相关论文: Pricing cyber insurance for a large-scale network

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…

In this paper we describe an algorithm for predicting the websites at risk in a long range hacking activity, while jointly inferring the provenance and evolution of vulnerabilities on websites over continuous time. Specifically, we use…

This work evaluates the impact of contagious cyber-events, over a finite horizon, on firms' financial health and on a cyber insurance portfolio. Our approach builds on key empirical findings from economics and cybersecurity. In economics,…

Information spreads across social and technological networks, but often the network structures are hidden from us and we only observe the traces left by the diffusion processes, called cascades. Can we recover the hidden network structures…

This paper considers the pricing of equity-linked life insurance contracts with death and survival benefits in a general model with multiple stochastic risk factors: interest rate, equity, volatility, unsystematic and systematic mortality.…

In large-scale networks, communication links between nodes are easily injected with false data by adversaries. This paper proposes a novel security defense strategy from the perspective of attack detection scheduling to ensure the security…

We present a method for the reconstruction of networks, based on the order of nodes visited by a stochastic branching process. Our algorithm reconstructs a network of minimal size that ensures consistency with the data. Crucially, we show…

We apply signal processing analysis to the information spreading in scale-free network. To reproduce typical behaviors obtained from the analysis of information spreading in the world wide web we use a modified SIS model where synergy…

When AI systems make errors in high-stakes domains like medical diagnosis or autonomous vehicles, a single algorithmic flaw across varying operational contexts can generate highly heterogeneous losses that challenge traditional insurance…

The increase in scale of cyber networks and the rise in sophistication of cyber-attacks have introduced several challenges in intrusion detection. The primary challenge is the requirement to detect complex multi-stage attacks in realtime by…

It has been found that the networks with scale-free distribution are very resilient to random failures. The purpose of this work is to determine the network design guideline which maximize the network robustness to random failures with the…

In this paper, we provide (i) a rigorous general theory to elicit conditions on (tail-dependent) heavy-tailed cyber-risk distributions under which a risk management firm might find it (non)sustainable to provide aggregate cyber-risk…

We study the application of dynamic pricing to insurance. We view this as an online revenue management problem where the insurance company looks to set prices to optimize the long-run revenue from selling a new insurance product. We develop…

In distributed computing environments, collaborative machine learning enables multiple clients to train a global model collaboratively. To preserve privacy in such settings, a common technique is to utilize frequent updates and…

Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class…

Outage scheduling aims at defining, over a horizon of several months to years, when different components needing maintenance should be taken out of operation. Its objective is to minimize operation-cost expectation while satisfying…

Assessing the synthesizability of inorganic materials is a grand challenge for accelerating their discovery using computations. Synthesis of a material is a complex process that depends not only on its thermodynamic stability with respect…

Combinatorial optimizations are usually complex and inefficient, which limits their applications in large-scale networks with billions of links. We introduce a distributed computational method for solving a node-covering problem at the…

This paper is devoted to measuring the security of cyber networks under advanced persistent threats (APTs). First, an APT-based cyber attack-defense process is modeled as an individual-level dynamical system. Second, the dynamic model is…

In times of Industry 4.0 and cyber-physical systems (CPS) providing security is one of the biggest challenges. A cyber attack launched at a CPS poses a huge threat, since a security incident may affect both the cyber and the physical world.…