7 citations · 7 across the 1 of their papers we have counts for
3 papers
Building Resilience in Cybersecurity -- An Artificial Lab Approach
Kerstin Awiszus, Yannick Bell, Jan Lüttringhaus +3
Based on classical contagion models we introduce an artificial cyber lab: the digital twin of a complex cyber system in which possible cyber resilience measures may be implemented…
Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks
Kerstin Awiszus, Thomas Knispel, Irina Penner +3
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concept…
Market Efficient Portfolios in a Systemic Economy
Kerstin Awiszus, Agostino Capponi, Stefan Weber
We study the ex-ante minimization of market inefficiency, defined in terms of minimum deviation of market prices from fundamental values, from a centralized planner's perspective.…