Utility of classical insurance risk models for measuring the risks of cyber incidents

DOI10.1007/S42081-024-00273-YMaRDI QIDQ6670101zbMATH OpenFDO

Authors Yasutaka Shimizu, Yutaro Takagami

Publication date 22 January 2025

Published in Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

point processvalue at riskinformation leakagecyber riskscompound risk models

Mathematics Subject Classification ID

Mathematical geography and demography (91D20) Inference from stochastic processes and prediction (62M20) Applications of statistics (62P99)

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Cites work

• scientific article; zbMATH DE number 1257656 (Why is no real title available?)
• scientific article; zbMATH DE number 5242364 (Why is no real title available?)
• An Introduction to the Theory of Point Processes
• Asymptotics for Operational Risk Quantified with Expected Shortfall
• Cyber claim analysis using generalized Pareto regression trees with applications to insurance
• Elicitability and backtesting: perspectives for banking regulation
• Heavy-tailed distribution of cyber-risks
• Modeling and predicting extreme cyber attack rates via marked point processes
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks
• Modeling malicious hacking data breach risks

Cited in

(1)

• Structural models for fog computing based Internet of things architectures with insurance and risk management applications

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