Data breaches: goodness of fit, pricing, and risk measurement
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Publication:2364015
DOI10.1016/J.INSMATHECO.2017.05.008zbMATH Open1394.91211OpenAlexW2618523767MaRDI QIDQ2364015FDOQ2364015
Authors: Martin Eling, Nicola M. R. Loperfido 
Publication date: 17 July 2017
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.05.008
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Cites Work
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- Heavy-tailed distribution of cyber-risks
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- A principal axes method for comparing contingency tables: MFACT
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Cited In (18)
- Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
- Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
- Enterprise security economics: a self-defense versus cyber-insurance dilemma
- Cyber risk modeling: a discrete multivariate count process approach
- A bonus-malus framework for cyber risk insurance and optimal cybersecurity provisioning
- Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance
- On the determinants of data breaches: a cointegration analysis
- A comprehensive model for cyber risk based on marked point processes and its application to insurance
- Data breach CAT bonds: modeling and pricing
- Frequency and severity estimation of cyber attacks using spatial clustering analysis
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance
- Is accumulation risk in cyber methodically underestimated?
- Unraveling heterogeneity in cyber risks using quantile regressions
- Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models
- Cyber risk frequency, severity and insurance viability
- Modeling malicious hacking data breach risks
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