Cyber loss model risk translates to premium mispricing and risk sensitivity

In this paper 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 of model risk. Model risk can arise from model...

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Detalles Bibliográficos
Autores principales: Peters, Gareth W., Malavasi, Matteo, Sofronov, Georgy, Shevchenko, Pavel V., Trück, Stefan, Jang, Jiwook
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Palgrave Macmillan UK 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10024527/
https://www.ncbi.nlm.nih.gov/pubmed/37207021
http://dx.doi.org/10.1057/s41288-023-00285-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10024527/
https://www.ncbi.nlm.nih.gov/pubmed/37207021
http://dx.doi.org/10.1057/s41288-023-00285-x

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