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Multivariate dependence among cyber risks based on \(L\)-hop propagation - MaRDI portal

Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874)

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Multivariate dependence among cyber risks based on \(L\)-hop propagation
scientific article

    Statements

    title
    Multivariate dependence among cyber risks based on \(L\)-hop propagation (English)
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    author
    Gaofeng Da
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    Maochao Xu
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    Peng Zhao
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    publication date
    19 November 2021
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    zbMATH Keywords
    association
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    comonotonic
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    covariance
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    intertwined effect
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    premiums
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    Identifiers

    zbMATH DE Number
    7431006
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    OpenAlex ID
    W3202467397
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