An insurance theory based optimal cyber-insurance contract against moral hazard

被引：0

作者：

Dou, Wanchun ^{[1
]}

Tang, Wenda ^{[1
]}

Wu, Xiaotong ^{[1
]}

Qi, Lianyong ^{[2
]}

Xu, Xiaolong ^{[3
]}

Zhang, Xuyun ^{[4
]}

Hu, Chunhua ^{[5
]}

机构：

[1] State Key Laboratory for Novel Software Technology, Nanjing University, Nanjing, China

[2] School of Information Science and Engineering, Qufu Normal University, Rizhao, China

[3] School of Computer and Software, Nanjing University of Information Science and Technology, Nanjing, China

[4] Department of Electrical and Computer Engineering, The University of Auckland, Auckland, New Zealand

[5] School of Computer and Information Engineering, Hunan University of Commerce, Changsha, China

来源：

Information Sciences | 2020年 / 527卷

基金：

中国国家自然科学基金;

关键词：

Network security - Risk management - Economics;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

As an important method of risk control in information systems and networks, cyber-insurance has attracted particular attention from both industry and academia. However, two prominent problems hamper the further growth of cyber-insurance. The correlated and interdependent properties of cyber-risks increase the economic risk of insurance companies considerably; risk pooling can be impeded by these two properties. Further, this situation can be aggravated because cyber-insurance affects the investment for self-protection negatively. This phenomenon is regarded as the ex ante moral hazard. In this study, we establish a mathematical model based on a classic insurance theory to address the abovementioned problems, and propose an optimal cyber-insurance contract scheme that maximizes the expected utility of users. We also propose two personalized contract schemes to incentivize users to invest in self-protection under the no moral hazard and ex ante moral hazard conditions. Extensive experiments are conducted to evaluate the proposed approach, and the experimental results demonstrate the effectiveness and efficiency of the approach. © 2018

引用

页码：576 / 589

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