Cyber risk ordering with rank-based statistical models

DOI10.1007/s10182-020-00387-0zbMath1479.62092OpenAlexW3111828264MaRDI QIDQ2058552

Paolo Giudici, Emanuela Raffinetti

Publication date: 9 December 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-020-00387-0

zbMATH Keywords

rank regressionordinal dataconcordance measuresoperational riskscyber attacks

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Uses Software

• VarianceGamma

Cites Work

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• On the Gini measure decomposition
• Cyber risk measurement with ordinal data
• Fitting the variance-gamma model to financial data
• Attack chain detection
• Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data