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2 résultats pour « mathematics »

Modeling and Pricing Cyber Insurance -- A Survey

16 sept. 2022 Autre, insurance, cyberrisks, cyberinsurance, financial, modeling, actuarial, mathematics, pricing, systemicrisks

"We distinguish three main types of cyber risks: idiosyncratic, systematic, and systemic cyber risks. While for idiosyncratic and systematic cyber risks, classical actuarial and financial mathematics appear to be well-suited, systemic cyber risks require more sophisticated approaches that capture both network and strategic interactions."

A Conditional One‑Output Likelihood Formulation for Multitask Gaussian Processes

11 mai 2022 Autre, probability, financial, statistics, mathematics, gaussianprocesses, Quantification des risques

"Experimental results over synthetic and real problems confirm the advantages of this inference approach in its ability to accurately recover the original noise and signal matrices, as well as the achieved performance improvement in comparison to other state of art MTGP approaches."

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