Multivariate Hawkes process for cyber insurance
Year of publication: |
2021
|
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Authors: | Bessy-Roland, Yannick ; Boumezoued, Alexandre ; Hillairet, Caroline |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 15.2021, 1, p. 14-39
|
Subject: | Clustering | Cyber risk | Data breaches | Hawkes process | Lasso inference | Prediction | Thinning algorithm |
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