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Heterogeneity in cyber loss severity and its impact on cyber risk measurement
We use the world’s largest publicly available dataset of operational risk to model cyber losses and show that the Tweedie model best fits the cyber loss severity in the financial industry. Three key determinants of loss severity are firm size, contagion risk and legal liability. We also measure the...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Palgrave Macmillan UK
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9169022/ http://dx.doi.org/10.1057/s41283-022-00095-w |