Date of Award
Master of Science (MS)
Department of Mathematics
Over the years, there have significant number of cyber attacks in various sectors causing losses to those sectors. We study the multivariate dependence of the cyber risks among these sectors by developing an iterative algorithm using copulas to estimate cyber risks in each sector by measuring the interdependencies and intradependencies among the sectors. The prediction performance of the proposed algorithm shows that the algorithm is superior to other methods.
Darkwah, Oliveira Ann Gyamfua, "Modelling Multivariate Dependence among Cyber Risks" (2023). Theses and Dissertations. 1730.