Modeling malicious hacking data breach risks
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Cites work
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- A flexible extreme value mixture model
- A mixed copula model for insurance claims and claim sizes
- An introduction to statistical modeling of extreme values
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Cybersecurity Insurance: Modeling and Pricing
- Data breaches: goodness of fit, pricing, and risk measurement
- Dependent frequency-severity modeling of insurance claims
- Fitting Tweedie's compound poisson model to insurance claims data
- Heavy-tailed distribution of cyber-risks
- Joint Regression Analysis of Correlated Data Using Gaussian Copulas
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models
- Total loss estimation using copula-based regression models
Cited in
(17)- Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
- EBICOP: ensemble bivariate copulas for modeling multivariate cyber data breach risks
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox
- Cyber risk modeling: a discrete multivariate count process approach
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks
- The Economic Impact of Extreme Cyber Risk Scenarios
- Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk
- On the determinants of data breaches: a cointegration analysis
- Frequency and severity estimation of cyber attacks using spatial clustering analysis
- Copula approaches for modeling cross-sectional dependence of data breach losses
- The changing landscape of cyber risk: an empirical analysis of loss severity and tail dynamics
- Attributing hacks with survival trend filtering
- Multi-period pricing of data breach catastrophe bonds: A hybrid triggers and LSTM framework
- Data breaches: goodness of fit, pricing, and risk measurement
- Unraveling heterogeneity in cyber risks using quantile regressions
- Cyber risk frequency, severity and insurance viability
- Utility of classical insurance risk models for measuring the risks of cyber incidents
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