Continuous-time Stochastic Modelling of Enterprise Information Insecurity Level

V.C.S. Lee and L. Shao (Australia)


Stochastic jump diffusion, InformationInsecurity level, minimum level reverting


: Determining the appropriate information insecurity level is a very difficult task for enterprise information security officers. This research aims to develop a generalised model to assess information insecurity level in an enterprise by the method of stochastic jump-diffusion process. The present study provides a solution for enterprise to estimate the future expected index of risk of its information system. The estimated information insecurity level can be used as decision threshold for assessing the adequacy of its present investment in information security.

Important Links:

Go Back