Orlando, Albina - In: Risks : open access journal 9 (2021) 10, pp. 1-12
The aim of this paper is to deepen the application of value at risk in the cyber domain, with particular attention to …-based measures that are widely employed in the financial domain. They refer to value at risk that, in the cyber context, takes the … name of cyber value at risk (Cy-VaR). In this paper, the main features and challenging issues of Cy-VaR are examined. The …