Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology

DOI10.1016/j.insmatheco.2020.02.005zbMath1435.91154OpenAlexW3006121264MaRDI QIDQ2306104

Petar Jevtić, Nicolas. Lanchier

Publication date: 20 March 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.005

zbMATH Keywords

random graphspercolation modelLANnetwork topologyloss modelingcyber risk

Mathematics Subject Classification ID

Network design and communication in computer systems (68M10) Actuarial mathematics (91G05)

Related Items (6)

Frequency and severity estimation of cyber attacks using spatial clustering analysis ⋮ Exact Insurance Premiums for Cyber Risk of Small and Medium-Sized Enterprises ⋮ The Economic Impact of Extreme Cyber Risk Scenarios ⋮ First and second moments of the size distribution of bond percolation clusters on rings, paths and stars ⋮ Structural models for fog computing based Internet of things architectures with insurance and risk management applications ⋮ Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk

Cites Work

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• Heavy-tailed distribution of cyber-risks
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• Data breaches: goodness of fit, pricing, and risk measurement
• PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL
• Cybersecurity Insurance: Modeling and Pricing

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