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

DOI10.1016/J.INSMATHECO.2021.09.005zbMath1475.91056OpenAlexW3202467397MaRDI QIDQ2665874

Gaofeng Da, Maochao Xu, Peng Zhao

Publication date: 19 November 2021

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.09.005

zbMATH Keywords

associationcovariancepremiumscomonotonicintertwined effect

Mathematics Subject Classification ID

Computer security (68M25) Risk models (general) (91B05)

Uses Software

• CopulaModel

Cites Work

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