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Cyber Insurance-Linked Securities Webinar


A jointly organized webinar by AFIR-ERM, ASTIN & IACA Section on: 
Cyber insurance-linked securities

Date: 20  February 2024
Time: 08:00 AM (EST) |14:00 PM (CET)



In this webinar we investigate the feasibility of cyber risk transfer through insurance-linked securities (ILS). On the investor side, we elicit the preferred characteristics of cyber ILS and the corresponding return expectations. We then estimate the cost of equity of insurers and compare it to the Rate on Line expected by investors to match demand and supply in the cyber ILS market.
Our results show that cyber ILS will work for both cedents and investors if the cyber risk is sufficiently well understood. Thus, challenges related to cyber risk modeling need to be overcome before a meaningful cyber ILS market may emerge.

              ABOUT THE SPEAKERS              

Alexander Braun| Speaker 
Alexander Braun is Director at the Institute of Insurance Economics of the University of St. Gallen (HSG) in Switzerland, where he also holds the Associate Professorship for Insurance and Capital Markets. He studied at the University of Mannheim (Germany) and Monash University (Australia), before starting his professional career in the Capital Markets Division of Lehman Brothers in London. Subsequently, he earned his Ph.D. and the Venia Legendi at HSG. During his doctoral and postdoctoral phase, Mr. Braun attended summer programs at the University of Michigan and the University of Essex. Later, he was a visiting scholar at Fox School of Business (Temple University) and the Wharton Risk Center (University of Pennsylvania). The current focus areas of Mr. Braun comprise natural catastrophe risk, insurance-linked securities, digital insurance, and sustainable insurance. His research and teaching activities have been awarded, among others, by the American Risk and Insurance Association (ARIA), the Asia-Pacific Risk and Insurance Association (APRIA), the Geneva Association, the International Insurance Society (IIS), and the Casualty Actuarial Society (CAS).Martin Eling| Speaker 
Martin Eling is Dean of the School of Finance, Director of the Institute of Insurance Economics and Professor for Insurance Management at the University of St. Gallen. He is doing empirical research in the intersection of insurance business, economics, and mathematics. His research has been awarded by leading institutions such as the American Risk and Insurance Association (ARIA), the Casualty Actuarial Society (CAS), and the National Association of Insurance Commissioners (NAIC). Among other activities, he is also board member of Concordia, one of Switzerland's largest health insurance companies.Brian Fannin| Speaker 
Brian Fannin is a research actuary at CAS. He is also the founder of PirateGrunt LLC, a boutique consulting firm based in Durham, North Carolina specializing in predictive modeling in the property casualty markets. Fannin has been an Associate of the CAS since 2002 and a Certified Specialist in Predictive Analytics (CSPA) through The CAS Institute since 2017.

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          READ THE PAPER HERE