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A Comprehensive Model for Cyber Risk based on Marked Point Processes and its Application to Insurance
uploaded March 27, 2024
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CPD
Speakers:
Description:
In this talk, we will present a holistic model for cyber risk using marked point processes, with a particular emphasis on capturing dependence between cyber incidents and resulting accumulation risk in a realistic way. The model is able to capture the dynamic and heterogeneous nature of cyber risk and is purposely constructed in a modular way to keep it adaptable for actuarial applications. We will finish the talk by highlighting related challenges in the cyber risk context, namely adequate data collection for model development and the inclusion of risk mitigation services into cyber insurance.
Categories:
AFIR / ERM / RISK, ACTUARIAL DATA SCIENCE
Content groups:
content2024
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