Copula approaches for modeling cross-sectional dependence of data breach losses
type: Item
instance of: scholarly article
title: Copula approaches for modeling cross-sectional dependence of data breach losses
zbMATH Open document ID: 1416.91173
author: Martin Eling
author: Kwangmin Jung
published in: Insurance Mathematics \& Economics
publication date: 2018-10-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6958598
zbMATH Keywords: cyber risk
zbMATH Keywords: data breach
zbMATH Keywords: zero-inflated data
zbMATH Keywords: pair copula construction
zbMATH Keywords: vine copula
zbMATH Keywords: risk measurement
zbMATH Keywords: insurance pricing
zbMATH Keywords: diversification effect
describes a project that uses: CDVine
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.07.003
OpenAlex ID: W2883325293
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Wikidata QID: Q129454449
DOI: 10.1016/J.INSMATHECO.2018.07.003
description: scientific article; zbMATH DE number 6958598