应pc加拿大预测准确率李周平教授和胡潇潇副教授邀请,美国伊利诺伊州立大学徐茂超教授将于2023年5月9日上午进行线上学术报告,欢迎全校师生参加。
报告题目: Multivariate Cyber Risks: Quantification and Dependence
时 间:5月9日(星期二)上午9:30
地 点:腾讯会议(会议 ID:758-756-162)
报告摘要:Cyber risk has emerged as a significant threat in recent years, with potential consequences including exposure of sensitive information, identity fraud, and financial losses. Quantifying cyber risk is critical for effective risk management and underwriting in the insurance industry. However, due to the complex nature of cyber risks, assessing joint cyber risk is a significant challenge, particularly concerning network topology and risk propagation. This talk presents a novel approach to quantifying multivariate cyber risks from a micro-level perspective. We will also explore questions related to dependence, including the nature of dependence among cyber risks and how to measure it. We shed light on these interesting questions using the newly developed model. Additionally, we discuss how our approach can add value to the industry practice of cyber risk quantification and pricing.
欢迎广大师生参加!
报告人简介:
徐茂超博士于2010年在美国波特兰州立大学获得统计学博士学位,现为伊利诺伊州立大学数学系终身教授,研究生项目Director,网络风险保险专家。徐教授曾多次担任网络风险保险的学术顾问,例如美国网络风险评估公司Safe Security的顾问,以及新加坡虚拟货币保险公司InsurAce的顾问。徐教授的研究领域为网络风险评估,统计建模以及网络风险保险。他的研究曾获伊利诺伊州立大学杰出研究奖,北美精算师协会最佳论文奖,以及应用统计杂志最佳论文推荐奖等。近年来相关研究的成果均发表于Annals of Applied Statistics, Technometrics,IEEE Transactions on Information Forensics and Security,IISE Transactions 等国际顶级期刊。
甘肃应用数学中心
兰州大学大数据科学研究中心
pc加拿大预测准确率
兰州大学萃英学院
2023年5月6日