Pages that link to "Item:Q2034155"
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The following pages link to Cyber claim analysis using generalized Pareto regression trees with applications to insurance (Q2034155):
Displaying 16 items.
- An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests (Q2066746) (← links)
- Cyber risk frequency, severity and insurance viability (Q2172032) (← links)
- Multivariate claim processes with rough intensities: properties and estimation (Q2682990) (← links)
- Exact Insurance Premiums for Cyber Risk of Small and Medium-Sized Enterprises (Q6043850) (← links)
- Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data (Q6096596) (← links)
- Gradient boosting for extreme quantile regression (Q6144813) (← links)
- Tail index partition-based rules extraction with application to tornado damage insurance (Q6174077) (← links)
- Cyber insurance-linked securities (Q6569745) (← links)
- Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles (Q6581660) (← links)
- Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
- A bonus-malus framework for cyber risk insurance and optimal cybersecurity provisioning (Q6593148) (← links)
- Generalized Pareto regression trees for extreme event analysis (Q6601112) (← links)
- Cross-validation on extreme regions (Q6635935) (← links)
- Is accumulation risk in cyber methodically underestimated? (Q6649318) (← links)
- Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance (Q6649319) (← links)
- Utility of classical insurance risk models for measuring the risks of cyber incidents (Q6670101) (← links)
