Search
Atrás

Modelling maximum cyber incident losses of German organisations

Portada
Section: Articles
Title: Modelling maximum cyber incident losses of German organisations / Bennet von Skarczinski, Mathias Raschke, Frank TeutebergAuthor: Skarczinski, Bennet von
Notes: Sumario: In this paper, we introduce a novel tempered' generalised extreme value (GEV) approach. Based on a stratified random sample of 5000 interviewed German organisations, we model different loss distributions and compare them to our empirical data using graphical analysis and goodness-of-fit tests. We differentiate various subsamples (industry, size, attack type, loss type) and find our modified GEV outperforms other distributions, such as the lognormal and Weibull distributions. Finally, we calculate losses for the German economy, present application examples, derive implications as well as discuss the comparison of loss estimates in the literature Related records: En: Geneva papers on risk and insurance : issues and practice. - Geneva : The Geneva Association, 1976- = ISSN 1018-5895. - 03/04/2023 Volumen 48 Número 2 - abril 2023 , p. 463-501Materia / lugar / evento: Ciberseguridad Siniestralidad Análisis de siniestralidad Pérdidas Seguridad de la información Secuestro de datos Otros autores: Raschke, Mathias
Teuteberg, Frank
Other categories: 861
Referencias externas:
See issue detail