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Dr Matteo Malavasi

Dr Matteo Malavasi

Lecturer
Business School
School of Risk and Actuarial Studies

Matteo Malavasi is a Lecturer at the ÁñÁ«¹ÙÍø School of Risk and Actuarial Studies. He holds a PhD in Actuarial Studies and Business Analytics from Macquarie University in cotutelle with University of Bergamo, Italy. His research interests are multidisciplinary, including climate change, climate risk, cyber risk, risk analytics, risk management, actuarial studies, data science, computational method for economics and finance, and applied probability.
E-mail
m.malavasi@unsw.edu.au
  • Journal articles | 2024
    Truong C; Malavasi M; Li H; Trück S; Shevchenko PV, 2024, 'Optimal dynamic climate adaptation pathways: a case study of New York City', Annals of Operations Research,
    Journal articles | 2023
    Peters GW; Malavasi M; Sofronov G; Shevchenko PV; Trück S; Jang J, 2023, 'Cyber loss model risk translates to premium mispricing and risk sensitivity', Geneva Papers on Risk and Insurance: Issues and Practice, 48, pp. 372 - 433,
    Journal articles | 2023
    Shevchenko PV; Jang J; Malavasi M; Peters GW; Sofronov G; Trück S, 2023, 'The nature of losses from cyber-related events: risk categories and business sectors', Journal of Cybersecurity, 9,
    Journal articles | 2022
    Malavasi M; Peters GW; Shevchenko PV; Trück S; Jang J; Sofronov G, 2022, 'Cyber risk frequency, severity and insurance viability', Insurance: Mathematics and Economics, 106, pp. 90 - 114,
    Journal articles | 2021
    Malavasi M; Ortobelli Lozza S; Trück S, 2021, 'Second order of stochastic dominance efficiency vs mean variance efficiency', European Journal of Operational Research, 290, pp. 1192 - 1206,
    Journal articles | 2016
    Malavasi M; Previtali R; Ortobelli S; Tichy T, 2016, 'Backtesting AVaR and VaR with a simulated copula', Ekonmika Reveu
  • Preprints | 2022
    Peters GW; Malavasi M; Sofronov G; Shevchenko PV; Trück S; Jang J, 2022, Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity, ,
    Preprints | 2022
    Shevchenko PV; Jang J; Malavasi M; Peters GW; Sofronov G; Trück S, 2022, The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors, ,
    Reports | 2022
    Truong C; Li H; Trück S; Malavasi M, 2022, Flood risk management and adaptation under sea level rise uncertainty
    Reports | 2021
    Borghei Ghomi Z; Ding A; Linnenluecke M; Malavasi M; Trück S, 2021, Climate change and the transport sector: carbon pricing and offset mechanisms
    Reports | 2021
    Malavasi M; Borghei Ghomi Z; Ding A; Linnenluecke M; Trück S, 2021, Climate change and the transport sector: vehicle engine emissions and efficiency
    Preprints | 2021
    Malavasi M; Peters GW; Shevchenko PV; Trück S; Jang J; Sofronov G, 2021, Cyber Risk Frequency, Severity and Insurance Viability, ,
    Reports | 2021
    Malavasi M; Shevchenko P; Jang J; Peters G; Sofronov G; Trück S, 2021, Quantification of Cyber Risk – Risk Categories and Business Sectors
    Conference Presentations | 2021
    Malavasi M, 2021, 'Quantification of Cyber Risk and Its Driving Risk Factors', presented at United As One: 24th International Congress on Insurance: Mathematics and Economics, 06 July 2021
    Conference Presentations | 2017
    Malavasi M; Ortobelli S, 2017, 'On the Efficiency of Portoflio Choices', presented at International Conference on Finance and Banking, 20 September 2017
    Conference Presentations | 2017
    Malavasi M; Ortobelli S, 2017, 'Semiparametric Tests for Behavioral Finance Efficiency', presented at FINANCIAL MANAGEMENT OF FIRMS AND FINANCIAL INSTITUTIONS, 16 October 2017
    Preprints |
    Malavasi M; Peters G; Shevchenko PV; Trueck S; Jang J; Sofronov G, Cyber Risk Frequency, Severity and Insurance Viability,
    Preprints |
    Peters G; Shevchenko PV; Trueck S; Malavasi M; Sofronov G; Jang J, Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity, ,
    Preprints |
    Shevchenko PV; Jang J; Malavasi M; Peters GW; Sofronov G; Trueck S, Quantification of Cyber Risk – Risk Categories and Business Sectors,