1 citations · 2 across the 3 of their papers we have counts for
4 papers · 1 filter
The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors
Pavel V. Shevchenko, Jiwook Jang, Matteo Malavasi +3
In this study we examine the nature of losses from cyber related events across different risk categories and business sectors. Using a leading industry dataset of cyber events, we…
Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity
Gareth W. Peters, Matteo Malavasi, Georgy Sofronov +3
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 misprici…
Cyber Risk Frequency, Severity and Insurance Viability
Matteo Malavasi, Gareth W. Peters, Pavel V. Shevchenko +3
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 cyb…
A Bivariate Compound Dynamic Contagion Process for Cyber Insurance
Jiwook Jang, Rosy Oh
As corporates and governments become more digital, they become vulnerable to various forms of cyber attack. Cyber insurance products have been used as risk management tools, yet th…