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Academic Journal

Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models

Subjects: Cyber insurance; emerging risks; counting processes

  • Source: Scandinavian Actuarial Journal ; https://hal.science/hal-02564462 ; Scandinavian Actuarial Journal, 2021, 2021 (8), pp.671-694. ⟨10.1080/03461238.2021.1872694⟩

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Academic Journal

Optimal portfolio liquidation with execution cost and risk

Subjects: viscosity solutions; Optimal portfolio liquidation; execution trade

  • Source: EISSN: 1945-497X ; SIAM Journal on Financial Mathematics ; https://hal.science/hal-00394997 ; SIAM Journal on Financial Mathematics, 2010, 1, pp.897-931. ⟨10.1137/09076372X⟩

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