Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
From MaRDI portal
Publication:5027909
DOI10.1080/10920277.2021.1919145zbMath1484.91389OpenAlexW3174614271MaRDI QIDQ5027909
Publication date: 7 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2021.1919145
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Actuarial mathematics (91G05)
Related Items
Unraveling heterogeneity in cyber risks using quantile regressions, Cyber risk frequency, severity and insurance viability, Exact Insurance Premiums for Cyber Risk of Small and Medium-Sized Enterprises
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Heavy-tailed distribution of cyber-risks
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- An application of extreme value theory for measuring financial risk
- Estimating the dimension of a model
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
- On the block maxima method in extreme value theory: PWM estimators
- Data breaches: goodness of fit, pricing, and risk measurement
- Testing for unit roots in autoregressive-moving average models of unknown order
- Testing for a unit root in time series regression
- Regression and time series model selection in small samples
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- On a measure of lack of fit in time series models
- Extremes and local dependence in stationary sequences
- Statistics of Extremes
- Cybersecurity Insurance: Modeling and Pricing
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- An introduction to statistical modeling of extreme values