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math.PR2021
Exact insurance premiums for cyber risk of small and medium-sized enterprises
Stefano Chiaradonna, Nicolas Lanchier
As cyber attacks have become more frequent, cyber insurance premiums have increased, resulting in the need for better modeling of cyber risk. Toward this direction, Jevtić and Lanc…
math.PR2021
Bidirectional bond percolation model for the spread of information in financial markets
Stefano Chiaradonna, Nicolas Lanchier
Information is a key component in determining the price of an asset in financial markets, and the main objective of this paper is to study the spread of information in this context…