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In this POST it's going to be explained an example using java.io.Serializable.

Serializable

The Java Serializable interface (java.io.Serializable is a marker interface your classes must implement if they are to be serialized and deserialized. Java object serialization (writing) is done with the ObjectOutputStream and deserialization (reading) is done with the ObjectInputStream.

Lets see an example with a class Person which is serializable. This class overwrites the readObject function, so when any object of this class is deserialized this function is going to b executed.
In the example, the readObject function of the class Person calls the function eat() of his pet and the function eat() of a Dog (for some reason) calls a calc.exe. We are going to see how to serialize and deserialize a Person object to execute this calculator:

import java.io.Serializable;
import java.io.*;

public class TestDeserialization {
    interface Animal {
        public void eat();
    }
    //Class must implements Serializable to be serializable
    public static class Cat implements Animal,Serializable {
        @Override
        public void eat() {
            System.out.println("cat eat fish");
        }
    }
    //Class must implements Serializable to be serializable
    public static class Dog implements Animal,Serializable {
        @Override
        public void eat() {
            try {
                Runtime.getRuntime().exec("calc");
            } catch (IOException e) {
                e.printStackTrace();
            }
            System.out.println("dog eat bone");
        }
    }
    //Class must implements Serializable to be serializable
    public static class Person implements Serializable {
        private Animal pet;
        public Person(Animal pet){
            this.pet = pet;
        }
        //readObject implementation, will call the readObject from ObjectInputStream  and then call pet.eat()
        private void readObject(java.io.ObjectInputStream stream)
                throws IOException, ClassNotFoundException {
            pet = (Animal) stream.readObject();
            pet.eat();
        }
    }
    public static void GeneratePayload(Object instance, String file)
            throws Exception {
        //Serialize the constructed payload and write it to the file
        File f = new File(file);
        ObjectOutputStream out = new ObjectOutputStream(new FileOutputStream(f));
        out.writeObject(instance);
        out.flush();
        out.close();
    }
    public static void payloadTest(String file) throws Exception {
        //Read the written payload and deserialize it
        ObjectInputStream in = new ObjectInputStream(new FileInputStream(file));
        Object obj = in.readObject();
        System.out.println(obj);
        in.close();
    }
    public static void main(String[] args) throws Exception {
        // Example to call Person with a Dog
        Animal animal = new Dog();
        Person person = new Person(animal);
        GeneratePayload(person,"test.ser");
        payloadTest("test.ser");
        // Example to call Person with a Cat
        //Animal animal = new Cat();
        //Person person = new Person(animal);
        //GeneratePayload(person,"test.ser");
        //payloadTest("test.ser");
    }
}

This example was taken from https://medium.com/@knownsec404team/java-deserialization-tool-gadgetinspector-first-glimpse-74e99e493649

Conclusion

As you can see in this very basic example, the "vulnerability" here appears because the readObject function is calling other vulnerable functions.