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Firm-specific cyber vulnerability and basis risk reduction in cyber parametric insurance: A dynamic factor model approach

https://doi.org/10.2139/ssrn.6232763
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.ejor.2018.07.021openalex-snapshot
What are the actual costs of cyber risk events?
inferredcites →https://doi.org/10.1016/j.jeconom.2016.12.004openalex-snapshot
On time-varying factor models: Estimation and testing
inferredcites →https://doi.org/10.1016/j.jeconom.2020.07.004openalex-snapshot
Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
inferredcites →https://doi.org/10.1016/j.jfineco.2019.05.019openalex-snapshot
Risk management, firm reputation, and the impact of successful cyberattacks on target firms
inferredcites →https://doi.org/10.1016/j.jfs.2022.100989openalex-snapshot
The drivers of cyber risk
inferredcites →https://doi.org/10.1017/asb.2023.22openalex-snapshot
Cyber insurance-linked securities
inferredcites →https://doi.org/10.1057/s41283-022-00095-wopenalex-snapshot
Heterogeneity in cyber loss severity and its impact on cyber risk measurement
inferredcites →https://doi.org/10.1057/s41288-020-00171-wopenalex-snapshot
Analysis of the impact of cyber events for cyber insurance
inferredcites →https://doi.org/10.1080/02664763.2018.1436701openalex-snapshot
Modeling multivariate cybersecurity risks
inferredcites →https://doi.org/10.1080/07350015.2022.2151449openalex-snapshot
Identification of Time-Varying Factor Models
inferredcites →https://doi.org/10.1080/10920277.2019.1641416openalex-snapshot
Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
inferredcites →https://doi.org/10.1080/10920277.2024.2408263openalex-snapshot
Spatial Cyber Loss Clusters at County Level and Socioeconomic Determinants of Cyber Risks
inferredcites →https://doi.org/10.1093/acprof:oso/9780199237197.003.0007openalex-snapshot
Forecasting in Dynamic Factor Models Subject to Structural Instability*
inferredcites →https://doi.org/10.1108/ics-01-2024-0025openalex-snapshot
Cybersecurity, cyber insurance and small-to-medium-sized enterprises: a systematic Review
inferredcites →https://doi.org/10.1111/1468-0262.00273openalex-snapshot
Determining the Number of Factors in Approximate Factor Models
inferredcites →https://doi.org/10.1111/ajae.12282openalex-snapshot
Basis risk in the pasture, rangeland, and forage insurance program: Evidence from California
inferredcites →https://doi.org/10.1111/risa.13122openalex-snapshot
A Probabilistic Paradigm for the Parametric Insurance of Natural Hazards
inferredcites →https://doi.org/10.1111/rmir.12146openalex-snapshot
Application of parametric insurance in principle‐compliant and innovative ways
inferredcites →https://doi.org/10.1140/epjb/e2010-00120-8openalex-snapshot
Heavy-tailed distribution of cyber-risks
inferredcites →https://doi.org/10.1140/epjb/e2015-60754-4openalex-snapshot
The extreme risk of personal data breaches and the erosion of privacy
inferredcites →https://doi.org/10.1198/073500102317351921openalex-snapshot
Macroeconomic Forecasting Using Diffusion Indexes
inferredcites →https://doi.org/10.2196/46904openalex-snapshot
Vulnerability to Cyberattacks and Sociotechnical Solutions for Health Care Systems: Systematic Review
inferredcites →https://doi.org/10.3390/risks8020045openalex-snapshot
Towards an Economic Cyber Loss Index for Parametric Cover Based on IT Security Indicator: A Preliminary Analysis
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.