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math.ST2023
Cyber risk modeling using a two-phase Hawkes process with external excitation
Alexandre Boumezoued, Yousra Cherkaoui, Caroline Hillairet
With the growing digital transformation of the worldwide economy, cyber risk has become a major issue. As 1 % of the world's GDP (around $1,000 billion) is allegedly lost to cyberc…
math.ST2019
Nonparametric adaptive inference of birth and death models in a large population limit
Alexandre Boumezoued, Marc Hoffmann, Paulien Jeunesse
Motivated by improving mortality tables from human demography databases, we investigate statistical inference of a stochastic age-evolving density of a population alimented by time…