Modeling Malicious Hacking Data Breach Risks
DOI10.1080/10920277.2020.1752255zbMath1491.91111OpenAlexW3043801573MaRDI QIDQ5027904
Maochao Xu, Hong Sun, Peng Zhao
Publication date: 7 February 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2020.1752255
generalized Pareto distributionGumbel copulafrequency-severity modelTweedie modeldollar losshacking data breachhurdle-Poisson modelordered Lorenz curve
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)
Related Items (3)
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