Cyber risk : actuarial modeling

The research initiative Cyber-risk: actuarial modeling aims to develop methodologies adapted to the quantification of Cyber risk. The emerging and evolving nature of risk, its potential systemic component, require an in-depth actuarial analysis. The project will provide suitable methodologies that can especially be used for:

• pricing and reserving of Cyber insurance products;

• assessment of deviation from the expected Cyber loss;

• quality analysis of databases used for cyber-risk quantification.

Since November 2018, the project, coordinated by the Fondation du risque (Institut Louis Bachelier) is supported by AXA Research Fund. Two academic partners are involved: Sorbonne Université and Ensae Paris.

Short presentation of the project on AXA Research Fund website.