In this paper, we provide a systematic review of the growing body of literature exploring the
issues related to pervasive effects of cybersecurity risk on the financial system. As the …

Various system metrics have been proposed for measuring the quality of computer-based
systems, such as dependability and security metrics for estimating their performance and …

Analyzing cyber incident data sets is an important method for deepening our understanding
of the evolution of the threat situation. This is a relatively new research topic, and many …

Like how useful weather forecasting is, the capability of forecasting or predicting cyber
threats can never be overestimated. Previous investigations show that cyber attack data …

In this paper, we propose a multivariate Hawkes framework for modelling and predicting
cyber attacks frequency. The inference is based on a public data set containing features of …

Data breach is a major cybersecurity problem that has caused huge financial losses and
compromised many individuals' privacy (eg, social security numbers). This calls for deeper …

Modeling cybersecurity risks is an important, yet challenging, problem. In this paper, we
initiate the study of modeling multivariate cybersecurity risks. We develop the first statistical …

The problem of data breach incidents is prevalent in the media and has attracted the
attention of researchers and practitioners working diligently on solutions. Commercial …

After scrutinizing technical, legal, financial, and actuarial aspects of cyber risk, a new
approach for modelling cyber risk using marked point processes is proposed. Key …

Despite growing attention to cyber risks in research and practice, quantitative cyber risk
assessments remain limited, mainly due to a lack of reliable data. This analysis leverages …