dc.contributor.authorTan, Jian
dc.contributor.authorJiang, Fan
dc.contributor.authorYang, Yao
dc.date.accessioned2012-04-17T00:59:46Z
dc.date.available2012-04-17T00:59:46Z
dc.date.copyright2012en_US
dc.date.issued2012
dc.identifier.urihttp://hdl.handle.net/10356/48377
dc.description.abstractAs an emerging sector in general insurance, cyber-insurance has become one of the most effective means in transferring the cyber security risk. One of the imminent issues in this field, however, is the accuracy in determining policy premiums. Practitioners and academics have developed various models over the years, the latest of which has adopted the currently new and popular methodology of copula, in attempts to price the premiums for cyber-insurance products. Even if those models are well developed, the prevalent issue of data paucity has significantly hindered the accuracy and validity of them. This study has addressed the specific issue of data paucity by incorporating new features such as bootstrapping technique and multicopula combination into the latest copula-based framework in pricing cyber-insurance products. Furthermore, this study has also attempted to provide limelight to future researches in developing better cyber-insurance pricing models.en_US
dc.format.extent40 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University
dc.subjectDRNTU::Business::Finance::Insurance premiumsen_US
dc.titleBootstrapping method in copula-based cyber insurance modelen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorWu Yuan (CoB (NBS))en_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeBUSINESSen_US


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