Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
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Publication:5014492
DOI10.1080/03461238.2021.1872694zbMath1479.91327OpenAlexW3023136537MaRDI QIDQ5014492
Olivier Lopez, Caroline Hillairet
Publication date: 8 December 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1872694
Related Items (5)
Cyber risk frequency, severity and insurance viability ⋮ Pandemic risk management: resources contingency planning and allocation ⋮ Interest Rates Term Structure Models Driven by Hawkes Processes ⋮ Cyber-contagion model with network structure applied to insurance ⋮ Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks
Uses Software
Cites Work
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