Copula approaches for modeling cross-sectional dependence of data breach losses
Year of publication: |
September 2018
|
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Authors: | Eling, Martin ; Jung, Kwangmin |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 82.2018, p. 167-180
|
Subject: | Cyber risk | Data breach | Zero-inflated data | Pair copula construction | Vine copula | Risk measurement | Insurance pricing | Diversification effect | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | IT-Kriminalität | IT crime | Risikomanagement | Risk management | Datensicherheit | Data security |
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