Cyber Risk in Insurance: A Quantum Modeling

Autor:	Claude Lefèvre, Muhsin Tamturk, Sergey Utev, Marco Carenzo
Jazyk:	angličtina
Rok vydání:	2024
Předmět:	cyber insurance quantum methods non-commutative operators Clayton copula data analysis Insurance HG8011-9999
Zdroj:	Risks, Vol 12, Iss 5, p 83 (2024)
Druh dokumentu:	article
ISSN:	12050083 2227-9091
DOI:	10.3390/risks12050083
Popis:	In this research, we consider cyber risk in insurance using a quantum approach, with a focus on the differences between reported cyber claims and the number of cyber attacks that caused them. Unlike the traditional probabilistic approach, quantum modeling makes it possible to deal with non-commutative event paths. We investigate the classification of cyber claims according to different cyber risk behaviors to enable more precise analysis and management of cyber risks. Additionally, we examine how historical cyber claims can be utilized through the application of copula functions for dependent insurance claims. We also discuss classification, likelihood estimation, and risk-loss calculation within the context of dependent insurance claim data.
Databáze:	Directory of Open Access Journals
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