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Modeling multivariate cybersecurity risks
- Source :
- Journal of Applied Statistics. 45:2718-2740
- Publication Year :
- 2018
- Publisher :
- Informa UK Limited, 2018.
-
Abstract
- 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 a...
- Subjects :
- Statistics and Probability
021110 strategic, defence & security studies
Multivariate statistics
Computer science
Autoregressive conditional heteroskedasticity
0211 other engineering and technologies
02 engineering and technology
Computer security
computer.software_genre
01 natural sciences
Vine copula
010104 statistics & probability
0101 mathematics
Statistics, Probability and Uncertainty
computer
Value at risk
Subjects
Details
- ISSN :
- 13600532 and 02664763
- Volume :
- 45
- Database :
- OpenAIRE
- Journal :
- Journal of Applied Statistics
- Accession number :
- edsair.doi...........9e55e87c303d5b2a8941bba1f0fa67ac