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Related papers: Cyber bonds and their pricing models

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Cyber insurance is a complementary mechanism to further reduce the financial impact on the systems after their effort in defending against cyber attacks and implementing resilience mechanism to maintain the system-level operator even though…

Cryptography and Security · Computer Science 2023-12-06 Shutian Liu , Quanyan Zhu

Pricing insurance for risks associated with information technology systems presents a complex modelling challenge, combining the disciplines of operations management, security, and economics. This work proposes a socioeconomic modelling…

General Economics · Economics 2023-10-05 Henry Skeoch , David Pym

The cyber risk insurance market is at a nascent stage of its development, even as the magnitude of cyber losses is significant and the rate of cyber loss events is increasing. Existing cyber risk insurance products as well as academic…

Optimization and Control · Mathematics 2023-10-09 Qikun Xiang , Ariel Neufeld , Gareth W. Peters , Ido Nevat , Anwitaman Datta

The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber risks:…

Risk Management · Quantitative Finance 2022-12-06 Kerstin Awiszus , Thomas Knispel , Irina Penner , Gregor Svindland , Alexander Voß , Stefan Weber

This chapter will first present a principal-agent game-theoretic model to capture the interactions between one insurer and one user. The insurer is deemed as the principal who does not have incomplete information about user's security…

Computers and Society · Computer Science 2020-01-01 Quanyan Zhu

When undertaking cyber security risk assessments, we must assign numeric values to metrics to compute the final expected loss that represents the risk that an organization is exposed to due to cyber threats. Even if risk assessment is…

Computer Science and Game Theory · Computer Science 2017-12-19 Andrew Fielder , Sandra Konig , Emmanouil Panaousis , Stefan Schauer , Stefan Rass

Internet users such as individuals and organizations are subject to different types of epidemic risks such as worms, viruses, spams, and botnets. To reduce the probability of risk, an Internet user generally invests in traditional security…

Cryptography and Security · Computer Science 2011-03-09 Ranjan Pal , Leana Golubchik

In this study an exploration of insurance risk transfer is undertaken for the cyber insurance industry in the United States of America, based on the leading industry dataset of cyber events provided by Advisen. We seek to address two core…

Risk Management · Quantitative Finance 2022-03-16 Matteo Malavasi , Gareth W. Peters , Pavel V. Shevchenko , Stefan Trück , Jiwook Jang , Georgy Sofronov

This paper introduces a two-pillar cyber risk management framework to address the pervasive challenges in managing cyber risk. The first pillar, cyber risk assessment, combines insurance frequency-severity models with cybersecurity cascade…

Risk Management · Quantitative Finance 2025-01-13 Wing Fung Chong , Runhuan Feng , Hins Hu , Linfeng Zhang

Facing the lack of cyber insurance loss data, we propose an innovative approach for pricing cyber insurance for a large-scale network based on synthetic data. The synthetic data is generated by the proposed risk spreading and recovering…

Social and Information Networks · Computer Science 2020-07-02 Lei Hua , Maochao Xu

Cyber insurance, which protects insured organizations against financial losses from cyberattacks and data breaches, can be difficult and expensive to obtain for many organizations. These difficulties stem from insurers difficulty in…

Cryptography and Security · Computer Science 2026-02-04 Danielle Jean Hanson , Jeremy Straub

In the current market practice, many cyber insurance products offer a coverage bundle for losses arising from various types of incidents, such as data breaches and ransomware attacks, and the coverage for each incident type comes with a…

Risk Management · Quantitative Finance 2023-08-03 Wing Fung Chong , Daniel Linders , Zhiyu Quan , Linfeng Zhang

Cyberinsurance is a powerful tool to align market incentives toward improving Internet security. We trace the evolution of cyberinsurance from traditional insurance policies to early cyber-risk insurance policies to current comprehensive…

Cryptography and Security · Computer Science 2007-05-23 Ruperto P. Majuca , William Yurcik , Jay P. Kesan

Cyber insurance is a risk-sharing mechanism that can improve cyber-physical systems (CPS) security and resilience. The risk preference of the insured plays an important role in cyber insurance markets. With the advances in information…

Computer Science and Game Theory · Computer Science 2022-03-24 Shutian Liu , Quanyan Zhu

Modeling and simulation are widely used in cybersecurity research to assess cyber threats, evaluate defense mechanisms, and analyze vulnerabilities. However, the diversity of application areas, the variety of cyberattacks scenarios, and the…

Cryptography and Security · Computer Science 2025-08-11 Luca Serena , Gabriele D'Angelo , Stefano Ferretti , Moreno Marzolla

Quantifying cyber risks is essential for organizations to grasp their vulnerability to threats and make informed decisions. However, current approaches still need to work on blending economic viewpoints to provide insightful analysis. To…

Cryptography and Security · Computer Science 2024-05-07 Muriel Figueredo Franco , Aiatur Rahaman Mullick , Santosh Jha

We focus on model risk and risk sensitivity when addressing the insurability of cyber risk. The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving consideration…

Risk Management · Quantitative Finance 2023-03-30 Gareth W. Peters , Matteo Malavasi , Georgy Sofronov , Pavel V. Shevchenko , Stefan Trück , Jiwook Jang

Cyber security threats to the payment and banking system have become a worldwide menace. The phenomenon has forced financial institutions to take risks as part of their business model. Hence, deliberate investment in sophisticated…

Cryptography and Security · Computer Science 2022-12-26 Williams Haruna , Toyin Ajiboro Aremu , Yetunde Ajao Modupe

Cyber deception has recently received increasing attentions as a promising mechanism for proactive cyber defense. Cyber deception strategies aim at injecting intentionally falsified information to sabotage the early stage of attack…

Cryptography and Security · Computer Science 2020-07-30 Zhuo Lu , Cliff Wang , Shangqing Zhao

It is very challenging to predict the cost of a cyber incident owing to the complex nature of cyber risk. However, it is inevitable for insurance companies who offer cyber insurance policies. The time to identifying an incident and the time…

Applications · Statistics 2022-09-27 Maochao Xu , Quynh Nhu Nguyen
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