相关论文: Exact insurance premiums for cyber risk of small a…

In the current market practice, many cyber insurance products offer a coverage bundle for losses arising from various types of incidents, such as data breaches and ransomware attacks, and the coverage for each incident type comes with a…

Defining an optimal protection strategy against viruses, spam propagation or any other kind of contamination process is an important feature for designing new networks and architectures. In this work, we consider decentralized optimal…

In this paper we estimate the propagation of liquidity shocks through interbank markets when the information about the underlying credit network is incomplete. We show that techniques such as Maximum Entropy currently used to reconstruct…

Cybersecurity risk is commonly expressed through impact and likelihood, yet likelihood remains difficult to estimate because cyber incidents are underreported, heterogeneous datasets are weakly comparable, and attacker behaviour changes…

We study the SIR ("susceptible, infected, removed/recovered") model on directed graphs with heterogeneous transmission probabilities within the message-passing approximation. We characterize the percolation transition, predict cluster size…

We present an exact mathematical framework able to describe site-percolation transitions in real multiplex networks. Specifically, we consider the average percolation diagram valid over an infinite number of random configurations where…

Recent work on the internet, social networks, and the power grid has addressed the resilience of these networks to either random or targeted deletion of network nodes. Such deletions include, for example, the failure of internet routers or…

For reducing threat propagation within an inter-connected network, it is essential to distribute the defense investment optimally. Most electric power utilities are resource constrained, yet how to account for costs while designing threat…

We study the impact of contagion in a network of firms facing credit risk. We describe an intensity based model where the homogeneity assumption is broken by introducing a random environment that makes it possible to take into account the…

Models of epidemic spreading on complex networks have attracted great attention among researchers in physics, mathematics, and epidemiology due to their success in predicting and controlling scenarios of epidemic spreading in real-world…

A central concern of network operators is to estimate the probability of an incident that affects a significant part and thus may yield to a breakdown. We answer this question by modeling how a failure of either a node or an edge will…

We study the statistical properties of the SIR epidemics in heterogeneous networks, when an epidemic is defined as only those SIR propagations that reach or exceed a minimum size s_c. Using percolation theory to calculate the average…

We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…

Cyberattacks on enterprise networks exploit complex dependencies among infrastructure, services, and applications, which challenge traditional analysis methods that focus on attack paths or network topology in isolation. In this study, we…

In this chapter, we consider the problem of designing protection strategies to contain spreading processes in complex cyber-physical networks. We illustrate our ideas using a family of bio-motivated spreading models originally proposed in…

We study the spread of discrete-time epidemics over arbitrary networks for well-known propagation models, namely SIS (susceptible-infected-susceptible), SIR (susceptible-infected-recovered), SIRS (susceptible-infected-recovered-susceptible)…

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…

A common theme among the proposed models for network epidemics is the assumption that the propagating object, i.e., a virus or a piece of information, is transferred across the nodes without going through any modification or evolution.…

In this study we examine the nature of losses from cyber related events across different risk categories and business sectors. Using a leading industry dataset of cyber events, we evaluate the relationship between the frequency and severity…

We study percolation on small-world networks, which has been proposed as a simple model of the propagation of disease. The occupation probabilities of sites and bonds correspond to the susceptibility of individuals to the disease and the…