Trust and trust management represent the very foundations of Computer and Network Security Protocols enabling all cyber activities. The recent spate of national and global high-impact cyber security compromises threats, vulnerabilities and exposures leads to fundamental questioning of trust as...

This presentation advances upon recent world leading Cybersecurity-CyberFinance Computational Risk Analytics Research selected for 30 SSRN Top-10 Research Ranking Awards and invited for presentation at the 2015 Princeton Quantitative Trading Conference. The primary focus of the presentation is...

To avert the impending global Cyber-Finance Insurance Crisis based upon large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this post-doctoral thesis makes the following key contributions: Develops the first known...

Applied Cybersecurity practices in the US private and public industry are transitioning to an overall focus on Cyber Risk Management. It is hence necessary to align IT-Cybersecurity professional association application standards and related educational curricula with emerging applications in...

This presentation reconsiders Knight's Risk, Uncertainty, and Profit of 1921 in light of the emergence of the World Wide Web in early-1990s, Emanuel Derman's pioneering work in Model Risk Management at Goldman Sachs in mid-1990s, backlash against quantitative models in aftermath of the Global...

The invited plenary keynote presentation addressed to a national group of senior Fortune 100 practice leaders including Chief Security Officers focuses on emerging trends in Enterprise Risk Management (ERM). The keynote builds upon author's recent Financial Risk Management practice leadership...

Mainstream insurance industry practices have adopted Value-at-Risk (VaR) from global financial industry as the pre-dominant cyber insurance model being oblivious to both distinguishing characteristics of cyber-risks as well as statistical properties of VaR. Such widespread misapplication of VaR...