Modeling multivariate cybersecurity risks
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Publication:5036346
DOI10.1080/02664763.2018.1436701OpenAlexW2793448306MaRDI QIDQ5036346FDOQ5036346
Authors: Chen Peng, Maochao Xu, Shouhuai Xu, Taizhong Hu 
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2018.1436701
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- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox
- Modeling multivariate cyber risks: deep learning dating extreme value theory
- Cyber risk modeling: a discrete multivariate count process approach
- Title not available (Why is that?)
- Dynamic cyber risk estimation with competitive quantile autoregression
- Heavy-tailed distribution of cyber-risks
- A comprehensive model for cyber risk based on marked point processes and its application to insurance
- Copula modeling from Abe Sklar to the present day
- Data breach CAT bonds: modeling and pricing
- Cybersecurity Insurance: 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
- Is accumulation risk in cyber methodically underestimated?
- Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
- Cyber risk measurement with ordinal data
- Cyber risk ordering with rank-based statistical models
- Spatio-temporal analysis of dependent risk with an application to cyberattacks data
- Modeling and predicting extreme cyber attack rates via marked point processes
- Multivariate dependence among cyber risks based on \(L\)-hop propagation
- Statistical modeling of computer malware propagation dynamics in cyberspace
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