Accumulation scenarios in cyber insurance


Accumulation of claims is a major concern in the field of cyber risk and cyber insurance, and scenario analyses are crucial if one wants to quantify the impact of such episodes on a portfolio, and define response strategies. In this talk, we consider the case of stochastic scenarios, in the context where the portfolio contains different categories of policyholders, which may or may not be affected by the episode depending on how they are linked with each other. The impact of the behavior of the actors in their way to respond to the crisis is shown to be crucial in order to reduce the final cost.

Date et heure: 
Jeudi 23 septembre 2021, 16:00 - 18:30
co-organized by the National Bank of Belgium and the actuarial research groups of KU Leuven, UCLouvain and ULB
Olivier Lopez, Sorbonne University
Prix d'inscription: