Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Michel Dacorogna, Nehla Debbabi, Marie Kratz
| Year of publication: |
2023
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|---|---|
| Authors: | Dacorogna, Michel M. ; Debbabi, Nehla ; Kratz, Marie |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 311.2023, 2 (1.12.), p. 708-729
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| Subject: | Risk statistical analysis | Cyber risk | Extreme value theory | Probabilistic modelling | Risk management | Risikomanagement | IT-Kriminalität | IT crime | Datensicherheit | Data security | Risikomaß | Risk measure | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014336745