Modeling and predicting extreme cyber attack rates via marked point processes
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Cites work
- A nonlinear autoregressive conditional duration model with applications to financial transaction data
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- Estimating value-at-risk: a point process approach
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- Hierarchical Bayesian modeling of marked non-homogeneous Poisson processes with finite mixtures and inclusion of covariate information
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Cited in
(15)- Dynamic cyber risk estimation with competitive quantile autoregression
- Unraveling heterogeneity in cyber risks using quantile regressions
- A comprehensive model for cyber risk based on marked point processes and its application to insurance
- Discussion on: `A comprehensive model for cyber risk based on marked point processes and its applications to insurance
- Frequency and severity estimation of cyber attacks using spatial clustering analysis
- Stochastic analysis of cyber-attacks
- Statistical modeling of computer malware propagation dynamics in cyberspace
- Cybersecurity Insurance: Modeling and Pricing
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives
- Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process
- Cyber risk modeling: a discrete multivariate count process approach
- Is accumulation risk in cyber methodically underestimated?
- Utility of classical insurance risk models for measuring the risks of cyber incidents
- On the use and misuse of time-rescaling to assess the goodness-of-fit of self-exciting temporal point processes
- A Hilbert-Huang transform approach for predicting cyber-attacks
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