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Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
Scandinavian Actuarial Journal ( IF 1.8 ) Pub Date : 2021-01-31 , DOI: 10.1080/03461238.2021.1872694
Caroline Hillairet 1 , Olivier Lopez 2
Affiliation  

ABSTRACT

In this paper, we propose a general framework to design accumulation scenarios that can be used to anticipate the impact of a massive cyber attack on an insurance portfolio. The aim is also to emphasize the role of countermeasures in stopping the spread of the attack over the portfolio and to quantify the benefits of implementing such strategies of response. Our approach consists of separating the global dynamic of the cyber event (that can be described through compartmental epidemiological models), the effect on the portfolio, and the response strategy. This general framework allows us to obtain Gaussian approximations for the corresponding processes, and sharp confidence bounds for the losses. A detailed simulation study, which mimics the effects of a Wannacry scenario, illustrates the practical implementation of the method.



中文翻译:

保险组合中网络事件的传播:计数过程与分区流行病学模型相结合

摘要

在本文中,我们提出了一个通用框架来设计累积场景,该框架可用于预测大规模网络攻击对保险组合的影响。目的还在于强调对策在阻止攻击在投资组合上蔓延的作用,并量化实施此类响应策略的好处。我们的方法包括分离网络事件的全球动态(可以通过分区流行病学模型描述)、对投资组合的影响和响应策略。这个通用框架使我们能够获得相应过程的高斯近似值,以及损失的清晰置信界限。模拟 Wannacry 场景效果的详细模拟研究说明了该方法的实际实施。

更新日期:2021-01-31
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