Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
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DOI: 10.1080/10920277.2021.1919145
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Cited by:
- Gareth W. Peters & Matteo Malavasi & Georgy Sofronov & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang, 2022. "Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity," Papers 2202.10588, arXiv.org, revised Mar 2023.
- Martin Eling & Kwangmin Jung, 2022. "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, vol. 24(4), pages 273-297, December.
- Malavasi, Matteo & Peters, Gareth W. & Shevchenko, Pavel V. & Trück, Stefan & Jang, Jiwook & Sofronov, Georgy, 2022. "Cyber risk frequency, severity and insurance viability," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 90-114.
- Gareth W. Peters & Matteo Malavasi & Georgy Sofronov & Pavel V. Shevchenko & Stefan Trück & Jiwook Jang, 2023. "Cyber loss model risk translates to premium mispricing and risk sensitivity," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(2), pages 372-433, April.
- Bennet Skarczinski & Mathias Raschke & Frank Teuteberg, 2023. "Modelling maximum cyber incident losses of German organisations: an empirical study and modified extreme value distribution approach," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(2), pages 463-501, April.
- Benjamin Avanzi & Xingyun Tan & Greg Taylor & Bernard Wong, 2023. "On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis," Papers 2310.04786, arXiv.org, revised Jun 2024.
- Matteo Malavasi & Gareth W. Peters & Stefan Treuck & Pavel V. Shevchenko & Jiwook Jang & Georgy Sofronov, 2024. "Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications," Papers 2410.05297, arXiv.org.
- Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov, 2021. "Cyber Risk Frequency, Severity and Insurance Viability," Papers 2111.03366, arXiv.org, revised Mar 2022.
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