English
Related papers

Related papers: Cyber bonds and their pricing models

200 papers

In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…

Probability · Mathematics 2019-01-23 Jewgeni H. Dshalalow , Ryan T. White

Pricing formulae for defaultable corporate bonds with discrete coupons under consideration of the government taxes in the united model of structural and reduced form models are provided. The aim of this paper is to generalize the…

Pricing of Securities · Quantitative Finance 2013-10-22 Hyong-Chol O , Song-Yon Kim , Dong-Hyok Kim , Chol-Hyok Pak

Cyberattacks in the energy sector are commonplace. Load-altering cyberattacks launched via the manipulations of high-wattage appliances and assets are particularly alarming, as they are not continuously monitored by electric power…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Samrat Acharya , Robert Mieth , Charalambos Konstantinou , Ramesh Karri , Yury Dvorkin

Cybercrime is becoming ever more serious. Findings from 2002 Computer Crime and Security Survey show an upward trend that demonstrates a need for a timely review of existing approaches to fighting this new phenomenon in the information age.…

Computers and Society · Computer Science 2009-08-04 Azeez Nureni Ayofe , Osunade Oluwaseyifunmitan

Cryptocurrency exchanges are frequently targeted and compromised by cyber-attacks, which may lead to significant losses for the depositors and closure of the affected exchanges. These risks threaten the viability of the entire public…

Cryptography and Security · Computer Science 2019-04-23 Benjamin Johnson , Aron Laszka , Jens Grossklags , Tyler Moore

End users of remote computing systems are frequently not aware of basic ways in which they could enhance protection against cyber-threats and attacks. In this paper, we discuss specific techniques to help and train users to improve…

Cryptography and Security · Computer Science 2023-12-04 Marcelo Ponce , Ramses van Zon

Cyberwar strategy and tactics today are primitive and ad-hoc, resulting in an ineffective and reactive cyber fighting force. A Cyberwar Playbook is an encoding of knowledge on how to effectively handle a variety of cyberwar situations. It…

Cryptography and Security · Computer Science 2024-06-05 Laura S. Tinnel , O. Sami Saydjari , Dave Farrell

Despite the promising potential of network risk management services (e.g., cyber-insurance) to improve information security, their deployment is relatively scarce, primarily due to such service companies being unable to guarantee…

Computer Science and Game Theory · Computer Science 2016-07-12 Ranjan Pal , Leana Golubchik , Konstantinos Psounis , Pan Hui

A formal cyber reasoning framework for automating the threat hunting process is described. The new cyber reasoning methodology introduces an operational semantics that operates over three subspaces -- knowledge, hypothesis, and action -- to…

Cryptography and Security · Computer Science 2021-04-22 Frederico Araujo , Dhilung Kirat , Xiaokui Shu , Teryl Taylor , Jiyong Jang

Modeling cyber risks has been an important but challenging task in the domain of cyber security. It is mainly because of the high dimensionality and heavy tails of risk patterns. Those obstacles have hindered the development of statistical…

Applications · Statistics 2021-03-16 Mingyue Zhang Wu , Jinzhu Luo , Xing Fang , Maochao Xu , Peng Zhao

In this paper, using the structural approach is derived a mathematical model of the discrete coupon bond with the provision that allow the holder to demand early redemption at any coupon dates prior to the maturity and based on this model…

Pricing of Securities · Quantitative Finance 2020-07-06 Hyong Chol O , Tae Song Kim

In today's digital world, cybercrime is responsible for significant damage to organizations, including financial losses, operational disruptions, or intellectual property theft. Cyberattacks often start with an email, the major means of…

Cryptography and Security · Computer Science 2023-09-26 Sarah Wassermann , Maxime Meyer , Sébastien Goutal , Damien Riquet

In the dynamic realm of cybersecurity, awareness training is crucial for strengthening defenses against cyber threats. This survey examines a spectrum of cybersecurity awareness training methods, analyzing traditional, technology-based, and…

Cryptography and Security · Computer Science 2024-01-23 Saif Al-Dean Qawasmeh , Ali Abdullah S. AlQahtani , Muhammad Khurram Khan

This paper deals with the detection and prediction of losses due to cyber attacks waged on vital networks. The accumulation of losses to a network during a series of attacks is modeled by a 2-dimensional monotone random walk process as…

Probability · Mathematics 2019-01-23 Jewgeni H. Dshalalow , Ryan T. White

There is no standard yet for measuring and controlling the costs associated with implementing cybersecurity programs. To advance research and practice towards this end, we develop a mapping using the well-known concept of quality costs and…

Cryptography and Security · Computer Science 2017-07-11 Nicole M. Radziwill , Morgan C. Benton

Proactive cyber-risk assessment is gaining momentum due to the wide range of sectors that can benefit from the prevention of cyber-incidents by preserving integrity, confidentiality, and the availability of data. The rising attention to…

Methodology · Statistics 2024-07-11 Mario Angelelli , Serena Arima , Christian Catalano , Enrico Ciavolino

Risk assessment is a major challenge for supply chain managers, as it potentially affects business factors such as service costs, supplier competition and customer expectations. The increasing interconnectivity between organisations has put…

Machine Learning · Statistics 2019-11-27 Alberto Redondo , Alberto Torres-Barrán , David Ríos Insua , Jordi Domingo

Adversaries are abusing Internet security and privacy services to execute cyber attacks. To cope with these threats, network operators utilize various security tools and techniques to monitor the cyber space. An efficient way to infer…

Cryptography and Security · Computer Science 2016-08-05 Claude Fachkha

With rising cyberattack frequency and range, Quantum Computing companies, institutions and research groups may become targets of nation-state actors, cybercriminals and hacktivists for sabotage, espionage and fiscal motivations as the…

Quantum Physics · Physics 2021-10-29 Natalie Kilber , Daniel Kaestle , Stefan Wagner

Currently, most of the research in digital twins focuses on simulation and optimization. Digital twins are especially useful for critical systems. However, digital twins can also be used for safety and cyber security. The idea of this paper…

Cryptography and Security · Computer Science 2022-05-02 Tianyu Zhao , Ernest Foo , Hui Tian
‹ Prev 1 3 4 5 6 7 10 Next ›