Variance Papers Published Nov. 15-19

Two new papers have been published on the Variance website:

Pricing Cyber Insurance for a Large-Scale Network
Lei Hua and Maochao Xu

The paper proposed an approach to pricing cyber insurance for a large-scale network using synthetic data generated by a flexible algorithm that considers both risk spreading and recovering.

Working with a Parametric Copula-Based Model for Individual Non-Life Loss Reserving
Roxane Turcotte, Hélène Cossette, and Mathieu Pigeon

A micro-level loss reserving model based on elliptical copulas for car insurance. Model’s results are analyzed for three coverages and compared to classical approaches.