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Academic & IndustryPublications

Advancing the frontier of cyber risk quantification and AI-driven security analysis through rigorous global research.

AI📊CITATIONS2,500+IMPACT FACTOR8.5PUBLICATIONS150+H-INDEX42

Some of our latest publication includes

2024

A Framework for Digital Asset Risks with Insurance Applications

arXiv preprint arXiv:2408.17227

2024

Smart Home Cyber Insurance Pricing

arXiv preprint arXiv:2408.13681

2024

Bayesian Nowcasting Data Breach IBNR Incidents

arXiv preprint arXiv:2407.18377

2023

Cyber attacks against enterprise networks: characterization, modeling and forecasting

International Conference on Science of Cyber Security, 60-81

2023

Structural models for fog computing based internet of things architectures with insurance and risk management applications

European Journal of Operational Research 305 (3), 1273-1291

2023

A multivariate frequency-severity framework for healthcare data breaches

The Annals of Applied Statistics 17 (1), 240-268

2022

Statistical Modeling of Data Breach Risks: Time to Identification and Notification

preprint arXiv:2209.07306

2022

Determination of ransomware payment based on Bayesian game models

Computers & Security 116, 102685

2022

Statistical modeling of computer malware propagation dynamics in cyberspace

Journal of Applied Statistics 49 (4), 858-883

2021

Data breach cat bonds: modeling and pricing

North American Actuarial Journal 25 (4), 543-561

2021

Modeling malicious hacking data breach risks

North American Actuarial Journal 25 (4), 484-502

2021

Multivariate dependence among cyber risks based on L-hop propagation

Insurance: Mathematics and Economics 101, 525-546

2021

Ensuring confidentiality and availability of sensitive data over a network system under cyber threats

Reliability Engineering & System Safety 214, 107697

2021

Cyber attacks on PMU placement in a smart grid: Characterization and optimization

Reliability Engineering & System Safety 212, 107586

2021

Modeling multivariate cyber risks: deep learning dating extreme value theory

Journal of Applied Statistics, 1-21

2021

Characterizing and leveraging granger causality in cybersecurity: Framework and case study

ICST Transactions on Security and Safety 7 (25)

2021

A framework for predicting data breach risk: Leveraging dependence to cope with sparsity

IEEE Transactions on Information Forensics and Security 16, 2186-2201

2020

Pricing cyber insurance for a large-scale network

preprint arXiv:2007.00454

2020

Joint cyber risk assessment of network systems with heterogeneous components

preprint arXiv:2006.16092

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