PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL
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DOI: 10.1017/asb.2018.23
Abstract: Abstract We develop a novel approach for pricing cyber insurance contracts. The considered cyber threats, such as viruses and worms, diffuse in a structured data network. The spread of the cyber infection is modeled by… read more here.
Keywords: insurance contracts; network; cyber insurance; insurance ... See more keywords
Using copulas for rating weather index insurance contracts
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2017.1420146
Abstract: ABSTRACT This study develops a methodology for a copula-based weather index insurance design. Because the copula approach is better suited for modeling tail dependence than the standard linear correlation approach, its use may increase the… read more here.
Keywords: insurance contracts; index insurance; weather index; weather ... See more keywords