144 citations · 223 across the 9 of their papers we have counts for
3 papers · 1 filter
Data breaches in the catastrophe framework & beyond
Spencer Wheatley, Annette Hofmann, Didier Sornette
Development of sustainable insurance for cyber risks, with associated benefits, inter alia requires reduction of ambiguity of the risk. Considering cyber risk, and data breaches in…
The Extreme Risk of Personal Data Breaches & The Erosion of Privacy
Spencer Wheatley, Thomas Maillart, Didier Sornette
Personal data breaches from organisations, enabling mass identity fraud, constitute an \emph{extreme risk}. This risk worsens daily as an ever-growing amount of personal data are s…
Estimation of the Hawkes Process With Renewal Immigration Using the EM Algorithm
Spencer Wheatley, Vladimir Filimonov, Didier Sornette
We introduce the Hawkes process with renewal immigration and make its statistical estimation possible with two Expectation Maximization (EM) algorithms. The standard Hawkes process…