Cyber contagion: impact of the network structure on the losses of an insurance portfolio - Sorbonne Université Accéder directement au contenu
Article Dans Une Revue Insurance: Mathematics and Economics Année : 2022

Cyber contagion: impact of the network structure on the losses of an insurance portfolio

Louise d'Oultremont
  • Fonction : Auteur
Brieuc Spoorenberg
  • Fonction : Auteur

Résumé

In this paper, we provide a model that aims to describe the impact of a massive cyber attack on an insurance portfolio, taking into account the structure of the network. Due to the contagion, such an event can rapidly generate consequent damages, and mutualization of the losses may not hold anymore. The composition of the portfolio should therefore be diversified enough to prevent or reduce the impact of such events, with the difficulty that the relationships between actor is difficult to assess. Our approach consists in introducing a multi-group epidemiological model which, apart from its ability to describe the intensity of connections between actors, can be calibrated from a relatively small amount of data, and through fast numerical procedures. We show how this model can be used to generate reasonable scenarios of cyber events, and investigate the response to different types of attacks or behavior of the actors, allowing to quantify the benefit of an efficient prevention policy.
Fichier principal
Vignette du fichier
Multi_group_SIR (1) (1).pdf (508.78 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03388840 , version 1 (20-10-2021)

Identifiants

  • HAL Id : hal-03388840 , version 1

Citer

Caroline Hillairet, Olivier Lopez, Louise d'Oultremont, Brieuc Spoorenberg. Cyber contagion: impact of the network structure on the losses of an insurance portfolio. Insurance: Mathematics and Economics, 2022. ⟨hal-03388840⟩
399 Consultations
271 Téléchargements

Partager

Gmail Facebook X LinkedIn More