1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.RM2019
Cyber bonds and their pricing models
Oleg Kolesnikov, Alexander Markov, Daulet Smagulov +1
Motivated by the developments in cyber risk treatment in the finance industry, we propose a general framework of cyber bond, whose main purpose is to insure (compensate) losses of…
q-fin.RM2017★ 1 cited
Portfolio Risk Assessment using Copula Models
Mikhail Semenov, Daulet Smagulov
In the paper, we use and investigate copulas models to represent multivariate dependence in financial time series. We propose the algorithm of risk measure computation using copula…