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Pricing of cyber insurance contracts in a network model

Recurso electrónico / Electronic resource
Seção: Artigos
Título: Pricing of cyber insurance contracts in a network model / Matthias A. Fhrendwaldt, Stefan Weber, Kerstin WeskeAutor: Fahrenwaldt, Matthias A.
Notas: Sumario: The considered cyber threats, such as viruses and worms, diffuse in a structured data network. The spread of the cyber infection is modeled by an interacting Markov chain. Conditional on the underlying infection, the occurrence and size of claims are described by a marked point process.Registros relacionados: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1175-1218Materia / lugar / evento: Tarificación Ciberriesgos Seguro de ciberriesgos Ciberseguridad Riesgos extraordinarios Mercado de seguros Matemática del seguro Cálculo actuarial Otros autores: Weber, Stefan
Weske, Kerstin
Outras classificações: 6
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