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Cybersecurity insurance : modeling and pricing

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<titleInfo>
<title>Cybersecurity insurance</title>
<subTitle>: modeling and pricing</subTitle>
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<genre authority="marcgt">periodical</genre>
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<place>
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<dateIssued encoding="marc">2019</dateIssued>
<issuance>serial</issuance>
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<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
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<extent>31 p. </extent>
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<abstract displayLabel="Summary">Cybersecurity risk has attracted considerable attention in recent decades. However, the modeling of cybersecurity risk is still in its infancy, mainly because of its unique characteristics. In this study, we develop a framework for modeling and pricing cybersecurity risk. The proposed model consists of three components: the epidemic model, loss function, and premium strategy. We study the dynamic upper bounds for the infection probabilities based on both Markov and non-Markov models. A simulation approach is proposed to compute the premium for cybersecurity risk for practical use. The effects of different infection distributions and dependence among infection processes on the losses are also studied.</abstract>
<note type="statement of responsibility">Maochao Xu, Lei Hua</note>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20140022700">
<topic>Ciberseguridad</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20160007633">
<topic>Ciberriesgos</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080604394">
<topic>Valoración de riesgos</topic>
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<topic>Teoría precios</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20100017982">
<topic>Riesgos emergentes</topic>
</subject>
<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080564322">
<topic>Tarificación</topic>
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<title>North American actuarial journal</title>
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<originInfo>
<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
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<identifier type="issn">1092-0277</identifier>
<identifier type="local">MAP20077000239</identifier>
<part>
<text>03/06/2019 Tomo 23 Número 2 - 2019 , p. 220-249</text>
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