Exact Insurance Premiums for Cyber Risk of Small and Medium-Sized Enterprises

DOI10.1051/mmnp/2022041zbMath1511.60143arXiv2110.08910OpenAlexW3206562504MaRDI QIDQ6043850

Unnamed Author, Nicolas. Lanchier

Publication date: 25 May 2023

Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.08910

zbMATH Keywords

bond percolationGalton-Watson treeinsurance premiumcyber riskaggregate loss

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Actuarial mathematics (91G05)

Cites Work

• Copula approaches for modeling cross-sectional dependence of data breach losses
• Cyber claim analysis using generalized Pareto regression trees with applications to insurance
• Structural models for fog computing based Internet of things architectures with insurance and risk management applications
• Unraveling heterogeneity in cyber risks using quantile regressions
• A comprehensive model for cyber risk based on marked point processes and its application to insurance
• Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology
• Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk
• Cybersecurity Insurance: Modeling and Pricing

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