{"id":"https://openalex.org/W2986648950","doi":"https://doi.org/10.1109/cybersa.2019.8899431","title":"Quantile based risk measures in cyber security","display_name":"Quantile based risk measures in cyber security","publication_year":2019,"publication_date":"2019-06-01","ids":{"openalex":"https://openalex.org/W2986648950","doi":"https://doi.org/10.1109/cybersa.2019.8899431","mag":"2986648950"},"language":"en","primary_location":{"id":"doi:10.1109/cybersa.2019.8899431","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cybersa.2019.8899431","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 International Conference on Cyber Situational Awareness, Data Analytics And Assessment (Cyber SA)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5081885514","display_name":"Maria Francesca Carfora","orcid":"https://orcid.org/0000-0002-4570-1690"},"institutions":[{"id":"https://openalex.org/I4210106125","display_name":"Istituto per le Applicazioni del Calcolo Mauro Picone","ror":"https://ror.org/00ygy3d85","country_code":"IT","type":"facility","lineage":["https://openalex.org/I4210106125","https://openalex.org/I4210155236"]},{"id":"https://openalex.org/I4210155236","display_name":"National Research Council","ror":"https://ror.org/04zaypm56","country_code":"IT","type":"funder","lineage":["https://openalex.org/I4210155236"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Maria Francesca Carfora","raw_affiliation_strings":["Istituto per le applicazioni del Calcolo &#x201C;Mauro Picone&#x201D; IAC, Italian National Research Council - CNR,Napoli,Italy","Istituto per le applicazioni del Calcolo \"Mauro Picone\" IAC, Italian National Research Council - CNR, Napoli, Italy"],"affiliations":[{"raw_affiliation_string":"Istituto per le applicazioni del Calcolo &#x201C;Mauro Picone&#x201D; IAC, Italian National Research Council - CNR,Napoli,Italy","institution_ids":["https://openalex.org/I4210106125"]},{"raw_affiliation_string":"Istituto per le applicazioni del Calcolo \"Mauro Picone\" IAC, Italian National Research Council - CNR, Napoli, Italy","institution_ids":["https://openalex.org/I4210106125","https://openalex.org/I4210155236"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075268256","display_name":"Albina Orlando","orcid":"https://orcid.org/0000-0003-4637-1694"},"institutions":[{"id":"https://openalex.org/I4210155236","display_name":"National Research Council","ror":"https://ror.org/04zaypm56","country_code":"IT","type":"funder","lineage":["https://openalex.org/I4210155236"]},{"id":"https://openalex.org/I4210106125","display_name":"Istituto per le Applicazioni del Calcolo Mauro Picone","ror":"https://ror.org/00ygy3d85","country_code":"IT","type":"facility","lineage":["https://openalex.org/I4210106125","https://openalex.org/I4210155236"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Albina Orlando","raw_affiliation_strings":["Istituto per le applicazioni del Calcolo &#x201C;Mauro Picone&#x201D; IAC, Italian National Research Council - CNR,Napoli,Italy","Istituto per le applicazioni del Calcolo \"Mauro Picone\" IAC, Italian National Research Council - CNR, Napoli, Italy"],"affiliations":[{"raw_affiliation_string":"Istituto per le applicazioni del Calcolo &#x201C;Mauro Picone&#x201D; IAC, Italian National Research Council - CNR,Napoli,Italy","institution_ids":["https://openalex.org/I4210106125"]},{"raw_affiliation_string":"Istituto per le applicazioni del Calcolo \"Mauro Picone\" IAC, Italian National Research Council - CNR, Napoli, Italy","institution_ids":["https://openalex.org/I4210106125","https://openalex.org/I4210155236"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5081885514"],"corresponding_institution_ids":["https://openalex.org/I4210106125","https://openalex.org/I4210155236"],"apc_list":null,"apc_paid":null,"fwci":0.5942,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.73346724,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9850000143051147,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9850000143051147,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9668999910354614,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9491999745368958,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.6731845140457153},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.5564120411872864},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5482252240180969},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.506866991519928},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.5023462772369385},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.48664626479148865},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.4530212879180908},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.42195743322372437},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.41403695940971375},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3072027564048767},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.17311176657676697}],"concepts":[{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.6731845140457153},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.5564120411872864},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5482252240180969},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.506866991519928},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.5023462772369385},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.48664626479148865},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.4530212879180908},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42195743322372437},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.41403695940971375},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3072027564048767},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17311176657676697},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cybersa.2019.8899431","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cybersa.2019.8899431","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2019 International Conference on Cyber Situational Awareness, Data Analytics And Assessment (Cyber SA)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1542184596","https://openalex.org/W1969248194","https://openalex.org/W2019291268","https://openalex.org/W2590695271","https://openalex.org/W2618523767","https://openalex.org/W2769696947","https://openalex.org/W2891262112","https://openalex.org/W2993344829","https://openalex.org/W2994849180","https://openalex.org/W4249622757","https://openalex.org/W6754384110","https://openalex.org/W6771213139"],"related_works":["https://openalex.org/W1923764247","https://openalex.org/W4252059530","https://openalex.org/W2114208415","https://openalex.org/W2369233745","https://openalex.org/W2125534874","https://openalex.org/W2611614597","https://openalex.org/W2619501344","https://openalex.org/W4240788009","https://openalex.org/W4386500624","https://openalex.org/W2531692951"],"abstract_inverted_index":{"Measures":[0],"and":[1,28,52,85],"methods":[2],"used":[3],"in":[4,33,47,81],"financial":[5],"sector":[6],"to":[7,14,20,23,29,75],"quantify":[8],"risk,":[9],"have":[10],"been":[11],"recently":[12],"applied":[13],"cyber":[15,34,49,82],"world.":[16],"The":[17,91],"aim":[18],"is":[19,97],"help":[21],"organizations":[22],"improve":[24],"risk":[25,89],"management":[26],"strategies":[27],"wisely":[30],"plan":[31],"investments":[32],"security.":[35],"On":[36],"the":[37,54,60,100,107],"other":[38],"hand,":[39],"they":[40],"are":[41],"useful":[42],"instruments":[43],"for":[44],"insurance":[45,50],"companies":[46],"pricing":[48],"contracts":[51],"setting":[53],"minimum":[55],"capital":[56],"requirements":[57],"defined":[58],"by":[59,106],"regulators.":[61],"In":[62],"this":[63],"paper":[64],"we":[65,95],"propose":[66],"an":[67],"estimation":[68],"of":[69,102],"Value":[70,78,87],"at":[71,79,88],"Risk":[72,80],"(VaR),":[73],"referred":[74],"as":[76],"Cyber":[77],"security":[83],"domain,":[84],"Tail":[86],"(TVaR).":[90],"data":[92,103],"breach":[93],"information":[94],"use":[96],"obtained":[98],"from":[99],"\u201cChronology":[101],"breaches\u201d":[104],"compiled":[105],"Privacy":[108],"Rights":[109],"Clearinghouse.":[110]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
