4 citations · 6 across the 4 of their papers we have counts for
5 papers
On the Convex Transform Order of Order Statistics
Yijia Li, Maochao Xu, Peng Zhao
Let X1,...,Xn be independent exponential random variables with arbitrary positive, not necessarily equal, rates, and let Y1,\ldots,Yn be independent and identically distributed exp…
Bayesian Nowcasting Data Breach IBNR Incidents
Maochao Xu, Hong Sun, Peng Zhao
The reporting delay in data breach incidents poses a formidable challenge for Incurred But Not Reported (IBNR) studies, complicating reserve estimation for actuarial professionals.…
Modeling Multivariate Cyber Risks: Deep Learning Dating Extreme Value Theory
Mingyue Zhang Wu, Jinzhu Luo, Xing Fang +2
Modeling cyber risks has been an important but challenging task in the domain of cyber security. It is mainly because of the high dimensionality and heavy tails of risk patterns. T…
Should the Ransomware be Paid?
Rui Fang, Maochao Xu, Peng Zhao
Ransomware has emerged as one of the most concerned cyber risks in recent years, which has caused millions of dollars monetary loss over the world. It typically demands a certain a…
Joint Cyber Risk Assessment of Network Systems with Heterogeneous Components
Gaofeng Da, Maochao Xu, Jingshi Zhang +1
Cyber risks are the most common risks encountered by a modern network system. However, it is significantly difficult to assess the joint cyber risk owing to the network topology, r…