Original title: Modelování kybernetického rizika pomocí kopula funkcí
Translated title: Cyber risk modelling using copulas
Authors: Spišiak, Michal ; Teplý, Petr (advisor) ; Baruník, Jozef (referee)
Document type: Master’s theses
Year: 2020
Language: eng
Abstract: [eng] [cze]

Keywords: conditional value at risk; copula; cyber risk; data breach; extreme value theory; operational risk; value at risk; hodnota v riziku; kopule; kybernetické riziko; operační riziko; podmíněná hodnota v riziku; teorie extrémních hodnot; únik dat

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/121197

Permalink: http://www.nusl.cz/ntk/nusl-435135


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2021-02-24, last modified 2022-03-04


No fulltext
  • Export as DC, NUŠL, RIS
  • Share