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The use of the cloud to store personal/company data and to run programs is gaining wide acceptance as it is more efficient and cost-effective. However, cloud services may not always be available, which could lead to losses for customers and the cloud provider (the provider is typically obligated...
Persistent link: https://www.econbiz.de/10013471219
Correlation in cyber risk represents an additional source of concern for utility and industrial infrastructures, where risks may be introduced by connected systems. A major means of reducing risk is to transfer it through insurance. In this paper, we consider a company which has peripheral...
Persistent link: https://www.econbiz.de/10014375312
In this paper we exploit the wavelet analysis approach to investigate oil-food price correlation and its determinants in the domains of time and frequency.Wavelet analysis is able to differentiate high frequency from low frequency movements which correspond, respectively, to short and long run...
Persistent link: https://www.econbiz.de/10013212172
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Investments in security and cyber-insurance are two cyber-risk management strategies that can be employed together to optimize the overall security expense. In this paper, we provide a closed form for the optimal investment under a full set of insurance liability scenarios (full liability,...
Persistent link: https://www.econbiz.de/10013200694
Cybersecurity breach probability functions describe how cybersecurity investments impact the actual vulnerability to cyberattacks through the probability of success of the attack. They essentially use mathematical models to make cyber-risk management choices. This paper provides an overview of...
Persistent link: https://www.econbiz.de/10014230817
Investments in security and cyber-insurance are two cyber-risk management strategies that can be employed together to optimize the overall security expense. In this paper, we provide a closed form for the optimal investment under a full set of insurance liability scenarios (full liability,...
Persistent link: https://www.econbiz.de/10012423138
Credit risk, associated to borrowers defaulting on their debts, is an ever growing source of concern for lenders. The presence of correlation among defaults may be described by the t-copula model. However, the typically large number of variables involved calls for a simulation approach. A...
Persistent link: https://www.econbiz.de/10011095370
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