Multivariate dependence among cyber risks based on L-hop propagation
Year of publication: |
2021
|
---|---|
Authors: | Da, Gaofeng ; Xu, Maochao ; Zhao, Peng |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 101.2021, 2, p. 525-546
|
Subject: | Association | Comonotonic | Covariance | Intertwined effect | Premiums | Multivariate Analyse | Multivariate analysis | Risikoprämie | Risk premium | Theorie | Theory | IT-Kriminalität | IT crime | Korrelation | Correlation | Risikomanagement | Risk management | Risiko | Risk |
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