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Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.; Debbabi, Nehla; Kratz, Marie - 2022
Persistent link: https://www.econbiz.de/10013500692
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Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.; Debbabi, Nehla; Kratz, Marie - In: European journal of operational research : EJOR 311 (2023) 2, pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
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Cyber risk quantification : investigating the role of cyber value at risk
Orlando, Albina - In: Risks : open access journal 9 (2021) 10, pp. 1-12
party, such as an insurance company. Recently, cyber risk management techniques are including some risk quantile …
Persistent link: https://www.econbiz.de/10012698332
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Operational and cyber risks in the financial sector
Aldasoro, Iñaki; Gambacorta, Leonardo; Giudici, Paolo; … - 2020
Persistent link: https://www.econbiz.de/10012168982
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Operational and cyber risks in the financial sector
Aldasoro, Inaki; Gambacorta, Leonardo; Giudici, Paolo; … - 2020
Persistent link: https://www.econbiz.de/10012210493
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A multivariate Mmdel to quantify and mitigate cybersecurity risk
Bentley, Mark; Stephenson, Alec; Toscas, Peter; Zhu, Zili - In: Risks : open access journal 8 (2020) 2/61, pp. 1-20
The cost of cybersecurity incidents is large and growing. However, conventional methods for measuring loss and choosing mitigation strategies use simplifying assumptions and are often not supported by cyber attack data. In this paper, we present a multivariate model for different, dependent...
Persistent link: https://www.econbiz.de/10012292946
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Copula approaches for modeling cross-sectional dependence of data breach losses
Eling, Martin; Jung, Kwangmin - In: Insurance / Mathematics & economics 82 (2018), pp. 167-180
Persistent link: https://www.econbiz.de/10011929865
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From phishing to advanced persistent threats : the application of cybercrime risk to the enterprise risk management model
Moore, John W. - In: Review of business information systems 14 (2010) 4, pp. 27-36
Persistent link: https://www.econbiz.de/10008839901
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Stress Testing for Cyber Risks : Cyber Risk Insurance Modeling beyond Value-at-Risk (VaR): Risk, Uncertainty, and, Profit for the Cyber Era
Malhotra, Yogesh - 2017
To avert the impending global Cyber-Finance Insurance Crisis based upon large-scale commercial reliance upon … following key contributions: Develops the first known Cyber-Finance-Trust™ framework for Cyber insurance modeling; Develops the … first known model risk management framework for Cyber insurance modeling; Develops first known analysis of significant and …
Persistent link: https://www.econbiz.de/10012972233
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Forecasting the impact of information security breaches on stock market returns and VaR backtest
Colivicchi, Ilaria; Vignaroli, Riccardo - In: Journal of mathematical finance 9 (2019) 3, pp. 402-454
Persistent link: https://www.econbiz.de/10012210337