Thursday, 12 October 2023
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09:00 - 09:30
Introduction on cyber risk
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09:30 - 10:30
Construction of cyber accumulation scenarii
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Accumulation scenarii modelisation
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Calibration on a Wannacry type attack
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Impact on cyber-insurance portfolio
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Network effect to model the connectivity between policyholders
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10:30 - 11:00
Break
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11:00 - 12:30
Hawkes processes to model contagion construction of cyber accumulation scenarii
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Introduction on Hawkes processes
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Simulation procedure
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Calibration Algorithm
