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2 résultats pour « Cyber-risk »

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

27 févr. 2025 Résilience numérique, Cyber-risk, cyber insurance, loss/severity, Heavy tails

This paper analyzes cyber risk severity and tail risk using three databases. Malicious cyber incidents show increased severity since 2018, while negligent incidents decline. Cyber loss distributions are extremely heavy-tailed. Findings highlight the need for dynamic, category-specific risk management and insurance pricing.

A Robust Statistical Framework for Cyber‑Vulnerability Prioritisation Under Partial Information

7 nov. 2023 Autre, Uncertainty modelling, Threat intelligence, Cyber-risk, Rank accuracy, Mid-quantile regression, Résilience numérique, Quantification des risques

Proactive cyber-risk assessment is gaining importance due to its potential benefits in preventing cyber incidents across various sectors and addressing emerging vulnerabilities in cyber-physical systems. This study presents a robust statistical framework, using mid-quantile regression, to assess cyber vulnerabilities, rank them, and measure accuracy while dealing with partial knowledge. The model is tested with simulated and real data to support informed decision-making in operational scenarios.

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