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Publications
Welcome to our Publications section. Here we highlight an array of pivotal research that contributes significantly to academic discourse and practical application. Each publication reflects our dedication to fostering significant advancements and understanding across various domains, ensuring our ongoing commitment to leadership and excellence in research. .
A Framework for Digital Asset Risks with Insurance Applications
arXiv preprint arXiv:2408.17227
Smart Home Cyber Insurance Pricing
arXiv preprint arXiv:2408.13681
Bayesian Nowcasting Data Breach IBNR Incidents
arXiv preprint arXiv:2407.18377
Cyber attacks against enterprise networks: characterization, modeling and forecasting
International Conference on Science of Cyber Security, 60-81
Structural models for fog computing based internet of things architectures with insurance and risk management applications
European Journal of Operational Research 305 (3), 1273-1291
A multivariate frequency-severity framework for healthcare data breaches
The Annals of Applied Statistics 17 (1), 240-268
Statistical Modeling of Data Breach Risks: Time to Identification and Notification
preprint arXiv:2209.07306
Determination of ransomware payment based on Bayesian game models
Computers & Security 116, 102685
Statistical modeling of computer malware propagation dynamics in cyberspace
Journal of Applied Statistics 49 (4), 858-883
Data breach cat bonds: modeling and pricing
North American Actuarial Journal 25 (4), 543-561
Modeling malicious hacking data breach risks
North American Actuarial Journal 25 (4), 484-502
Multivariate dependence among cyber risks based on L-hop propagation
Insurance: Mathematics and Economics 101, 525-546
Ensuring confidentiality and availability of sensitive data over a network system under cyber threats
Reliability Engineering & System Safety 214, 107697
Cyber attacks on PMU placement in a smart grid: Characterization and optimization
Reliability Engineering & System Safety 212, 107586
Modeling multivariate cyber risks: deep learning dating extreme value theory
Journal of Applied Statistics, 1-21
Characterizing and leveraging granger causality in cybersecurity: Framework and case study
ICST Transactions on Security and Safety 7 (25)
A framework for predicting data breach risk: Leveraging dependence to cope with sparsity
IEEE Transactions on Information Forensics and Security 16, 2186-2201
Pricing cyber insurance for a large-scale network
preprint arXiv:2007.00454
Joint cyber risk assessment of network systems with heterogeneous components
preprint arXiv:2006.16092
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