Pesquisa de referências

Cybersecurity insurance : modeling and pricing

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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008  190708e20190603usa|||p |0|||b|eng d
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100  ‎$0‎MAPA20120013339‎$a‎Xu, Maochao
24500‎$a‎Cybersecurity insurance‎$b‎: modeling and pricing‎$c‎Maochao Xu, Lei Hua
300  ‎$a‎31 p.
520  ‎$a‎Cybersecurity 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.
650 4‎$0‎MAPA20140022700‎$a‎Ciberseguridad
650 4‎$0‎MAPA20160007633‎$a‎Ciberriesgos
650 4‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
650 4‎$0‎MAPA20120003040‎$a‎Teoría precios
650 4‎$0‎MAPA20100017982‎$a‎Riesgos emergentes
650 4‎$0‎MAPA20080564322‎$a‎Tarificación
700  ‎$0‎MAPA20080649616‎$a‎Hua, Lei
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎03/06/2019 Tomo 23 Número 2 - 2019 , p. 220-249