Utility of classical insurance risk models for measuring the risks of cyber incidents

DOI10.1007/s42081-024-00273-yMaRDI QIDQ6670101

Yasutaka Shimizu, Yutaro Takagami

Publication date: 22 January 2025

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

point processinformation leakagevalue at riskcyber riskscompound risk models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics (62P99) Mathematical geography and demography (91D20)

Cites Work

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• Heavy-tailed distribution of cyber-risks
• Elicitability and backtesting: perspectives for banking regulation
• Cyber claim analysis using generalized Pareto regression trees with applications to insurance
• Asymptotics for Operational Risk Quantified with Expected Shortfall
• An Introduction to the Theory of Point Processes
• Modeling Malicious Hacking Data Breach Risks
• Modeling and predicting extreme cyber attack rates via marked point processes
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks

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