arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2105.01792cs.PFcs.SYeess.SYq-fin.RM
收藏

IoT时代的综合网络风险管理:(再)保险公司及类似公司的警示统计数据

Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes

Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry

摘要:

在本文中,我们提供了(i)一个严格的一般理论,以得出条件,(尾部依赖)重尾网络风险分布,在这种分布下,风险管理公司可能会发现为智能社会提供综合网络风险覆盖服务是(不)可持续的,以及(ii)真实数据驱动的数值研究,以验证理论上假设有限理性网络风险管理者的主张,同时提供了一些想法,以促进市场的聚合依赖网络风险与重尾。据我们所知,这是迄今为止唯一完整的一般理论,对聚合网络风险管理的可行性。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑