Multivariate Security Breach Probability: The Gordon-Loeb Model with Copulas

Author:

Cherubini UmbertoORCID

Publisher

Springer Nature Switzerland

Reference18 articles.

1. Anderson, R., Moore, T.: The Economics of Information Security. Science 314(5799), 610–613 (2006)

2. Bariyshnikov, Y.: IT security investment and the Gordon-Loeb’s $$1/e$$ rule. In: Proceedings of the 11th Workshop on the Economics of Information Security (WEIS), Berlin (2007)

3. Bӧhme R., Kataria G.: Model and measures of correlation in cyber insurance. In: Proceedings of the 10th Workshop on the Economics of Information Security (WEIS), Cambridge (2006)

4. Carannante, M., D’Amato, V., Fersini, P., Forte, S.: Vine copula modeling dependence among cyber risks: a dangerous regulatory approach. Appl. Stoch. Model. Bus. Ind. 39, 549–566 (2023)

5. David, D., Mermoud, A., Gilliard, S.: Cyber-Security Investment in the Context of Disruptive Technologies: Extension of the Gordon-Loeb Model (2023). arXiv:2112.04310v1

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