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We consider an investor who wants to select her/his optimal consumption, investment and insurance policies. Motivated by new insurance products, we allow not only the financial marke but also the insurable loss to depend on the regime of…

Risk Management · Quantitative Finance 2014-06-25 Bin Zou , Abel Cadenillas

Though the sharing of medical data has the potential to lead to breakthroughs in health care, the sharing process itself exposes patients and health care providers to various risks. Patients face risks due to the possible loss in privacy or…

Computer Science and Game Theory · Computer Science 2022-09-21 Yoon Lee , Anil Aswani

Outsourcing of information and communication technologies (ICT) and related services is an established and growing industry. Recent trends, such as the move toward multi-sourcing have increased the complexity and risk of these outsourcing…

Computers and Society · Computer Science 2016-06-09 Deborah Bunker , Catherine Hardy , Abdul Babar , Ken Stevens

The ever increasing number of cyber attacks requires the cyber security and forensic specialists to detect, analyze and defend against the cyber threats in almost realtime. In practice, timely dealing with such a large number of attacks is…

Cryptography and Security · Computer Science 2018-08-06 Mauro Conti , Ali Dehghantanha , Tooska Dargahi

Heterogeneous wireless networks (HWNs) composed of densely deployed base stations of different types with various radio access technologies have become a prevailing trend to accommodate ever-increasing traffic demand in enormous volume.…

Networking and Internet Architecture · Computer Science 2017-09-22 Xiao Lu , Dusit Niyato , Hai Jiang , Ping Wang , H. Vincent Poor

The new cyber attack pattern of advanced persistent threat (APT) has posed a serious threat to modern society. This paper addresses the APT defense problem, i.e., the problem of how to effectively defend against an APT campaign. Based on a…

Cryptography and Security · Computer Science 2017-12-29 Pengdeng Li , Lu-Xing Yang , Xiaofan Yang , Qingyu Xiong , Junhao Wen , Yuan Yan Tang

Cybersecurity risk management consists of several steps including the selection of appropriate controls to minimize risks. This is a difficult task that requires to search through all possible subsets of a set of available controls and…

Cryptography and Security · Computer Science 2024-10-14 Majid Mollaeefar , Silvio Ranise

This paper introduces a novel complexity-informed approach to cybersecurity management, addressing the challenges found within complex cyber defences. We adapt and extend the complexity theory to cybersecurity and develop a quantitative…

Cryptography and Security · Computer Science 2025-01-28 Lampis Alevizos

Based on a point of view that solvency and security are first, this paper considers regular-singular stochastic optimal control problem of a large insurance company facing positive transaction cost asked by reinsurer under solvency…

Risk Management · Quantitative Finance 2010-12-22 Zongxia Liang , Jicheng Yao

Quantum computing is a cutting-edge field of information technology that harnesses the principles of quantum mechanics to perform computations. It has major implications for the cyber security industry. Existing cyber protection…

Cryptography and Security · Computer Science 2024-09-18 Ummar Ahmed , Tuomo Sipola , Jari Hautamäki

Cyber Security plays an important role in the field of information technology .Securing the information have become one of the biggest challenges in the present day. When ever we think about the cyber security the first thing that comes to…

Cryptography and Security · Computer Science 2014-02-11 G. Nikhita Reddy , G. J. Ugander Reddy

Network connectivity exposes the network infrastructure and assets to vulnerabilities that attackers can exploit. Protecting network assets against attacks requires the application of security countermeasures. Nevertheless, employing…

Computer Science and Game Theory · Computer Science 2023-03-16 Arash Bozorgchenani , Charilaos C. Zarakovitis , Su Fong Chien , Qiang Ni , Antonios Gouglidis , Wissam Mallouli , Heng Siong Lim

Cyber-physical systems are becoming core of the most modern systems consisting control, data sharing and real-time monitoring. While centralized control technique has been implemented in the past, recent innovation in distributed control…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Md Amimul Ehsan

Owing to recorded incidents of Information technology inclined organisations failing to respond effectively to threat incidents, this project outlines the benefits of conducting a comprehensive risk assessment which would aid proficiency in…

Computers and Society · Computer Science 2018-12-13 Samuel Cris Ayo , Bonaventure Ngala , Olasunkanmi Amzat , Robin Lal Khoshi , Samarappulige Isuru Madusanka

The interconnectivity of cyber and physical systems and Internet of things has created ubiquitous concerns of cyber threats for enterprise system managers. It is common that the asset owners and enterprise network operators need to work…

Systems and Control · Electrical Eng. & Systems 2019-08-14 Juntao Chen , Quanyan Zhu , Tamer Başar

Major events like natural catastrophes or the COVID-19 crisis have impact both on the financial market and on claim arrival intensities and claim sizes of insurers. Thus, when optimal investment and reinsurance strategies have to be…

Portfolio Management · Quantitative Finance 2025-10-16 Nicole Bäuerle , Gregor Leimcke

In this paper, we investigate the control of a cyber-physical system (CPS) while accounting for its vulnerability to external attacks. We formulate a constrained stochastic problem with a robust constraint to ensure robust operation against…

Optimization and Control · Mathematics 2024-07-18 Nishanth Venkatesh , Aditya Dave , Ioannis Faros , Andreas A. Malikopoulos

Risk is part of the fabric of every business; surprisingly, there is little work on establishing best practices for systematic, repeatable risk identification, arguably the first step of any risk management process. In this paper, we…

General Finance · Quantitative Finance 2015-10-29 Jochen L. Leidner

Modern smart grids offer several types of digital control and monitoring of electric power transmission and distribution that enable greater efficiency and integrative functionality than traditional power grids. These benefits, however,…

Cryptography and Security · Computer Science 2021-10-14 Jim Stright , Peter Cheetham , Charalambos Konstantinou

In this paper, we study an optimal reinsurance-investment problem in a risk model with two dependent classes of insurance business, where the two claim number processes are correlated through a common shock component. We assume that the…

Optimization and Control · Mathematics 2020-10-26 Xia Han , Zhibin Liang