当前位置: X-MOL 学术arXiv.cs.PF › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes
arXiv - CS - Performance Pub Date : 2021-05-04 , DOI: arxiv-2105.01792
Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry

In this paper, we provide (i) a rigorous general theory to elicit conditions on (tail-dependent) heavy-tailed cyber-risk distributions under which a risk management firm might find it (non)sustainable to provide aggregate cyber-risk coverage services for smart societies, and (ii)a real-data driven numerical study to validate claims made in theory assuming boundedly rational cyber-risk managers, alongside providing ideas to boost markets that aggregate dependent cyber-risks with heavy-tails.To the best of our knowledge, this is the only complete general theory till date on the feasibility of aggregate cyber-risk management.

中文翻译:

物联网时代的总体网络风险管理:针对(再)保险公司和类似机构的警告统计

在本文中,我们提供(i)严格的一般理论,以得出关于(尾部相关)重尾网络风险分布的条件,在这种条件下,风险管理公司可能会发现(不)可持续地提供总体网络风险覆盖服务(ii)实际数据驱动的数值研究,以验证理论上提出的假设(假设有合理理性的网络风险管理者),同时提供想法以提振那些将大量依赖网络风险汇总在一起的市场。据我们所知,这是迄今为止有关总体网络风险管理可行性的唯一完整的一般理论。
更新日期:2021-05-06
down
wechat
bug