We are pleased to share with you our 4th Detra Note of the year about accumulation scenarios in cyber insurance. In this work, we consider a simple way to model accumulation episodes (i.e., large number of claims occurring in a short amount of time) in the context of cyber risk.
You want to know all the subtilities hidden behind the well-known methods you regularly use to compute the reserves of your company or want to learn about the Chain Ladder and GLMs you always heard about? You want to learn more about individual reserving? More specifically, about multistate model?