Cyber risk measurement with ordinal data

Author:

Facchinetti Silvia,Giudici PaoloORCID,Osmetti Silvia Angela

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

1. Afful Dadzie A, Allen T (2014) Data driven cyber vulnerability maintenance policies. J Qual Technol 46:234–250

2. Alexander C (2003) Operational risk: regulation, analysis and management. Prentice Hall, New York

3. Artzner P, Delbaen J, Heat D (1999) Coherent measures of risk. Math Finance 9:203–228

4. Bouveret A (2018) Cyber risk for the financial sector: a framework for quantitative assessment. IMF Working Paper WP/18/143, pp 1–27

5. Calabrese R, Giudici P (2015) Estimating bank default with generalised extreme value regressiob mnodels. J Oper Res Soc 66(11):1783–1792

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