Modeling and predicting extreme cyber attack rates via marked point processes
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Publication:5138726
DOI10.1080/02664763.2016.1257590OpenAlexW2549550143MaRDI QIDQ5138726
Maochao Xu, Chen Peng, Taizhong Hu, Shouhuai Xu
Publication date: 4 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1257590
Related Items (7)
Dynamic cyber risk estimation with competitive quantile autoregression ⋮ Unraveling heterogeneity in cyber risks using quantile regressions ⋮ A comprehensive model for cyber risk based on marked point processes and its application to insurance ⋮ Statistical modeling of computer malware propagation dynamics in cyberspace ⋮ An expansion formula for Hawkes processes and application to cyber-insurance derivatives ⋮ Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process ⋮ Cybersecurity Insurance: Modeling and Pricing
Uses Software
Cites Work
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