Heavy-tailed distribution of cyber-risks

DOI10.1140/epjb/e2010-00120-8zbMath1202.68057arXiv0803.2256OpenAlexW2591887805MaRDI QIDQ614593

T. Maillart, Didier Sornette

Publication date: 4 January 2011

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2256

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Internet topics (68M11)

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Uses Software

• plfit

Cites Work

• Oscillatory finite-time singularities in finance, population and rupture
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
• Empirical distributions of stock returns: between the stretched exponential and the power law?
• Extreme Financial Risks
• Power-Law Distributions in Empirical Data
• Zipf's Law for Cities: An Explanation
• Finite-time singularity in the dynamics of the world population, economic and financial indices
• Kernel estimation in high-energy physics

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