정광민 교수

This study proposes a measure of the data breach risk’s probable maximum loss, which stands for the worst data breach loss likely to occur, using an alternative approach to estimating the potential loss degree of an extreme event with one of the largest private databases for data breach risk. We determine stationarity, the presence of autoregressive feature, and the Fréchet type of generalized extreme value distribution (GEV) as the best fit for data breach loss maxima series and check robustnes

Abstract In ischemic human hearts, the induction of adenosine receptor A2B (ADORA2B) is associated with cardioprotection against ischemic heart damage, but the mechanism underlying this association remains unclear. Apaf-1-interacting protein ( APIP) and ADORA2B transcript levels in human hearts are substantially higher in patients with heart failure than in controls. Interestingly, the APIP and ADORA2B mRNA levels are highly correlated with each other ( R = 0.912). APIP expression was significan

Abstract This paper proposes a dynamic process of portfolio risk measurement to address potential information loss. The proposed model takes advantage of financial big data to incorporate out‐of‐target‐portfolio information that may be missed when one considers the value at risk (VaR) measures only from certain assets of the portfolio. We investigate how the curse of dimensionality can be overcome in the use of financial big data and discuss where and when benefits occur from a large number of a

Abstract We use the world’s largest publicly available dataset of operational risk to model cyber losses and show that the Tweedie model best fits the cyber loss severity in the financial industry. Three key determinants of loss severity are firm size, contagion risk and legal liability. We also measure the size of risk based on the estimation results and show a large degree of heterogeneity across financial firms. The results are particularly relevant with respect to the recent discussion on si

Abstract The RAS–BRAF signaling is a major pathway of cell proliferation and their mutations are frequently found in human cancers. Adenylate kinase 2 (AK2), which modulates balance of adenine nucleotide pool, has been implicated in cell death and cell proliferation independently of its enzyme activity. Recently, the role of AK2 in tumorigenesis was in part elucidated in some cancer types including lung adenocarcinoma and breast cancer, but the underlying mechanism is not clear. Here, we show th

This study explores how optimism bias influences decision-making in cyber risk management by developing a novel model that reflects utility loss aversion, a factor previously unexplored in this context. We find that decision-makers with self-protection as reference point are less likely to invest in other cyber risk management measures, providing support for optimism bias observed in the cyber-insurance market. We also show that decision-makers with higher loss aversion tend to not invest in oth

This study investigates whether cyber loss events occurring in the United States are spatially correlated and if so, which socioeconomic factors are associated with the spatial correlation. We analyze 3132 counties of the 50 U.S. states from 2005 to 2020 using the largest existing dataset of cyber risks and socioeconomic data. While previous literature found no or little spatial correlation at the state level, we are the first to document that such correlation exists at the county level; positiv

본 연구는 국내 보험사의 사업효율성을 분석하고 ESG 경영활동 평가 결과와 사업효율성 간 관계성을 살펴보았다. 최근 10년간(2012~2021년) 국내 보험사의 재무 정보와 ESG 경영활동 평가점수를 기반으로 자료포락분석(Data Envelopment Analy-sis) 및 국소 회귀(local regression) 방법을 통해 평가한 결과, ESG 총점 기준으로 평가점수가 높은 보험사의 효율성 수치가 상대적으로 낮게 형성되는 경향을 관찰하였다. 기술 및 규모효율성 결과 모두에서 이러한 경향이 관찰되며, 이는 ESG 경영활동이 보험사의 사업효율성 측면에서 지난 10년간 긍정적인 효과를 내고 있지 않다는 실증적 평가가 가능하다. 본 결과를 통해 보험사 ESG 경영활동이 사업효율성 측면에서 단기적으로는 보험사업의 비효율성이 증가하는 방향으로 결과가 나타날 수 있음을 추론할 수 있다. 이는 보험회사에서 ESG 경영 전략을 위한 조직의 구성 및 관리에 수반되는 비용의 지출 등으로 인해 단기

Apaf-1-interacting protein (APIP) has been implicated in inflammation-related processes, including myocardial infarction and cancer progression. However, its role in systemic inflammation remains elusive. Here, we investigate the APIP-mediated regulation of inflammasome activity in mice and human macrophages. Loss of APIP in the myeloid lineage (Apip cKO mice) compromises the activation of canonical NLRP3 and non-canonical caspase-11 inflammasomes, reducing pyroptosis in bone marrow-derived macr