Publications

Some of our latest publication includes:

A Framework for Digital Asset Risks with Insurance Applications arXiv preprint arXiv:2408.17227	2024
Smart Home Cyber Insurance Pricing arXiv preprint arXiv:2408.13681	2024
Bayesian Nowcasting Data Breach IBNR Incidents arXiv preprint arXiv:2407.18377	2024
Cyber attacks against enterprise networks: characterization, modeling and forecasting International Conference on Science of Cyber Security, 60-81	2023
Structural models for fog computing based internet of things architectures with insurance and risk management applications European Journal of Operational Research 305 (3), 1273-1291	2023
A multivariate frequency-severity framework for healthcare data breaches The Annals of Applied Statistics 17 (1), 240-268	2023
Cyber Risks in the Smart Home Ecosystem: Identification, Modeling, and Pricing Society of Actuaries	2023
Statistical Modeling of Data Breach Risks: Time to Identification and Notification preprint arXiv:2209.07306	2022
Determination of ransomware payment based on Bayesian game models Computers & Security 116, 102685	2022
Statistical modeling of computer malware propagation dynamics in cyberspace Journal of Applied Statistics 49 (4), 858-883	2022
Data breach cat bonds: modeling and pricing North American Actuarial Journal 25 (4), 543-561	2021
Modeling malicious hacking data breach risks North American Actuarial Journal 25 (4), 484-502	2021
Multivariate dependence among cyber risks based on L-hop propagation Insurance: Mathematics and Economics 101, 525-546	2021
Ensuring confidentiality and availability of sensitive data over a network system under cyber threats Reliability Engineering & System Safety 214, 107697	2021
Cyber attacks on PMU placement in a smart grid: Characterization and optimization Reliability Engineering & System Safety 212, 107586	2021
Modeling multivariate cyber risks: deep learning dating extreme value theory Journal of Applied Statistics, 1-21	2021
Characterizing and leveraging granger causality in cybersecurity: Framework and case study ICST Transactions on Security and Safety 7 (25)	2021
A framework for predicting data breach risk: Leveraging dependence to cope with sparsity IEEE Transactions on Information Forensics and Security 16, 2186-2201	2021
Pricing cyber insurance for a large-scale network preprint arXiv:2007.00454	2020
Joint cyber risk assessment of network systems with heterogeneous components preprint arXiv:2006.16092	2020