We consider a class of Markovian risk models in which the insurer collects premiums at rate c1 (c2) whenever the surplus level is below (above) a constant barrier level b. We derive the Laplace­Stieltjes transform (LST) of the distribution of the time to ruin as well as the LST (with respect to time) of the joint distribution of the time to ruin, the surplus prior to ruin, and the deficit at ru...

The nation's critical infrastructures, such as those found in Supervisory Control and Data Acquisition (SCADA) and industrial control systems (ICS), are increasingly at risk and vulnerable to internal and external threats. Security best practices on these systems come at a very opportune time. Further, the value of risk assessment of these systems is something that cannot just be relegated as i...

One significant challenge in creating accurate models of human decision behavior is accounting for the effect of context. Research shows that seemingly minor changes in the presentation of a decision can lead to drastic shifts in behavior; phenomena collectively referred to as framing effects. Previous work has developed Context Dependent Utility (CDU), a framework integrating Appraisal Theory ...

Statistical database protection is a part of information security which tries to prevent published statistical information (tables, individual records) from disclosing the contribution of specific respondents. This paper shows how to use information-theoretic concepts to measure disclosure risk for tabular data. The proposed disclosure risk measure is compatible with a broad class of disclosure...

As the computing landscape evolves towards distributed architectures such as Internet of Things (IoT), enterprises are moving away from traditional perimeter based security models toward so called “zero trust networking” (ZTN) models that treat both the intranet and Internet as equally untrustworthy. Such security models incorporate risk arising from dynamic and situational factors, such as dev...

The regulation of business and corporate risk management are inextricably related. Regulation is one way in which risks are managed in modern societies and corporate risk management is a form of self-regulation, although senior management would not articulate it in such terms. In practice, the distinction between regulation and risk management is becoming blurred as risk management blueprints i...

introduction: gail model is one of the most important models for the evaluation of breast cancer risk between us white females. according to genetic diversity, there is a possibility of affecting the efficiency of the gail model in risk assessment of breast cancer among iranian populations. in this study, the gail model efficiency in specifying the risk of breast cancer in iranian population wa...