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Risk-Modelling

License: MIT Linkedin Badge

Repository for projects developed in support of the series of articles on Cyber Risk Quantification on Medium.

Project 1: Simple Risk Modelling

Short description: Create a simple risk model, that randomly generates a probability of an event based on given minimum and maximum probabilities from external data and a lognormal distribution of losses, based on given mean and standard deviation from external data.

Project 2: Bayesian Risk Modelling

Short description: Create a probabilistic risk model using PyMC3, with a Poisson distribution representing the number of events per year, and a lognormal distribution of losses. Priors in the deterministic risk model can be updates based on new observations, and compared to the posterior.

Project 3: FAIR Risk Modelling

Short description: Create a probabilistic risk model using PyMC3, based on FAIR (Factor Analsysis of Information Risk).

License

Distributed under the MIT License. See LICENSE for more information.