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In economics, insurance and finance, value at risk (VaR) is a widely used measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, time horizon, and probability $\alpha$, the $100\alpha\%$ VaR is…

Risk Management · Quantitative Finance 2018-03-15 Raúl Torres , Rosa E. Lillo , Henry Laniado

Background: Timely prioritising and remediating vulnerabilities are paramount in the dynamic cybersecurity field, and one of the most widely used vulnerability scoring systems (CVSS) does not address the increasing likelihood of emerging an…

Cryptography and Security · Computer Science 2024-05-15 Miguel Santana , Vinicius V. Cogo , Alan Oliveira de Sá

Secure resource management (SRM) within a cloud computing environment is a critical yet infrequently studied research topic. This paper provides a comprehensive survey and comparative performance evaluation of potential cyber threat…

Cryptography and Security · Computer Science 2025-02-06 Deepika Saxena , Smruti Rekha Swain , Jatinder Kumar , Sakshi Patni , Kishu Gupta , Ashutosh Kumar Singh , Volker Lindenstruth

Nowadays small and medium-sized enterprises have become an essential part of the national economy. With the increasing number of such enterprises, how to evaluate their credit risk becomes a hot issue. Unlike big enterprises with massive…

Risk Management · Quantitative Finance 2022-05-03 Marui Du , Yue Ma , Zuoquan Zhang

Governments around the world are required to strengthen their national cybersecurity capabilities to respond effectively to the growing, changing, and sophisticated cyber threats and attacks, thus protecting society and the way of life as a…

Cryptography and Security · Computer Science 2023-02-13 Marco Alfano , Viviana Bastidas , Paul Heynen , Markus Helfert

Risk assessment is an inevitable step in implementation of a cyber-defense strategy. An important part of this assessment is to reason about the impact of possible attacks. In this paper, we propose a framework for estimating the impact of…

Systems and Control · Computer Science 2019-11-26 Jezdimir Milosevic , Henrik Sandberg , Karl Henrik Johansson

Cyber attacks in the maritime sector can have a major impact on world economy. However, the severity of this threat can be underestimated because many attacks remain unknown or unnoticed. We present an overview about publicly known cyber…

Cryptography and Security · Computer Science 2021-12-14 Monina Schwarz , Matthias Marx , Hannes Federrath

This study examines the strategic role of cybersecurity based on survey data from 1,083 managers across Europe, the UK, and the United States. The findings indicate growing recognition of cybersecurity as a source of competitive advantage,…

Cryptography and Security · Computer Science 2025-05-21 Silvia Tedeschi , Giacomo Marzi , Marco Balzano , Gabriele Costa

Information security risk assessment methods have served us well over the past two decades. They have provided a tool for organizations and governments to use in protecting themselves against pertinent risks. As the complexity,…

Cryptography and Security · Computer Science 2018-11-09 Jason R. C. Nurse , Sadie Creese , David De Roure

Ransomware uses encryption methods to make data inaccessible to legitimate users. To date a wide range of ransomware families have been developed and deployed, causing immense damage to governments, corporations, and private users. As these…

Cryptography and Security · Computer Science 2023-05-23 Aldin Vehabovic , Nasir Ghani , Elias Bou-Harb , Jorge Crichigno , Aysegul Yayimli

The demand for strong cyber defence measures grows, especially in countries such as India, where the rate of digitalization far exceeds cybersecurity developments. The increasing amount of cyber threats highlights the urgent need to…

Cryptography and Security · Computer Science 2024-06-19 Yohan Fernandes , Nasr Abosata

Security risk assessment is essential in establishing the trustworthiness and reliability of modern systems. While various security risk assessment approaches exist, prevalent applications are "pen and paper" implementations that -- even if…

Cryptography and Security · Computer Science 2025-09-23 Avi Shaked

Cyberattacks on industrial control systems (ICS) have been drawing attention in academia. However, this has not raised adequate concerns among some industrial practitioners. Therefore, it is necessary to identify the vulnerable locations…

Cryptography and Security · Computer Science 2023-06-16 He Wen

Crises like COVID-19 or the Japanese earthquake in 2011 exposed the fragility of corporate supply networks. The production of goods and services is a highly interdependent process and can be severely impacted by the default of critical…

General Economics · Economics 2021-04-16 Christian Diem , András Borsos , Tobias Reisch , János Kertész , Stefan Thurner

The widespread use of software-intensive cyber systems in critical infrastructures such as ships (CyberShips) has brought huge benefits, yet it has also opened new avenues for cyber attacks to potentially disrupt operations. Cyber risk…

Cryptography and Security · Computer Science 2022-12-22 Rishikesh Sahay , D. A. Sepulveda Estay , Weizhi Meng , Christian D. Jensen , Michael Bruhn Barfod

Early-stage firms play a significant role in driving innovation and creating new products and services, especially for cybersecurity. Therefore, evaluating their performance is crucial for investors and policymakers. This work presents a…

Pricing of Securities · Quantitative Finance 2024-02-22 Loïc Maréchal , Alain Mermoud , Dimitri Percia David , Mathias Humbert

Industrial Control Systems (ICSs) are widely used in critical infrastructures that face various cyberattacks causing physical damage. With the increasing integration of the ICSs and information technology (IT), ensuring the security of ICSs…

Optimization and Control · Mathematics 2024-12-17 Navid Aftabi , Dan Li , Ph. D. , Thomas Sharkey , Ph. D

In the automotive industry there is a need to handle broad quality deficiencies, eg, performance, maintainability, cybersecurity, safety, and privacy, to mention a few. The idea is to prevent these issues from reaching end-users, ie, road…

Cryptography and Security · Computer Science 2025-08-05 Ricardo M. Czekster

The cybersecurity technological landscape is a complex ecosystem in which entities -- such as companies and technologies -- influence each other in a non-trivial manner. Measuring the influence between entities is a tenet for informed…

Cryptography and Security · Computer Science 2021-12-13 Anita Mezzetti , Dimitri Percia David , Thomas Maillart , Michael Tsesmelis , Alain Mermoud

As cybercriminals scale up their operations to increase their profits or inflict greater harm, we argue that there is an equal need to respond to their threats by scaling up cybersecurity. To achieve this goal, we have to develop a…

Cryptography and Security · Computer Science 2021-08-23 Amir Atapour-Abarghouei , Andrew Stephen McGough , David Stanley Wall