11-1 Daehyun-dong
Seodaemun-gu
Seoul 120-750, Seoul Seoul 120
Korea, Republic of (South Korea)
Ewha Womans University, Institute of Mathematical Sciences
Aggregate losses from cyber events, Contagion risk, Bivariate compound dynamic contagion process, Hawkes process, Piecewise deterministic Markov process, Martingale methodology, Insurance premium