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Photo du rédacteurHélène Dufour

Vine Copula Modelling Dependence Among Cyber Risks: A Dangerous Regulatory Paradox

" In quantifying the solvency capital requirement gradient for cyber risk measurement according to Solvency II, a dangerous paradox emerges: an insurance company can be ranked as solvent according to Pillar 1 without adequately evaluating the operational solvency capital requirements under Pillar 2. "


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