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Veranstaltungsserie Veranstaltungsserie: EAA Web Session: Actuarial Modeling for Cyber Risk

EAA Web Session: Actuarial Modeling for Cyber Risk

31. Januar 2022, 09:00 - 12:30

After an introduction to the specificities on cyber-risk, this session gives first steps towards a better understanding of cyber risk, by providing mathematical models and actuarial analysis. For a better quantification of cyber risk, we propose innovative models, both for the severity component (size of the claims) and the frequency component (accumulation risk and clustering features) of the risk.

After completing this course, you will be able to

  • Identify the specificities of cyber risk
  • Identify the factors that may jeopardize the  mutualisation of cyber risk
  • Identify extreme events and convey a risk segmentation • Construct accumulation scenarii on a cyber portfolio
  • Quantify the impact of protection measures on the risk of saturation in the insurer response capacity
  • Model clustering features and auto-existing arrivals of cyber-events using Hawkes process

Registration deadline: 28 January 2022

After an introduction to the specificities on cyber-risk, this session gives first steps towards a better understanding of cyber risk, by providing mathematical models and actuarial analysis. For a better quantification of cyber risk, we propose innovative models, both for the severity component (size of the claims) and the frequency component (accumulation risk and clustering features) of the risk.

After completing this course, you will be able to

  • Identify the specificities of cyber risk
  • Identify the factors that may jeopardize the  mutualisation of cyber risk
  • Identify extreme events and convey a risk segmentation • Construct accumulation scenarii on a cyber portfolio
  • Quantify the impact of protection measures on the risk of saturation in the insurer response capacity
  • Model clustering features and auto-existing arrivals of cyber-events using Hawkes process

Registration deadline: 28 January 2022

Anmeldungen sind für diese Veranstaltung geschlossen.

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