Contagion in cyber security attacks
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DOI: 10.1057/jors.2016.37
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Citations
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Cited by:
- Aldasoro, Iñaki & Gambacorta, Leonardo & Giudici, Paolo & Leach, Thomas, 2022.
"The drivers of cyber risk,"
Journal of Financial Stability, Elsevier, vol. 60(C).
- Gambacorta, Leonardo & Aldasoro, Inaki & Giudici, Paolo & Leach, Thomas, 2020. "The drivers of cyber risk," CEPR Discussion Papers 14805, C.E.P.R. Discussion Papers.
- Iñaki Aldasoro & Leonardo Gambacorta & Paolo Giudici & Thomas Leach, 2020. "The drivers of cyber risk," BIS Working Papers 865, Bank for International Settlements.
- Hillairet, Caroline & Réveillac, Anthony & Rosenbaum, Mathieu, 2023. "An expansion formula for Hawkes processes and application to cyber-insurance derivatives," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 89-119.
- Juntao Chen & Quanyan Zhu & Tamer Başar, 2021. "Dynamic Contract Design for Systemic Cyber Risk Management of Interdependent Enterprise Networks," Dynamic Games and Applications, Springer, vol. 11(2), pages 294-325, June.
- Ioannidis, Christos & Pym, David & Williams, Julian & Gheyas, Iffat, 2019. "Resilience in information stewardship," European Journal of Operational Research, Elsevier, vol. 274(2), pages 638-653.
- Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.
- Dacorogna, Michel & Debbabi, Nehla & Kratz, Marie, 2023. "Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data," European Journal of Operational Research, Elsevier, vol. 311(2), pages 708-729.
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Keywords
Jumps; contagion; Hawkes process; Self- and mutually exciting processes;All these keywords.
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