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

DOI10.1007/s13385-021-00290-1zbMath1492.91086OpenAlexW3049029288MaRDI QIDQ2157210

Gabriela Zeller, Matthias Scherer

Publication date: 27 July 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00290-1

zbMATH Keywords

marked point processescyber riskcyber insuranceemerging risksaccumulation risk

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Risk models (general) (91B05) Actuarial mathematics (91G05)

Related Items (4)

Exact Insurance Premiums for Cyber Risk of Small and Medium-Sized Enterprises ⋮ Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data ⋮ Convergence rate for geometric statistics of point processes having fast decay of dependence ⋮ Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks

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• Cyber Epidemic Models with Dependences
• Modeling multivariate cybersecurity risks
• Modeling and predicting extreme cyber attack rates via marked point processes
• Cybersecurity Insurance: Modeling and Pricing
• Introduction to Probability
• On Cumulative Sums of Random Variables

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