Aggregate Cyber Loss Modeling with Tvarconstrained Premium Optimization: A Monte Carlo Framework with Spliced Severity and Systemic Dependence
Fields of Study & Subjects
Risk and Portfolio Optimization
Credit Risk and Financial Regulations
Financial Distress and Bankruptcy Prediction
Publication details
- Journal / source
- 2026 IEEE International Conference on Cybernetics and Innovations (ICCI)
- Publisher
- IEEE
- Pages
- 1–6
- Publication date
- 1 April 2026