Cargando…
Dynamic cyber risk estimation with competitive quantile autoregression
The increasing value of data held in enterprises makes it an attractive target to attackers. The increasing likelihood and impact of a cyber attack have highlighted the importance of effective cyber risk estimation. We propose two methods for modelling Value-at-Risk (VaR) which can be used for any t...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8964664/ https://www.ncbi.nlm.nih.gov/pubmed/35401030 http://dx.doi.org/10.1007/s10618-021-00814-z |