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  • Photo du rédacteurHélène Dufour

Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity

"The standard statistical approaches to assessment of insurability and potential mispricing are enhanced in several aspects involving consideration of model risk … We demonstrate how to quantify the effect of model risk in this analysis by incorporating various robust estimators for key model parameter estimates that apply in both marginal and joint cyber risk loss process modelling."


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