论文标题
建模和定价网络保险 - 特殊，系统性和系统性风险
Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks
论文作者
论文摘要
本文提供了有关建模和定价网络保险的全面概述，并包括对基本数学概念的清晰，易于理解的解释。我们区分了三种主要类型的网络风险：特质，系统和系统性的网络风险。尽管对于特质和系统的网络风险，但经典的精算和金融数学似乎非常适合，但是系统性的网络风险需要更复杂的方法来捕获网络和战略性互动。在定价网络保险政策的背景下，系统性和系统性网络风险都会出现相互依存的问题；需要扩展经典的精算估值，以包括更复杂的方法，例如风险中性估值的概念和（设定值）的货币风险度量。
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber risks: idiosyncratic, systematic, and systemic cyber risks. While for idiosyncratic and systematic cyber risks, classical actuarial and financial mathematics appear to be well-suited, systemic cyber risks require more sophisticated approaches that capture both network and strategic interactions. In the context of pricing cyber insurance policies, issues of interdependence arise for both systematic and systemic cyber risks; classical actuarial valuation needs to be extended to include more complex methods, such as concepts of risk-neutral valuation and (set-valued) monetary risk measures.
