應(yīng)yl7703永利官網(wǎng)李周平教授和胡瀟瀟副教授邀請，美國伊利諾伊州立大學(xué)徐茂超教授將于2023年5月9日上午進(jìn)行線上學(xué)術(shù)報告，歡迎全校師生參加。

報告題目： Multivariate Cyber Risks: Quantification and Dependence

時 間：5月9日（星期二）上午9:30

地 點：騰訊會議（會議 ID：758-756-162）

報告摘要：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.

歡迎廣大師生參加！

報告人簡介:

徐茂超博士于2010年在美國波特蘭州立大學(xué)獲得統(tǒng)計學(xué)博士學(xué)位，現(xiàn)為伊利諾伊州立大學(xué)數(shù)學(xué)系終身教授，研究生項目Director，網(wǎng)絡(luò)風(fēng)險保險專家。徐教授曾多次擔(dān)任網(wǎng)絡(luò)風(fēng)險保險的學(xué)術(shù)顧問，例如美國網(wǎng)絡(luò)風(fēng)險評估公司Safe Security的顧問，以及新加坡虛擬貨幣保險公司InsurAce的顧問。徐教授的研究領(lǐng)域為網(wǎng)絡(luò)風(fēng)險評估，統(tǒng)計建模以及網(wǎng)絡(luò)風(fēng)險保險。他的研究曾獲伊利諾伊州立大學(xué)杰出研究獎，北美精算師協(xié)會最佳論文獎，以及應(yīng)用統(tǒng)計雜志最佳論文推薦獎等。近年來相關(guān)研究的成果均發(fā)表于Annals of Applied Statistics, Technometrics，IEEE Transactions on Information Forensics and Security，IISE Transactions 等國際頂級期刊。

甘肅應(yīng)用數(shù)學(xué)中心

蘭州大學(xué)大數(shù)據(jù)科學(xué)研究中心

yl7703永利官網(wǎng)

蘭州大學(xué)萃英學(xué)院

2023年5月6日