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Rosy Oh

Ewha Womans University, Institute of Mathematical Sciences

11-1 Daehyun-dong

Seodaemun-gu

Seoul 120-750, Seoul Seoul 120

Korea, Republic of (South Korea)

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1

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Scholarly Papers (1)

1.

A Bivariate Compound Dynamic Contagion Process for Cyber Insurance

Number of pages: 46 Posted: 16 Jul 2020
Jiwook Jang and Rosy Oh
Macquarie University, Macquarie Business School and Ewha Womans University, Institute of Mathematical Sciences
Downloads 63 (933,592)
Citation 1

Abstract:

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Aggregate losses from cyber events, Contagion risk, Bivariate compound dynamic contagion process, Hawkes process, Piecewise deterministic Markov process, Martingale methodology, Insurance premium