为中小企业的网络风险提供准确的保险费
Exact insurance premiums for cyber risk of small and medium-sized enterprises
摘要：
随着网络攻击变得越来越频繁，网络保险费也在增加，因此需要更好地对网络风险进行建模。Jevtić and Lanchier（2020）在基于树的局域网络拓扑的假设下，提出了中小企业网络风险的总损失分布的动态结构模型，该拓扑由泊松过程、齐次随机树、键渗流过程和成本拓扑的组合组成。他们的模型假设传染在两个方向上以相同的固定概率通过网络的边缘传播，从而忽略了大多数网络中实施的动态网络安全环境，他们的结果给出了总损失均值的精确表达式，但只有方差的粗略上界。在本文中，我们考虑了他们的渗透模型的双向版本，在该模型中，传染通过网络的边缘以一定的概率向网络的较低级别的资产传播，但以另一种概率向网络的较高级别的资产传播，这导致了一个更现实的网络安全环境。此外，我们的数学方法是完全不同的，并导致精确表达式的平均值和方差的总损失，因此，一个精确的表达式的保险费。
英文摘要：
As cyber attacks have become more frequent, cyber insurance premiums have increased, resulting in the need for better modeling of cyber risk. Toward this direction, Jevtić and Lanchier (2020) proposed a dynamic structural model of aggregate loss distribution for cyber risk of small and medium-sized enterprises under the assumption of a tree-based local-area-network topology that consists of the combination of a Poisson process, homogeneous random trees, bond percolation processes, and cost topology. Their model assumes that the contagion spreads through the edges of the network with the same fixed probability in both directions, thus overlooking a dynamic cyber security environment implemented in most networks, and their results give an exact expression for the mean of the aggregate loss but only a rough upper bound for the variance. In this paper, we consider a bidirectional version of their percolation model in which the contagion spreads through the edges of the network with a certain probability moving toward the lower level assets of the network but with another probability moving toward the higher level assets of the network, which results in a more realistic cyber security environment. In addition, our mathematical approach is quite different and leads to exact expressions for both the mean and the variance of the aggregate loss, and therefore an exact expression for the insurance premiums.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
