K Awiszus, T Knispel, I Penner, G Svindland… - European Actuarial …, 2023 - Springer
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical …
Over the past decade, the use of networks has led to a new modelling paradigm combining several branches of science, including physics, mathematics, biology and social sciences …
M Xu, L Hua - North American Actuarial Journal, 2019 - Taylor & Francis
Cybersecurity risk has attracted considerable attention in recent decades. However, the modeling of cybersecurity risk is still in its infancy, mainly because of its unique …
We present a continuous formulation of epidemic spreading on multilayer networks using a tensorial representation, extending the models of monoplex networks to this context. We …
MA Fahrenwaldt, S Weber, K Weske - … Bulletin: The Journal of the IAA, 2018 - cambridge.org
We develop a novel approach for pricing cyber insurance contracts. The considered cyber threats, such as viruses and worms, diffuse in a structured data network. The spread of the …
Mean-field approximations (MFAs) are frequently used in physics. When a process (such as an epidemic or a synchronization) on a network is approximated by MFA, a major hurdle is …
Habitat destruction and land use change are making the world in which natural populations live increasingly fragmented, often leading to local extinctions. Although local populations …
We propose an approximation framework that unifies and generalizes a number of existing mean-field approximation methods for the susceptible-infected-susceptible (SIS) epidemic …
F Gao, J Liu, Y Zhao - Chaos, Solitons & Fractals, 2024 - Elsevier
Several theoretical methods have been developed to approximate the prevalence and threshold of epidemics in networks. Among them, the recurrent dynamic message-passing …