Cyber insurance-linked securities

DOI10.1017/ASB.2023.22zbMATH Open1545.91256MaRDI QIDQ6569745FDOQ6569745

Authors Alexander Braun, Martin Eling, Christoph Jaenicke

Publication date 9 July 2024

Published in ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

securitizationcyber riskcost of equityinsurance-linked securities

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Recommendations

• Cyber risk frequency, severity and insurance viability
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Cites work

• Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
• Cyber claim analysis using generalized Pareto regression trees with applications to insurance
• Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk
• Heavy-tailed distribution of cyber-risks
• Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions
• Large-loss behavior of conditional mean risk sharing
• On consumer preferences and the willingness to pay for term life insurance
• Pricing of cyber insurance contracts in a network model

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