论文标题
关于风险感知在网络保险合同中的作用
On the Role of Risk Perceptions in Cyber Insurance Contracts
论文作者
论文摘要
风险感知在网络保险合同中至关重要。随着信息最近的激增，人类风险感知受到了有益知识和假新闻的影响。在本文中，我们研究了保险公司和用户在网络保险合同中的风险看法的作用。我们将网络保险问题提出为主要代理问题，其中保险公司设计包含保费付款和承保范围计划的合同。保险公司和用户的风险感知是由连贯的风险措施捕获的。我们的框架扩展了包含风险中立的保险公司和可能避开风险的用户的网络保险问题，这在文献中经常被考虑。保险公司和用户的风险感知的明确特征使我们能够证明网络保险有可能激励用户对系统保护进行更多的投资。这种提高网络安全性的可能性取决于以下事实：保险公司比用户（最小化设置）更具风险的风险，并且保险公司的风险感知对用户行动的变化比用户本人更敏感。我们在针对勒索软件的计算机系统保险的案例研究中调查了可行合同的特性。
Risk perceptions are essential in cyber insurance contracts. With the recent surge of information, human risk perceptions are exposed to the influences from both beneficial knowledge and fake news. In this paper, we study the role of the risk perceptions of the insurer and the user in cyber insurance contracts. We formulate the cyber insurance problem into a principal-agent problem where the insurer designs the contract containing a premium payment and a coverage plan. The risk perceptions of the insurer and the user are captured by coherent risk measures. Our framework extends the cyber insurance problem containing a risk-neutral insurer and a possibly risk-averse user, which is often considered in the literature. The explicit characterizations of both the insurer's and the user's risk perceptions allow us to show that cyber insurance has the potential to incentivize the user to invest more on system protection. This possibility to increase cyber security relies on the facts that the insurer is more risk-averse than the user (in a minimization setting) and that the insurer's risk perception is more sensitive to the changes in the user's actions than the user himself. We investigate the properties of feasible contracts in a case study on the insurance of a computer system against ransomware.
