14 citations · 29 across the 13 of their papers we have counts for
4 papers · 1 filter
Multi-Trigger Crypto CAT Bonds with On-Chain Settlement: Valuation and Optimal Design
Yue Wang, Yijia Li, Maochao Xu +1
Cryptocurrencies have experienced repeated large-scale losses from protocol exploits and exchange breaches, exposing insurers and investors to severe operational risks. This paper…
A Framework for Digital Asset Risks with Insurance Applications
Zhengming Li, Jianxi Su, Maochao Xu +1
The remarkable growth of digital assets, starting from the inception of Bitcoin in 2009 into a 1 trillion market in 2024, underscores the momentum behind disruptive technologies an…
Statistical Modeling of Data Breach Risks: Time to Identification and Notification
Maochao Xu, Quynh Nhu Nguyen
It is very challenging to predict the cost of a cyber incident owing to the complex nature of cyber risk. However, it is inevitable for insurance companies who offer cyber insuranc…
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…