Cyber loss model risk translates to premium mispricing and risk sensitivity
Gareth W. Peters, Matteo Malavasi, Georgy Sofronov, Pavel V. Shevchenko, Stefan Trück, Jiwook Jang
| Year of publication: |
2023
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|---|---|
| Authors: | Peters, Gareth ; Malavasi, Matteo ; Sofronov, Georgy ; Shevchenko, Pavel V. ; Trück, Stefan ; Jang, Jiwook |
| Published in: |
The Geneva papers on risk and insurance - issues and practice. - Basingstoke : Palgrave Macmillan, ISSN 1468-0440, ZDB-ID 2063785-8. - Vol. 48.2023, 2, p. 372-433
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| Subject: | Cyber insurance | Cyber risk | Model risk | Risk sensitivity | Robust dependence estimation | Robust estimation | Risikomodell | Risk model | IT-Kriminalität | IT crime | Risikomanagement | Risk management | Robustes Verfahren | Robust statistics | Risiko | Risk | Datensicherheit | Data security | Schätztheorie | Estimation theory | Risikoaversion | Risk aversion |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41288-023-00285-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014326499