کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076158 1477200 2017 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Data breaches: Goodness of fit, pricing, and risk measurement
ترجمه فارسی عنوان
نقض داده ها: خوب بودن، قیمت گذاری و اندازه گیری ریسک
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

Some research on cyber risk has been conducted in the field of information technology, but virtually no research exists in the actuarial domain. As a first step toward a more profound actuarial discussion, we use multidimensional scaling and goodness-of-fit tests to analyze the distribution of data breach information. Our results show that different types of data breaches need to be modeled as distinct risk categories. For severity modeling, the log-skew-normal distribution provides promising results. The findings add to the recent discussion on the use of skewed distributions in actuarial modeling (Vernic, 2006; Bolancé et al., 2008; Eling, 2012). Moreover, they provide useful insights for actuaries working on the implementation of cyber insurance policies. We illustrate the usefulness of our results in two applications on risk measurement and pricing.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 75, July 2017, Pages 126-136
نویسندگان
, ,