Modeling multivariate cybersecurity risks

DOI10.1080/02664763.2018.1436701OpenAlexW2793448306MaRDI QIDQ5036346

Shouhuai Xu, Maochao Xu, Chen Peng, Taizhong Hu

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1436701

zbMATH Keywords

predictionGARCHvalue-at-riskvine copulacopula density forecast

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (12)

A comprehensive model for cyber risk based on marked point processes and its application to insurance ⋮ Frequency and severity estimation of cyber attacks using spatial clustering analysis ⋮ Statistical modeling of computer malware propagation dynamics in cyberspace ⋮ Multivariate dependence among cyber risks based on \(L\)-hop propagation ⋮ Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data ⋮ Modeling multivariate cyber risks: deep learning dating extreme value theory ⋮ Copula modeling from Abe Sklar to the present day ⋮ Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox ⋮ Cyber risk modeling: a discrete multivariate count process approach ⋮ Is accumulation risk in cyber methodically underestimated? ⋮ Spatio-temporal analysis of dependent risk with an application to cyberattacks data ⋮ Data Breach CAT Bonds: Modeling and Pricing

Uses Software

• CopulaModel

Cites Work

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