The extreme risk of personal data breaches and the erosion of privacy

[1]  Furno Marilena,et al.  Quantile Regression , 2018, Wiley Series in Probability and Statistics.

[2]  M. Wüthrich.  Non-Life Insurance: Mathematics & Statistics , 2017 .

[3]  Didier Sornette,et al.  Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents , 2015, Risk analysis : an official publication of the Society for Risk Analysis.

[4]  D. Sornette,et al.  Man-made Catastrophes and Risk Information Concealment , 2016 .

[5]  Leon Bieber.  The Mechanics Of Earthquakes And Faulting , 2016 .

[6]  Martin C. Libicki,et al.  Hackers' Bazaar: The Markets for Cybercrime Tools and Stolen Data , 2015 .

[7]  Y. de Montjoye,et al.  Unique in the shopping mall: On the reidentifiability of credit card metadata , 2015, Science.

[8]  M. Yamazato.  Non-life Insurance Mathematics , 2014 .

[9]  Ray Perkins.  Accidental Nuclear War and Russell's "Early Warning" [review of Eric Schlosser, Command and Control: Nuclear Weapons, the Damascus Accident and the Illusion of Safety ] , 2014 .

[10]  Griselda Sinanaj.  News Media Sentiment of Data Breaches , 2014 .

[11]  Lynn Langton,et al.  Victims of Identity Theft, 2012 , 2013 .

[12]  L. Demause,et al.  Confront and Conceal: Obama's Secret Wars and Surprising Use of American Power , 2013 .

[13]  P. Simon.  Too Big to Ignore: The Business Case for Big Data , 2013 .

[14]  Eric Schlosser,et al.  Command and Control: Nuclear Weapons, the Damascus Accident, and the Illusion of Safety , 2013 .

[15]  D. Sornette,et al.  Exploring the limits of safety analysis in complex technological systems , 2012, 1207.5674.

[16]  D. Sornette,et al.  Dragon-kings: Mechanisms, statistical methods and empirical evidence , 2012, 1205.1002.

[17]  Didier Sornette,et al.  Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics , 2011, The Journal of Portfolio Management.

[18]  Yannick Malevergne,et al.  Testing the Pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities. , 2011, Physical review. E, Statistical, nonlinear, and soft matter physics.

[19]  M. V. Rodkin,et al.  Heavy-Tailed Distributions in Disaster Analysis , 2010 .

[20]  Esbjörn Ohlsson,et al.  Non-Life Insurance Pricing with Generalized Linear Models , 2010 .

[21]  D. Sornette,et al.  The Lehman Brothers effect and bankruptcy cascades , 2010, 1002.1070.

[22]  Didier Sornette,et al.  Theory of Zipf's Law and Beyond , 2009 .

[23]  Marcin T. Kacperczyk,et al.  When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009 , 2009 .

[24]  Alessandro Acquisti,et al.  Predicting Social Security numbers from public data , 2009, Proceedings of the National Academy of Sciences.

[25]  Kevin M. Gatzlaff,et al.  The Effect of Data Breaches on Shareholder Wealth , 2008 .

[26]  D. Sornette,et al.  Heavy-tailed distribution of cyber-risks , 2008, 0803.2256.

[27]  H. Stanley,et al.  On the Size Distribution of Business Firms , 2008 .

[28]  G. A. Queiroz,et al.  Gradually truncated log-normal in USA publicly traded firm size distribution , 2007 .

[29]  Stefan Savage,et al.  An inquiry into the nature and causes of the wealth of internet miscreants , 2007, CCS '07.

[30]  Walter E. Beyeler,et al.  The topology of interbank payment flows , 2007 .

[31]  Greg Taylor,et al.  Non‐Life Insurance , 2006 .

[32]  Alessandro Acquisti,et al.  Is There a Cost to Privacy Breaches? An Event Study , 2006, WEIS.

[33]  R. Gorvett.  Why Stock Markets Crash: Critical Events in Complex Financial Systems , 2005 .

[34]  R. Koenker.  Quantile Regression: Name Index , 2005 .

[35]  Ashish Garg,et al.  Quantifying the financial impact of IT security breaches , 2003, Inf. Manag. Comput. Secur..

[36]  Lei Zhou,et al.  The Economic Cost of Publicly Announced Information Security Breaches: Empirical Evidence from the Stock Market , 2003, J. Comput. Secur..

[37]  Eric P. Smith,et al.  An Introduction to Statistical Modeling of Extreme Values , 2002, Technometrics.

[38]  J. Corcoran.  Modelling Extremal Events for Insurance and Finance , 2002 .

[39]  Luís M. B. Cabral,et al.  On the Evolution of the Firm Size Distribution: Facts and Theory , 2001 .

[40]  D. Sornette.  Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools , 2000 .

[41]  S. Resnick,et al.  Extreme Value Theory as a Risk Management Tool , 1999 .

[42]  Didier Sornette,et al.  A hierarchical model of financial crashes , 1998 .

[43]  D. Sornette.  Linear stochastic dynamics with nonlinear fractal properties , 1997, cond-mat/9709101.

[44]  D. Sornette.  Multiplicative processes and power laws , 1997, cond-mat/9708231.

[45]  L. Amaral,et al.  Power law scaling for a system of interacting units with complex internal structure , 1997, cond-mat/9707342.

[46]  C. Klüppelberg,et al.  Modelling Extremal Events , 1997 .

[47]  D. Sornette,et al.  Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws , 1996, cond-mat/9609074.

[48]  J. E. Groves,et al.  Made in America: Science, Technology and American Modernist Poets , 1989 .

[49]  W. Lewis,et al.  Manias, Panics and Crashes: A History of Financial Crises , 1979 .

[50]  M. Stephens.  EDF Statistics for Goodness of Fit and Some Comparisons , 1974 .

[51]  R. Tybout.  Pricing Pollution and Other Negative Externalities , 1972 .

[52]  Herbert A. Simon,et al.  The Size Distribution of Business Firms , 1958 .