Cyber claim analysis using Generalized Pareto regression trees with applications to insurance
| Year of publication: |
2021
|
|---|---|
| Authors: | Farkas, Sébastien ; Lopez, Olivier ; Thomas, Maud |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 98.2021, p. 92-105
|
| Subject: | Clustering | Cyber insurance | Extreme value analysis | Generalized Pareto distribution | Machine learning | Regression trees | Theorie | Theory | Regressionsanalyse | Regression analysis | Künstliche Intelligenz | Artificial intelligence | Statistische Verteilung | Statistical distribution | Versicherung | Insurance | IT-Kriminalität | IT crime |
-
Drivers of firm-level tail dependence : a machine learning approach
Conlon, Thomas, (2024)
-
Delta boosting implementation of negative binomial regression in actuarial pricing
Lee, Simon CK, (2020)
-
Real-time inflation forecasting with high-dimensional models : the case of Brazil
Garcia, Márcio Gomes Pinto, (2017)
- More ...
-
Semiparametric copula models applied to the decomposition of claim amounts
Farkas, Sébastien, (2024)
-
Cyber-contagion model with network structure applied to insurance
Hillairet, Caroline, (2022)
-
Hillairet, Caroline, (2021)
- More ...