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Navigable Slide Index

1. Introduction
2. Agenda
3. Risk
4. Risk analysis
5. Risk assessment
6. Risk management
7. Estimating likelihood and consequence
8. Example: economic loss due to cyber attacks
9. Bayesian models
10. Calculating posterior of the model
11. N observations
12. Back to the example problem (1)
13. A second look at the problem
14. Hierarchical Bayesian model
15. Solve hierarchical Bayesian models (1)
16. Solve hierarchical Bayesian models (2)
17. MCMC simulation using Winbugs
18. Back to the example problem (2)
19. Cyber attack HBM in Winbugs
20. Results of HBM
21. Comparing with separate Bayesian model
22. Further considerations
23. Summary
24. Thank you

Topics Covered

• Risk analysis
• Risk assessment
• Risk management
• Likelihood
• Consequence
• Sparse data
• Systems engineering
• Bayesian statistics
• Hierarchical Bayesian model
• Cyber attack
• Extreme event
• Rare event
• Process control system
• Markov Chain Monte Carlo (MCMC) simulation
• Winbugs

Links

Series:

• Business Continuity and Risk Management

Categories:

• Finance, Accounting & Economics

Talk Citation

Publication History

• Published on January 1, 2012