主讲人: Prof. Dr. Martin Eling (圣加仑大学保险经济学研究所教授)
主持人：（北大经院）贾若、（清华经管）刘晨源、（人大财金）陈泽
参与老师：（北大经院）郑伟、（清华经管）陈秉正、（人大财金）魏丽 等
时间：北京时间12月22日（周三）下午15：10-16：40
地点：北京大学第三教学楼104
形式: Zoom会议平台
会议ID： 592-178-1573, 密码：02864
主讲人简介:
Dr. Martin Eling is Professor for Insurance Management and Director of the Institute of Insurance Economics at the University St. Gallen, Switzerland. He is doing empirical research in the intersection of insurance mathematics, economics and business. He specializes in Digitalization (Big Data, Cyber Risk), Microinsurance,and Social Security (Pension, Healthcare). He received his doctorate from the University of Münster, Germany and his habilitation from the University of St. Gallen. In 2008, he was Visiting Professor at the University of Wisconsin Madison. From 2009 to 2011, he was Professor for Insurance at the University of Ulm, Germany.
摘要: We use data on cyber losses and model the potential market equilibrium for cyber insurance to document a market failure when portfolios of cyber risk are constructed. This can be explained by the distinct properties of cyber risk, namely heavy tails, strong (tail) dependencies, high costs due to asymmetric information, and modelling risk. Our results help to explain why many insurance companies are reluctant to offer cyber insurance on a broad scale. We also discuss ways to overcome the market failure. Our analyses expand results from catastrophic insurance and have implications for corporate risk management and public policy.
