English
Related papers

Related papers: Pricing cyber insurance for a large-scale network

200 papers

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 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

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

Uncertainties in renewable energy resources (RES) and load variations can lead to elevated system operational costs. Moreover, the emergence of large-scale distributed threats, such as load-altering attacks (LAAs), can induce substantial…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Shijie Pan , Zaint A. Alexakis , S Subhash Lakshminarayana , Charalambos Konstantinou

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

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

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

In this paper, a novel cyber-insurance model design is proposed based on system risk evaluation with smart technology applications. The cyber insurance policy for power systems is tailored via cyber risk modeling, reliability impact…

Computer Science and Game Theory · Computer Science 2024-03-20 Pikkin Lau , Lingfeng Wang , Wei Wei , Zhaoxi Liu , Chee-Wooi Ten

As cyber attacks have become more frequent, cyber insurance premiums have increased, resulting in the need for better modeling of cyber risk. Toward this direction, Jevti\'{c} and Lanchier (2020) proposed a dynamic structural model of…

Probability · Mathematics 2021-10-19 Stefano Chiaradonna , Nicolas Lanchier

The frequent occurrence of cyber risks and their serious economic consequences have created a growth market for cyber insurance. The calculation of aggregate losses, an essential step in insurance pricing, has attracted considerable…

Risk Management · Quantitative Finance 2024-08-27 Na Ren , Xin Zhang

Cyber insurance is a key component in risk management, intended to transfer risks and support business recovery in the event of a cyber incident. As cyber insurance is still a new concept in practice and research, there are many unanswered…

Cryptography and Security · Computer Science 2021-06-22 Jason R. C. Nurse , Louise Axon , Arnau Erola , Ioannis Agrafiotis , Michael Goldsmith , Sadie Creese

Cyber risks are the most common risks encountered by a modern network system. However, it is significantly difficult to assess the joint cyber risk owing to the network topology, risk propagation, and heterogeneities of components. In this…

Social and Information Networks · Computer Science 2020-06-30 Gaofeng Da , Maochao Xu , Jingshi Zhang , Peng Zhao

In this chapter, we consider the problem of designing protection strategies to contain spreading processes in complex cyber-physical networks. We illustrate our ideas using a family of bio-motivated spreading models originally proposed in…

Social and Information Networks · Computer Science 2016-09-30 Victor M. Preciado , Michael Zargham , Chinwendu Enyioha , Cameron Nowzari , Shuo Han , Masaki Ogura , Ali Jadbabaie , George Pappas

Nowadays, cyber threats are considered among the most dangerous risks by top management of enterprises. One way to deal with these risks is to insure them, but cyber insurance is still quite expensive. The insurance fee can be reduced if…

Cryptography and Security · Computer Science 2025-03-05 Ganbayar Uuganbayar , Artsiom Yautsiukhin , Fabio Martinelli , Fabio Massacci

Our homes are increasingly employing various kinds of Internet of Things (IoT) devices, leading to the notion of smart homes. While this trend brings convenience to our daily life, it also introduces cyber risks. To mitigate such risks, the…

Computational Engineering, Finance, and Science · Computer Science 2024-08-27 Xiaoyu Zhang , Maochao Xu , Shouhuai Xu

Motivated by the developments in cyber risk treatment in the finance industry, we propose a general framework of cyber bond, whose main purpose is to insure (compensate) losses of a cyber attack. Based on a database of publicly available…

Risk Management · Quantitative Finance 2019-11-18 Oleg Kolesnikov , Alexander Markov , Daulet Smagulov , Sergejs Solovjovs

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

Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…

Systems and Control · Electrical Eng. & Systems 2025-01-29 Arda Bayer , David Maluf , Behnaam Aazhang

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

We study the problem of minimizing the (time) average security costs in large networks/systems comprising many interdependent subsystems, where the state evolution is captured by a susceptible-infected-susceptible (SIS) model. The security…

Systems and Control · Electrical Eng. & Systems 2021-05-11 Van Sy Mai , Richard J. La , Abdella Battou
‹ Prev 1 2 3 10 Next ›