Residual life time at great age. The Annals of probability, pp.792-804, 1974. ,
Local polynomial maximum likelihood estimation for pareto-type distributions, Journal of Multivariate Analysis, vol.89, issue.1, pp.97-118, 2004. ,
Tail index estimation and an exponential regression model, Extremes, vol.2, issue.2, pp.177-200, 1999. ,
, Statistics of Extremes: Theory and Applications. Wiley Series in Probability and Statistics, 2004.
Insurability of cyber risk: An empirical analysis ,
, The Geneva Papers on Risk and Insurance -Issues and Practice, vol.40, issue.1, pp.131-158, 2015.
Estimating the size of the iceberg from its tip: An investigation into unreported data breach notifications, Proceedings of 16th ,
, Annual Workshop on the Economics of Information Security, 2017.
Classification and regression trees, Wadsworth Statistics/Probability Series. Wadsworth Advanced Books and Software, 1984. ,
Nonparametric estimation of conditional quantiles using quantile regression trees, Bernoulli, vol.8, issue.5, pp.561-576, 2002. ,
An extreme value approach for modeling operational risk losses depending on covariates, Journal of Risk and Insurance, vol.83, issue.3, pp.735-776, 2015. ,
, Databreaches.net. Databreaches reporting
Models for exceedances over high thresholds, Journal of the Royal Statistical Society: Series B (Methodological), vol.52, issue.3, pp.393-425, 1990. ,
Extreme value theory: an introduction, 2007. ,
Classification and regression trees: A powerful yet simple technique for ecological data analysis, Ecology, vol.81, issue.11, pp.3178-3192, 2000. ,
Data breaches: Goodness of fit, pricing, and risk measurement, Insurance: Mathematics and Economics, vol.75, pp.126-136, 2017. ,
What do we know about cyber risk and cyber risk insurance?, The Journal of Risk Finance, vol.17, issue.5, pp.474-491, 2016. ,
Modelling extremal events: for insurance and finance, vol.33, 2013. ,
Pricing of cyber insurance contracts in a network model, 2018. ,
Hype and heavy tails: A closer look at data breaches, Journal of Cybersecurity, vol.2, issue.1, pp.3-14, 2016. ,
Model Selection for CART Regression Trees, IEEE Transactions on Information Theory, vol.51, issue.2, pp.658-670, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00326549
An adversarial risk analysis framework for cybersecurity, 2019. ,
Analyzing ponemon cost of data breach, Data Driven Security, vol.11, 2014. ,
Important variable assessment and electricity price forecasting based on regression tree models: classification and regression trees, bagging and random forests, IET Generation, Transmission & Distribution, vol.9, issue.8, pp.1120-1128, 2015. ,
Statistics of extremes in hydrology, Advances in water resources, vol.25, issue.8-12, pp.1287-1304, 2002. ,
Classification and regression trees, Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery, vol.1, issue.1, pp.329-348, 2011. ,
Tree-based censored regression with applications in insurance, Electronic Journal of Statistics, vol.10, issue.2, pp.2685-2716, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-01141228
Data breach notification in the united states and territories, 2018. ,
Heavy-tailed distribution of cyber-risks, The European Physical Journal B, vol.75, issue.3, pp.357-364, 2010. ,
Cyber-insurance survey, Computer Science Review, vol.24, pp.35-61, 2017. ,
Statistical inference using extreme order statistics, Annals of Statistics, vol.3, issue.1, pp.119-131, 1975. ,
cost of a data breach study: Global overview, 2018. ,
Heavy-tail phenomena: probabilistic and statistical modeling, 2007. ,
Machine learning predictive models for mineral prospectivity: An evaluation of neural networks, random forest, regression trees and support vector machines, Ore Geology Reviews, vol.71, pp.804-818, 2015. ,
Examining the costs and causes of cyber incidents, Journal of Cybersecurity, vol.2, issue.2, pp.121-135, 2016. ,
California list of breaches ,
Maximum likelihood regression trees, Journal of Computational and Graphical Statistics, vol.13, issue.3, pp.586-598, 2004. ,
User written splitting functions for rpart, vol.02, 2018. ,
Regression shrinkage and selection via the lasso, Journal of the Royal Statistical Society: Series B (Methodological), vol.58, issue.1, pp.267-288, 1996. ,
HSS breach portal ,
HIPAA breach notification index ,
The extreme risk of personal data breaches and the erosion of privacy, The European Physical Journal B, vol.89, issue.1, 2016. ,