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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Palgrave Macmillan UK
2023
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| Materias: | |
| 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 |