After an introduction to the specificities on cyber-risk, this session gives first steps towards a better understanding of cyber risk, by providing mathematical models and actuarial analysis. For a better quantification of cyber risk, we propose innovative models, both for the severity component (size of the claims) and the frequency component (accumulation risk and clustering features) of the risk.

Are you interested? If yes, we invite you to benefit from the early bird tariff and to join the EAA Web Session: "Actuarial Modeling for Cyber Risk" on 31 January 2022 & 7 February 2022 | 9:00-12:30 CET. Your early-bird registration fee is € 300.00 plus 19% VAT for registrations by 20 December 2021. After this date, the fee will be € 400.00 plus 19% VAT.

After completing this course, you will be able to

• Identify the specificities of cyber risk
• Identify the factors that may jeopardize the mutualisation of cyber risk
• Identify extreme events and convey a risk segmentation
• Construct accumulation scenarii on a cyber portfolio
• Quantify the impact of protection measures on the risk of saturation in the insurer response capacity
• Model clustering features and auto-existing arrivals of cyber-events using Hawkes process

Please find all additional information in this print version and on our website. An overview on other upcoming events can be downloaded as well.

If you have any questions, please do not hesitate to contact us.