Data breaches: goodness of fit, pricing, and risk measurement
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Publication:2364015
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Cites work
- scientific article; zbMATH DE number 5640261 (Why is no real title available?)
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- A bootstrap goodness of fit test for the generalized Pareto distribution
- A nonparametric approach to calculating value-at-risk
- A principal axes method for comparing contingency tables: MFACT
- Conditional copula simulation for systemic risk stress testing
- Heavy-tailed distribution of cyber-risks
- Kernel density estimation of actuarial loss functions
- Modeling loss data using mixtures of distributions
- Modelling air pollution data by the skew-normal distribution
- Modern Multivariate Statistical Techniques
- Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis
- Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data
- Multivariate skew-normal distributions with applications in insurance
- Operational Risk
- Skewed bivariate models and nonparametric estimation for the CTE risk measure
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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