Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650)
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scientific article; zbMATH DE number 6958598
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula approaches for modeling cross-sectional dependence of data breach losses |
scientific article; zbMATH DE number 6958598 |
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Copula approaches for modeling cross-sectional dependence of data breach losses (English)
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19 October 2018
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cyber risk
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data breach
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zero-inflated data
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pair copula construction
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vine copula
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risk measurement
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insurance pricing
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diversification effect
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