Nos derniers articles

2 résultats pour « Heavy tails »

The Changing Landscape of Cyber Risk: An Empirical Analysis of Loss Severity and Tail Dynamics

27 févr. 2025 Résilience numérique, Cyber-risk, cyber insurance, loss/severity, Heavy tails

This paper analyzes cyber risk severity and tail risk using three databases. Malicious cyber incidents show increased severity since 2018, while negligent incidents decline. Cyber loss distributions are extremely heavy-tailed. Findings highlight the need for dynamic, category-specific risk management and insurance pricing.

The Changing Landscape of Cyber Risk: An Empirical Analysis of Frequency, Severity, and Tail Dynamics

16 mai 2024 Autre, cyber risk, Cyber insurance, Heavy tails, change point detection, Report delay, Quantification des risques, Résilience numérique

Cyber risk presents significant challenges to society, yet its statistical behavior remains insufficiently understood. This paper analyzes three databases to study cyber risk dynamics. It identifies increasing frequency and severity, particularly in malicious events since 2018. Persistent heavy-tailedness across risk categories implies lower insurance demand and potentially heightened risk levels for firms.

Une question ? Une collaboration ?
Contactez‑nous dès aujourd'hui

Nom

Téléphone

E-Mail

Message

Votre message a bien été envoyé

Metametris
6 rue d’Armaillé
75017 - Paris

du lundi au vendredi
de 8h à 18h

06 07 91 04 29