Modelling maximum cyber incident losses of German organisations

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<dc:creator>Skarczinski, Bennet von</dc:creator>
<dc:creator>Raschke, Mathias</dc:creator>
<dc:creator>Teuteberg, Frank</dc:creator>
<dc:date>2023-04-03</dc:date>
<dc:description xml:lang="es">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 </dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/183242.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Ciberseguridad</dc:subject>
<dc:subject xml:lang="es">Siniestralidad</dc:subject>
<dc:subject xml:lang="es">Análisis de siniestralidad</dc:subject>
<dc:subject xml:lang="es">Pérdidas</dc:subject>
<dc:subject xml:lang="es">Seguridad de la información</dc:subject>
<dc:subject xml:lang="es">Secuestro de datos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Modelling maximum cyber incident losses of German organisations</dc:title>
<dc:relation xml:lang="es">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. 463-501</dc:relation>
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