Data breaches: goodness of fit, pricing, and risk measurement
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Publication:2364015
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Cites work
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- 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
- 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?)
- 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
(25)- Copula approaches for modeling cross-sectional dependence of data breach losses
- Cyber claim analysis using generalized Pareto regression trees with applications to insurance
- On the determinants of data breaches: a cointegration analysis
- Unraveling heterogeneity in cyber risks using quantile regressions
- A comprehensive model for cyber risk based on marked point processes and its application to insurance
- Frequency and severity estimation of cyber attacks using spatial clustering analysis
- Cyber risk frequency, severity and insurance viability
- Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
- Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models
- Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
- Modeling malicious hacking data breach risks
- Data breach CAT bonds: modeling and pricing
- Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk
- 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
- Is accumulation risk in cyber methodically underestimated?
- Bayesian credibility model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance
- The changing landscape of cyber risk: an empirical analysis of loss severity and tail dynamics
- Cyber risk taxonomies: statistical analysis of cybersecurity risk classifications
- Incident-specific cyber insurance
- EBICOP: ensemble bivariate copulas for modeling multivariate cyber data breach risks
- Self-protection and insurance demand under time-inconsistent mean-variance framework
- Multi-period pricing of data breach catastrophe bonds: A hybrid triggers and LSTM framework
- Optimal impulse control for cyber risk management
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