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The Changing Landscape of Cyber Risk: An Empirical Analysis of Frequency, Severity, and Tail Dynamics

https://doi.org/10.2139/ssrn.4827872
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Frequency and severity estimation of cyber attacks using spatial clustering analysis
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Cyber risk frequency, severity and insurance viability
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Cyber-contagion model with network structure applied to insurance
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Selective review of offline change point detection methods
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Modeling Malicious Hacking Data Breach Risks
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On the Evolution of Data Breach Reporting Patterns and Frequency in the United States: A Cross-State Analysis
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Market Insurance, Self-Insurance, and Self-Protection
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Examining the costs and causes of cyber incidents
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Hype and heavy tails: A closer look at data breaches
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Nondiversification Traps in Catastrophe Insurance Markets
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SoK: Quantifying Cyber Risk
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Multivariate hierarchical frameworks for modeling delayed reporting in count data
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Who Borrows from the Lender of Last Resort?
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Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
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The Economics of Information Security
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$\ell_1$ Trend Filtering
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Heavy-tailed distribution of cyber-risks
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The extreme risk of personal data breaches and the erosion of privacy
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A Survey of Interdependent Information Security Games
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The economics of information security investment
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A framework for using insurance for cyber-risk management
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Inference with Few Heterogeneous Clusters
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Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
inferredcites →https://doi.org/10.1214/16-sts587openalex-extracted
Multiple Change-Point Detection: A Selective Overview
inferredcites →https://doi.org/10.1214/19-aos1930openalex-extracted
Fréchet change-point detection
inferredcites →https://doi.org/10.1214/aos/1176343247openalex-extracted
A Simple General Approach to Inference About the Tail of a Distribution
inferredcites →https://doi.org/10.2139/ssrn.4215907openalex-extracted
Building up Cyber Resilience by Better Grasping Cyber Risk Via a New Algorithm for Modelling Heavy-Tailed Data
inferredcites →https://doi.org/10.2139/ssrn.881759openalex-extracted
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
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Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates
inferredcites →https://doi.org/10.2307/25750690openalex-extracted
Information Security Policy Compliance: An Empirical Study of Rationality-Based Beliefs and Information Security Awareness1
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Managing Interdependent Information Security Risks: Cyberinsurance, Managed Security Services, and Risk Pooling Arrangements
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Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach
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Loss Reserving Models: Granular and Machine Learning Forms
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