Graduation Term
6-29-2023
Document Type
Thesis
Degree Name
Master of Science (MS)
Department
Department of Mathematics
Committee Chair
Maochao Xu
Abstract
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.
Recommended Citation
Darkwah, Oliveira Ann Gyamfua, "Modelling Multivariate Dependence among Cyber Risks" (2023). Theses and Dissertations. 1730.
https://ir.library.illinoisstate.edu/etd/1730
DOI
https://doi.org/10.30707/ETD2023.20231004061827950226.999987
Page Count
45