Cyber risk modeling : a discrete multivariate count process approach
Yang Lu, Jinggong Zhang and Wenjun Zhu
| Year of publication: |
2024
|
|---|---|
| Authors: | Lu, Yang ; Zhang, Jinggong ; Zhu, Wenjun |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2024.2024, 6, p. 625-655
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| Subject: | cyber risk | discrete stable distribution | generalized poisson inverse-Gaussian distribution | negative binomial autoregressive process | Operational risk | self-excitation | systemic and pairwise contagion | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Theorie | Theory | IT-Kriminalität | IT crime | Wahrscheinlichkeitsrechnung | Probability theory | Operationelles Risiko | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2289374 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052473