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Document type:
Zeitschriftenaufsatz 
Author(s):
Zeller, G.; Scherer, M. 
Non-TUM Co-author(s):
nein 
Cooperation:
Title:
A comprehensive model for cyber risk based on marked point processes and its application to insurance 
Abstract:
After scrutinizing technical, legal, financial, and actuarial aspects of cyber risk, a new approach for modelling cyber risk using marked point processes is proposed. Key covariables, required to model frequency and severity of cyber claims, are identified. The presented framework explicitly takes into account incidents from untargeted and targeted attacks as well as accidents and failures. The resulting model is able to include the dynamic nature of cyber risk, while capturing accumulation ri...    »
 
Intellectual Contribution:
Discipline-based Research 
Journal title:
European Actuarial Journal 
Journal listet in FT50 ranking:
nein 
Year:
2021 
Key publication:
Nein 
Peer reviewed:
Ja 
Commissioned:
not commissioned 
Technology:
Nein 
Interdisciplinarity:
Nein 
Mission statement:
Ethics and Sustainability:
Nein