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

In recent times we hear increasingly often about cyber attacks on various commercial and strategic sites that manage to escape any defense. In this article, we model such attacks on networks via stochastic processes and predict the time of…

Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory. Closed-form solutions are not available for…

We study proliferation of an action in binary action network coordination games that are generalized to include global effects. This captures important aspects of proliferation of a particular action or narrative in online social networks,…

In this study, we propose a contagion model as a simple and powerful mathematical approach for predicting the spatial spread and temporal evolution of the onset and recession of flood waters in urban road networks. A network of urban roads…

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…

With the growing digital transformation of the worldwide economy, cyber risk has become a major issue. As 1 % of the world's GDP (around $1,000 billion) is allegedly lost to cybercrime every year, IT systems continue to get increasingly…

Economic models with input-output networks assume that firm or sector (unit) growth is driven by a weighted sum of trade partners' growth and an independently-drawn idiosyncratic shock. I show that the idiosyncratic risk assumption in a…

We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…

We derive analytic expressions for the possibility, probability, and expected size of global spreading events starting from a single infected seed for a broad collection of contagion processes acting on random networks with both directed…

Networks provide a skeleton for the spread of contagions, like, information, ideas, behaviors and diseases. Many times networks over which contagions diffuse are unobserved and need to be inferred. Here we apply survival theory to develop…

Though the studies of social contagions are regularly borrowing network models to study the propagation of social influences and opinions to include social heterogeneity. Such studies provide valuable insights regarding these, but the…

This project works with the risk model developed by Li et al. (2015) and quests modelling, estimating and pricing insurance for risks brought in by innovative technologies, or other emerging or latent risks. The model considers two…

Spreading processes are ubiquitous in natural and artificial systems. They can be studied via a plethora of models, depending on the specific details of the phenomena under study. Disease contagion and rumor spreading are among the most…

Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…

Internet users such as individuals and organizations are subject to different types of epidemic risks such as worms, viruses, and botnets. To reduce the probability of risk, an Internet user generally invests in self-defense mechanisms like…

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…

We study the problem of minimizing the (time) average security costs in large networks/systems comprising many interdependent subsystems, where the state evolution is captured by a susceptible-infected-susceptible (SIS) model. The security…

An approach is developed for analyzing computer networks to identify systems and accounts that are at particular risk of compromise by an adversary seeking to move laterally through the network via authentication. The dynamics of the…

Using particle system methodologies we study the propagation of financial distress in a network of firms facing credit risk. We investigate the phenomenon of a credit crisis and quantify the losses that a bank may suffer in a large credit…

Studies on the propagation of malware in mobile networks have revealed that the spread of malware can be highly inhomogeneous. Platform diversity, contact list utilization by the malware, clustering in the network structure, etc. can also…