This project is a continuation of the IRisk Lab project, Cyber risk profile construction via individual cyber losses aggregation, in Fall 2019. Multivariate frequency model for cyber losses has been constructed, fitted, and tested, in the previous project. This project aims to further improve the multivariate frequency model, as well as construct the multivariate severity model for cyber losses, and hence determine the aggregate cyber loss.
Students: Nargiz Alekberova, Evelyn Lai Jia Yi, Hanqing Wang
Supervisor: Alfred Chong, Daniël Linders
Graduate Supervisor: Linfeng Zhang