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Title:

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

Document type:
Zeitschriftenaufsatz
Author(s):
Zeller, G.; Scherer, M.
Non-TUM Co-author(s):
nein
Cooperation:
-
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
Fulltext / DOI:
doi:10.1007/s13385-021-00290-1
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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