Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data

DOI10.1016/j.ejor.2023.05.003arXiv2209.02845OpenAlexW4372194354MaRDI QIDQ6096596

Michel M. Dacorogna, Marie F. Kratz, Nehla Debbabi

Publication date: 15 September 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.02845

zbMATH Keywords

extreme value theoryrisk managementprobabilistic modellingcyber riskrisk statistical analysis

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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