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Titel:

A comprehensive model for cyber risk based on marked point processes and its application to insurance

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Zeller, G.; Scherer, M.
Nicht-TUM Koautoren:
nein
Kooperation:
-
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
Zeitschriftentitel:
European Actuarial Journal
Journal gelistet in FT50 Ranking:
nein
Jahr:
2021
Volltext / DOI:
doi:10.1007/s13385-021-00290-1
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
commissioned:
not commissioned
Technology:
Nein
Interdisziplinarität:
Nein
Leitbild:
;
Ethics und Sustainability:
Nein
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