40 citations · 274 across the 42 of their papers we have counts for
5 papers · 1 filter
Consensus in the Hegselmann-Krause model
Nicolas Lanchier, Hsin-Lun Li
This paper is concerned with the probability of consensus in a multivariate, spatially explicit version of the Hegselmann-Krause model for the dynamics of opinions. Individuals are…
First and second moments of the size distribution of bond percolation clusters on regular graphs
Nicolas Lanchier, Axel La Salle
Motivated by network resilience and insurance premiums in the context of cyber security, we derive universal upper bounds for the first and second moments of the size of bond perco…
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…
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…
Probabilistic Framework For Loss Distribution Of Smart Contract Risk
Petar Jevtic, Nicolas Lanchier
Smart contract risk can be defined as a financial risk of loss due to cyber attacks on or contagious failures of smart contracts. Its quantification is of paramount importance to t…