Time Dynamics of Cyber Risk
This paper analyzes the characteristics of #cyber #loss #events and how they evolve over time. The authors use three large databases to...
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Rechercher
23 mars 2023
Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses
"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly...
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