dc.contributor.advisor |
Casarin, Roberto |
it_IT |
dc.contributor.author |
Ranjan, Yashika <1994> |
it_IT |
dc.date.accessioned |
2018-06-17 |
it_IT |
dc.date.accessioned |
2018-12-03T06:21:58Z |
|
dc.date.available |
2018-12-03T06:21:58Z |
|
dc.date.issued |
2018-07-02 |
it_IT |
dc.identifier.uri |
http://hdl.handle.net/10579/13424 |
|
dc.description.abstract |
Cybersecurity risk modeling is a relatively new topic that has attracted the attention of companies seeking to provide insurance coverage against cyberattacks. In this study I introduce Dynamic Generalized Poisson panel-data models for cybersecurity risk modeling. Following Zhu(2012) I extend the results of the Generalized Poisson INGARCH Model to the case of panel data with partial and complete pooling. As an application, I use cyberattack data on 491 consecutive victim IP addresses which exhibit intrinsic spatiotemporal attack patterns (as analyzed by Chen et.al (2015)). After the models are estimated I compare them according to their likelihood value, AIC and BIC criteria. Finally, I provide a forecast comparison of some of the models. The results of this study can be further used in the cyber-insurance industry for example, for the pricing of insurance products. |
it_IT |
dc.language.iso |
en |
it_IT |
dc.publisher |
Università Ca' Foscari Venezia |
it_IT |
dc.rights |
© Yashika Ranjan, 2018 |
it_IT |
dc.title |
Dynamic generalized Poisson panel-data models: An Application to Cybersecurity Risk Modeling |
it_IT |
dc.title.alternative |
Dynamic generalized Poisson panel-data models: An application to cybersecurity risk modeling |
it_IT |
dc.type |
Master's Degree Thesis |
it_IT |
dc.degree.name |
Economia e finanza |
it_IT |
dc.degree.level |
Laurea magistrale |
it_IT |
dc.degree.grantor |
Dipartimento di Economia |
it_IT |
dc.description.academicyear |
2017/2018, sessione estiva |
it_IT |
dc.rights.accessrights |
openAccess |
it_IT |
dc.thesis.matricno |
866295 |
it_IT |
dc.subject.miur |
SECS-P/05 ECONOMETRIA |
it_IT |
dc.description.note |
|
it_IT |
dc.degree.discipline |
|
it_IT |
dc.contributor.co-advisor |
|
it_IT |
dc.date.embargoend |
|
it_IT |
dc.provenance.upload |
Yashika Ranjan (866295@stud.unive.it), 2018-06-17 |
it_IT |
dc.provenance.plagiarycheck |
Roberto Casarin (r.casarin@unive.it), 2018-07-02 |
it_IT |