconomic Determinants of Cyber Risks, , 0, 0, - (2024)
  • Corporate ESG performance and business efficiency Evidence from the Korean insurance industry, , 0, 0, - (2024)
  • Corporate ESG performance and business efficiency Evidence from the Korean insurance industry, , 0, 0, - (2024)
  • Matrixbased factor analysis on the prediction of claims probability, , 0, 0, - (2024)
  • 요인분석을 통한 사이버 리스크 특성 연구, , 0, 0, - (2024)
  • 보험회사의 ESG경영과 사업 효율성 간 관계에 관한 연구, , 0, 0, - (2024)
  • Enterprise Risk Management and Cyber Risk Management An Empirical Analysis of the Effects on Cyber Risk Mitigation, , 0, 0, - (2024)
  • 사이버 리스크 경감을 위한 기업의 리스크 관리 효과성 연구, , 0, 0, - (2023)
  • The effect of corporate risk management on cyber risk mitigation, , 0, 0, - (2023)
  • The effect of corporate risk management on cyber risk mitigation, , 0, 0, - (2023)
  • Firmspecific and timevariant effects on cyber risks, , 0, 0, - (2023)
  • Firm size and industrial heterogeneity in cyber risks An application with the Lee and Carter model, , 0, 0, - (2023)

Research Activities

  • , 포항공과대학교 (2020-2021)
  • , 포항공과대학교 (2020-2021)
  • , 포항공과대학교 (2021-2040)
  • , 포항공과대학교 (2021-2022)
  • STUDIES ON DIGITAL OPERATIONAL RISK IN THE FINANCIAL INDUSTRY WITH THE FINANCIAL ENGINEERING APPROACH AND THE DEVELOPMENT OF LOSS ESTIMATION MODELING, 재단법인한국연구재단 (2021-2022)
  • ., (사) 보험연구원 (2021-2021)
  • , 주식회사 하나은행 (2021-2021)
  • STUDIES ON DIGITAL OPERATIONAL RISK IN THE FINANCIAL INDUSTRY WITH THE FINANCIAL ENGINEERING APPROACH AND THE DEVELOPMENT OF LOSS ESTIMATION MODELING, 재단법인한국연구재단 (2022-2023)
  • , 포항공과대학교 (2022-2023)
  • , 재단법인한국연구재단 (2022-2023)
  • , (사)한국화재보험협회 (2022-2022)
  • , 삼성화재해상보험(주) (2022-2023)
  • STUDIES ON DIGITAL OPERATIONAL RISK IN THE FINANCIAL INDUSTRY WITH THE FINANCIAL ENGINEERING APPROACH AND THE DEVELOPMENT OF LOSS ESTIMATION MODELING, 재단법인한국연구재단 (2023-2024)
  • , 재단법인한국연구재단 (2023-2024)
  • A STUDY ON THE FEATURES OF CYBER LOSSES AND HETEROGENEITY IN CYBER RISK EXPOSURE, 재단법인한국연구재단 (2023-2024)
  • , 삼성화재해상보험(주) (2023-2023)
  • , 삼성화재해상보험(주) (2023-2024)
  • A STUDY ON THE FEATURES OF CYBER LOSSES AND HETEROGENEITY IN CYBER RISK EXPOSURE, 재단법인한국연구재단 (2024-2025)
  • , 재단법인한국연구재단 (2024-2025)
  • STUDY ON THE DEVELOPMENT OF A STATISTICAL ESTIMATION MODEL AND RISK TRANSFER MEASURES FOR SYSTEMIC CYBER RISK MANAGEMENT, 재단법인한국연구재단 (2024-2025)
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