A multivariate frequency-severity framework for healthcare data breaches

DOI10.1214/22-AOAS1625OpenAlexW4320169888MaRDI QIDQ2686030

Maochao Xu, Hong Sun, Peng Zhao

Publication date: 24 February 2023

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/22-aoas1625

zbMATH Keywords

copulascoreheavy tailmultivariate dependencedata breach

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• DAAG
• CDVine
• WWGbook
• DHARMa
• dobson
• glmmTMB
• CopulaModel

Cites Work

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• Random-Effects Models for Longitudinal Data
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• Heavy-tailed distribution of cyber-risks
• Linear and generalized linear mixed models and their applications.
• Predictive likelihood
• Estimating the dimension of a model
• Analyzing dependent data with vine copulas. A practical guide with R
• Copula approaches for modeling cross-sectional dependence of data breach losses
• Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims
• A dependent frequency-severity approach to modeling longitudinal insurance claims
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Dependence Modeling with Copulas
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Scoring Rules for Continuous Probability Distributions
• Pair Copula Constructions for Insurance Experience Rating
• An Introduction to Generalized Linear Models, Fourth Edition

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