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The increasing value of data held in enterprises makes it an attractive target to attackers. The increasing likelihood and impact of a cyber attack have highlighted the importance of effective cyber risk estimation. We propose two methods…

Cryptography and Security · Computer Science 2021-04-23 Raisa Dzhamtyrova , Carsten Maple

Quantifying cyber risks is essential for organizations to grasp their vulnerability to threats and make informed decisions. However, current approaches still need to work on blending economic viewpoints to provide insightful analysis. To…

Cryptography and Security · Computer Science 2024-05-07 Muriel Figueredo Franco , Aiatur Rahaman Mullick , Santosh Jha

The Internet of Things (IoT) presents unique cybersecurity challenges due to its interconnected nature and diverse application domains. This paper explores the application of Cyber Value-at-Risk (Cy-VaR) models to assess and mitigate…

Computers and Society · Computer Science 2025-04-25 Goksel Kucukkaya , Murat Ozer , Emrah Ugurlu

Cybersecurity planning is challenging for digitized companies that want adequate protection without overspending money. Currently, the lack of investments and perverse economic incentives are the root cause of cyberattacks, which results in…

Cryptography and Security · Computer Science 2026-04-17 Muriel Figueredo Franco , Christian Omlin , Oliver Kamer , Eder John Scheid , Burkhard Stiller

Nowadays, cyber threats are considered among the most dangerous risks by top management of enterprises. One way to deal with these risks is to insure them, but cyber insurance is still quite expensive. The insurance fee can be reduced if…

Cryptography and Security · Computer Science 2025-03-05 Ganbayar Uuganbayar , Artsiom Yautsiukhin , Fabio Martinelli , Fabio Massacci

When undertaking cyber security risk assessments, we must assign numeric values to metrics to compute the final expected loss that represents the risk that an organization is exposed to due to cyber threats. Even if risk assessment is…

Computer Science and Game Theory · Computer Science 2017-12-19 Andrew Fielder , Sandra Konig , Emmanouil Panaousis , Stefan Schauer , Stefan Rass

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

In this paper we present a study on using novel data types to perform cyber risk quantification by estimating the likelihood of a data breach. We demonstrate that it is feasible to build a highly accurate cyber risk assessment model using…

Cryptography and Security · Computer Science 2025-06-10 Armin Sarabi , Manish Karir , Mingyan Liu

This paper introduces a two-pillar cyber risk management framework to address the pervasive challenges in managing cyber risk. The first pillar, cyber risk assessment, combines insurance frequency-severity models with cybersecurity cascade…

Risk Management · Quantitative Finance 2025-01-13 Wing Fung Chong , Runhuan Feng , Hins Hu , Linfeng Zhang

Cyber threats affect all kinds of organisations. Risk analysis is an essential methodology for cybersecurity as it allows organisations to deal with the cyber threats potentially affecting them, prioritise the defence of their assets and…

Cryptography and Security · Computer Science 2019-03-20 David Rios Insua , Aitor Couce Vieira , Jose Antonio Rubio , Wolter Pieters , Katsiaryna Labunets , Daniel Garcia Rasines

Along with the increasing frequency and severity of cyber incidents, understanding their economic implications is paramount. In this context, listed firms' reactions to cyber incidents are compelling to study since they (i) are a good proxy…

General Finance · Quantitative Finance 2024-02-08 Daniel Celeny , Loïc Maréchal , Evgueni Rousselot , Alain Mermoud , Mathias Humbert

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

Cyber insurance, which protects insured organizations against financial losses from cyberattacks and data breaches, can be difficult and expensive to obtain for many organizations. These difficulties stem from insurers difficulty in…

Cryptography and Security · Computer Science 2026-02-04 Danielle Jean Hanson , Jeremy Straub

In today's digitally interconnected world, cybersecurity threats have reached unprecedented levels, presenting a pressing concern for individuals, organizations, and governments. This study employs a qualitative research approach to…

Cryptography and Security · Computer Science 2024-01-02 Daksh Dave , Gauransh Sawhney , Pushkar Aggarwal , Nitish Silswal , Dhruv Khut

As cyber-attacks continue to increase in frequency and sophistication, organisations must be better prepared to face the reality of an incident. Any organisational plan that intends to be successful at managing security risks must clearly…

Cryptography and Security · Computer Science 2023-07-07 Nandita Pattnaik , Jason R. C. Nurse , Sarah Turner , Gareth Mott , Jamie MacColl , Pia Huesch , James Sullivan

Cyber security threats to the payment and banking system have become a worldwide menace. The phenomenon has forced financial institutions to take risks as part of their business model. Hence, deliberate investment in sophisticated…

Cryptography and Security · Computer Science 2022-12-26 Williams Haruna , Toyin Ajiboro Aremu , Yetunde Ajao Modupe

It is very challenging to predict the cost of a cyber incident owing to the complex nature of cyber risk. However, it is inevitable for insurance companies who offer cyber insurance policies. The time to identifying an incident and the time…

Applications · Statistics 2022-09-27 Maochao Xu , Quynh Nhu Nguyen

Modern industrial systems face a growing threat from sophisticated cyberattacks that can cause significant operational disruptions. This work presents a novel methodology for identification of the most critical cyberattacks that may disrupt…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Bruno Paes Leao , Jagannadh Vempati , Siddharth Bhela , Tobias Ahlgrim , Daniel Arnold

Municipalities are vulnerable to cyberattacks with devastating consequences, but they lack key information to evaluate their own risk and compare their security posture to peers. Using data from 83 municipalities collected via a…

Cryptography and Security · Computer Science 2024-02-06 Avital Baral , Taylor Reynolds , Lawrence Susskind , Daniel J. Weitzner , Angelina Wu

Risk measures are important key figures to measure the adequacy of the reserves of a company. The most common risk measures in practice are Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR). Recently, quantum-based algorithms are…

Quantum Physics · Physics 2025-01-29 Christian Laudagé , Ivica Turkalj
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