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
Bayesian Nowcasting Data Breach IBNR Incidents arXiv preprint arXiv:2407.18377
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
A multivariate frequency-severity framework for healthcare data breaches
The Annals of Applied Statistics 17 (1), 240-268
Cyber Risks in the Smart Home Ecosystem: Identification, Modeling, and Pricing Society of Actuaries
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
Statistical modeling of computer malware propagation dynamics in cyberspace Journal of Applied Statistics 49 (4), 858-883
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
Multivariate dependence among cyber risks based on L-hop propagation
Insurance: Mathematics and Economics 101, 525-546
Ensuring confidentiality and availability of sensitive data over a network system under cyber threats
Reliability Engineering & System Safety 214, 107697
Cyber attacks on PMU placement in a smart grid: Characterization and optimization
Reliability Engineering & System Safety 212, 107586
Modeling multivariate cyber risks: deep learning dating extreme value theory
Journal of Applied Statistics, 1-21
Characterizing and leveraging granger causality in cybersecurity: Framework and case study
ICST Transactions on Security and Safety 7 (25)
A framework for predicting data breach risk: Leveraging dependence to cope with sparsity
IEEE Transactions on Information Forensics and Security 16, 2186-2201
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
Last updated 28 days ago