相对指数型网络安全保险产品的量化分析研究

An Quantative Analysis Research on the Relative Index-based Cybersecurity Insurance product

英国伦敦劳合社里的辛迪加承保代理机构Intangic于前期在国际市场上推出了一款名为CyFi的新型指数型网络安全保险产品,该产品在指数触发机制的设计上采用了相对系数的形式,这使得该新型指数型保险产品在基差和抗巨灾风险等很多方面具有自己独特的特点。同时,这种新型的指数型保险产品也对产品的量化分析带来新的挑战,需要采用不同于普通指数型保险产品的量化分析方法。研究和分析该新型保险产品对我国网络安全保险创新具有积极的借鉴与参考价值。

The syndicate underwriting agency Intangic in Lloyd’s of London UK launched a new index-based cybersecurity insurance product named CyFi in the international market recently.This product adopts the form of relative coefficient in the design of index trigger mechanism,which makes this new index-based insurance product have its own unique characteristics in many aspects such as basis risk and catastrophe risk resistance.Meanwhile,this new type of index-based insurance product also brings new challenges to the quantitative analysis of the product,and it is necessary to utilize quantitative analysis methods different from ordinary index-based insurance products.Researching and analyzing this new type of insurance product has positive reference value for the innovation of cybersecurity insurance in China.