Centro de Documentación de Fundación MAPFRE - Pricing of cyber insurance contracts in a network model

MAP20180031991

Pricing of cyber insurance contracts in a network model / Matthias A. Fhrendwaldt, Stefan Weber, Kerstin Weske

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

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. 1175-1218

1. Tarificación . 2. Ciberriesgos . 3. Seguro de ciberriesgos . 4. Ciberseguridad . 5. Riesgos extraordinarios . 6. Mercado de seguros . 7. Matemática del seguro . 8. Cálculo actuarial . I. Weber, Stefan . II. Weske, Kerstin . III. Título.