Multivariate dependence among cyber risks based on L-hop propagation

DOI10.1016/J.INSMATHECO.2021.09.005MaRDI QIDQ2665874zbMATH OpenOpenAlexFDO

Authors Gaofeng Da, Maochao Xu, Peng Zhao

Publication date 19 November 2021

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.09.005

zbMATH Keywords

associationcomonotoniccovarianceintertwined effectpremiums

Mathematics Subject Classification ID

Computer security (68M25) Risk models (general) (91B05)

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Cites work

• A multivariate dependence measure for aggregating risks
• Attacker-defender model against quantal response adversaries for cyber security in logistics management: an introductory study
• Comparison methods for stochastic models and risks
• Copula approaches for modeling cross-sectional dependence of data breach losses
• Cyber Epidemic Models with Dependences
• Cybersecurity Insurance: Modeling and Pricing
• Cybersecurity investments in the supply chain: coordination and a strategic attacker
• Dependence modeling with copulas
• scientific article; zbMATH DE number 5321684 (Why is no real title available?)
• Inhomogeneous financial networks and contagious links
• Interdependent security
• Modeling multivariate cybersecurity risks
• Multifirm models of cybersecurity investment competition vs. cooperation and network vulnerability
• Pricing of cyber insurance contracts in a network model
• Scalable min-max multi-objective cyber-security optimisation over probabilistic attack graphs
• The N-intertwined SIS epidemic network model
• The concept of comonotonicity in actuarial science and finance: theory.
• The correlation structure of epidemic models
• Who should be responsible for software security? A comparative analysis of liability policies in network environments

Cited in

(8)

• Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
• Evaluation of cyber security and modelling of risk propagation with Petri nets
• Modeling multivariate cybersecurity risks
• Heavy-tailed distribution of cyber-risks
• Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox
• The changing landscape of cyber risk: an empirical analysis of loss severity and tail dynamics
• Cybersecurity investments and cyber insurance purchases in a non-cooperative game
• Evaluating cyber loss in star-ring and star-bus hybrid networks based on the bond percolation model

Describes a project that uses

Uses Software

• CopulaModel

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