Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models

DOI10.1155/2022/7689828OpenAlexW4313395886MaRDI QIDQ2690436

Daulet Smagulov, Oleg Kolesnikov, Alexander Markov, Sergey A. Solovyov

Publication date: 16 March 2023

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/7689828

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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• Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process
• Pricing and simulations of catastrophe bonds
• Data breaches: goodness of fit, pricing, and risk measurement
• Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
• Pricing catastrophe risk bonds: a mixed approximation method
• Data Breach CAT Bonds: Modeling and Pricing

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