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Modeling Malicious Hacking Data Breach Risks
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Modeling Malicious Hacking Data Breach Risks (2020)Modeling Malicious Hacking Data Breach Ri…Cybersecurity Insurance: Modeling and Pricing (2019)Cybersecurity Insurance: Mode…Copula approaches for modeling cross-sectional dependence of data breach losses (2018)Copula approaches for modelin…Data breaches: Goodness of fit, pricing, and risk measurement (2017)Data breaches: Goodness of fi…What do we know about cyber risk and cyber risk insurance? (2016)What do we know about cyber r…Multivariate Frequency-Severity Regression Models in Insurance (2016)Multivariate Frequency-Severi…Dependent frequency–severity modeling of insurance claims (2015)Dependent frequency–severity …Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Total loss estimation using copula-based regression models (2013)Total loss estimation using c…Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Modeling Dependence with C- a…Insurance Ratemaking and a Gini Index (2013)Insurance Ratemaking and a Gi…A mixed copula model for insurance claims and claim sizes (2011)A mixed copula model for insu…Modelling Extremal Events for Insurance and Finance (2002)Modelling Extremal Events for…An Introduction to Statistical Modeling of Extreme Values (2001)An Introduction to Statistica…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsFitting Tweedie's compound poisson model to insurance claims data (1994)Fitting Tweedie's compound po…An Introduction to Copulas (1999)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Pair-copula constructions of multiple dependence (2007)VineCopula: Statistical Inference of Vine Copulas (2012)Environmental contours using copulas (2015)A review of quantification methodologies for multi-hazard interrelationships (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CAViaR (2004)CoVaR (2016)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)A Primer on Copulas for Count Data (2007)A Primer on Copulas for Count Data (2007)Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods (2020)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Tweedie gradient boosting for extremely unbalanced zero-inflated data (2020)Quantitative models for operational risk: Extremes, dependence and aggregation (2006)Tallinn Manual on the International Law Applicable to Cyber Warfare (2013)Insurability of Cyber Risk: An Empirical Analysis (2014)The cyber insurance market in Sweden (2017)Multivariate Hawkes process for cyber insurance (2020)Modern Actuarial Risk Theory (2008)National Conference of State Legislatures (2011)Cyber claim analysis using Generalized Pareto regression trees with applications to insurance (2021)Idea Generation and the Quality of the Best Idea (2010)Quantitative Risk Management (2011)Top Incomes in the Long Run of History (2011)Generalized linear models for dependent frequency and severity of insurance claims (2016)Insurance Premium Prediction via Gradient Tree-Boosted Tweedie Compound Poisson Models (2016)The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (2010)Jump tails, extreme dependencies, and the distribution of stock returns (2012)Frontiers in VaR forecasting and backtesting (2016)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)
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References

  • 2001An Introduction to Statistical Modeling of Extreme Values7,338 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 2014Dependence Modeling with Copulas1,564 cited
  • 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
  • 2002Modelling Extremal Events for Insurance and Finance369 cited
  • 2016What do we know about cyber risk and cyber risk insurance?214 cited
  • 1994Fitting Tweedie's compound poisson model to insurance claims data201 cited
  • 2016Multivariate Frequency-Severity Regression Models in Insurance134 cited
  • 2011A mixed copula model for insurance claims and claim sizes125 cited
  • 2017Data breaches: Goodness of fit, pricing, and risk measurement97 cited
  • 2019Cybersecurity Insurance: Modeling and Pricing97 cited
  • 2015Dependent frequency–severity modeling of insurance claims89 cited
  • 2013Insurance Ratemaking and a Gini Index82 cited
  • 2018Copula approaches for modeling cross-sectional dependence of data breach losses74 cited
  • 2013Total loss estimation using copula-based regression models72 cited

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