Grants

The generous research support from the funding agencies is greatly appreciated.

12. Bayesian Nowcasting Data Breach IBNR Incidents, Society of Actuaries and Casualty Actuarial Society, 2023-2024 (PI).

11. A Framework for Digital Asset Risks with Insurance Applications, Society of Actuaries, 2023-2024 (PI: Dr. Jianxi Su, Co-PI: Mr. Jimmy Yuen).

10. Cyber Risks in the Smart Home Ecosystem: Identification, Modeling, and Pricing, Society of Actuaries, 2022-2023 (PI, Co-PI: Dr. Shouhuai Xu).

9. Pricing Cyber Risks Over Modern Networks via Bayesian Attack Graphs, Casualty Actuarial Society, 2022-2023 (PI).

8. Statistical Modeling of Data Breach Risks: Time to Identification and Notification, Casualty Actuarial Society, 2021-2022 (PI).

7. Actuarial Professional in the New Era of IoT: Cybersecurity Risks in Fog Computing, Society of Actuaries, 2020-2021 (PI, Co-PI: Dr. Jianxi Su).

6. Cybersecurity Catastrophe Bonds: Modeling and Pricing, CKER, 2019-2020 (PI).

5. Malicious Data Breach: Modeling and Ratemaking, Society of Actuaries, 2018-2019 (PI).

4. Pricing Cyber Insurance for a Large-scale Network, CKER and CAS, 2017-2018 (Co-PI, PI: Dr. Lei Hua).

3. Cybersecurity Insurance: Modeling and Pricing, Society of Actuaries, 2016-2017 (PI, Co-PI: Dr. Lei Hua).

2. TMV-based Capital Allocations for Multivariate Risks, Casualty Actuarial Society, 2014-2015 (PI).

1. A Statistical Framework for Analyzing Cyber Threats, Army Research Office Subcontract NO. W911NF-13-1-0141, 2013-2016. (PI).