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Cyber-contagion model with network structure applied to insurance
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Insurance: Mathematics and Economics, 2022
Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
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Scandinavian Actuarial Journal, 2021
Generalized pareto regression trees for extreme event analysis
This paper derives finite sample results to assess the consistency of Generalized Pareto regression trees introduced by Farkas et al. (Insur. Math. Econ. 98:92--105, 2021) as tools to perform extreme ...
Extremes, 2024