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Title: | Model Aktuaria Berbasis Copula untuk Penetapan Harga Premi Asuransi Siber |
Other Titles: | Copula-based Actuarial Model for Pricing Cyber Insurance Premiums |
Authors: | Ruhiyat Budiarti, Retno Aisyah, Cut Emi |
Issue Date: | 2021 |
Publisher: | IPB University |
Abstract: | Kemajuan Teknologi Informasi (TI) bertumbuh pesat dalam beberapa
dekade sejak pertengahan abad ke-20. Hal tersebut diiringi dengan tantangan risiko
keamanan sistem TI yang dapat merugikan perusahaan. Untuk mengatasi risiko
tersebut perlu adanya proteksi jaringan keamanan. Asuransi siber adalah salah satu
alat untuk mengalihkan risiko dari keamanan sistem TI. Penelitian ini bertujuan
untuk memodelkan dan menghitung harga premi asuransi siber dengan model
copula. Data yang digunakan adalah data dari International Computer Security
Association (ICSA) tahun 2003 tentang kondisi aktual banyaknya komputer yang
diserang virus beserta kerugiannya. Model copula tidak mensyaratkan asumsi
kenormalan dan dapat dengan mudah memodelkan fungsi sebaran bersama dari
peubah banyaknya komputer yang terserang virus dan besarnya kerugian. Harga
premi asuransi siber dimodelkan menggunakan tiga jenis polis asuransi yaitu tanpa
deductible, dengan deductible, serta dengan deductible dan co-insurance.
Kemudian dihitung nilai harapan dan simpangan baku dari premi asuransi siber
dengan simulasi Monte Carlo. Over the past decade, advances in Information Technology (IT) have grown rapidly since the mid-20th century. However, this comes with the challenge of IT system security risks that can harm companies. To overcome these risks, it is necessary to have a network security protection. Cyber insurance is a tool to transfer risk from IT system security. This study aims to model and calculate the price of cyber insurance premiums with copula model. The data used in this research is obtained from the International Computer Security Association (ICSA) in 2003 regarding the actual condition of the number of computers attacked by virus and their losses. Copula model does not require normality assumptions and can easily model the joint distribution function of the variables of the number of computers attacked by virus and the amount of loss. The price of cyber insurance premiums is modeled using three types of insurance policies, namely without deductibles, with deductibles, as well as with deductibles and co-insurance. Then, the expected value and standard deviation of the cyber insurance premiums are calculated using Monte Carlo Simulation. |
URI: | http://repository.ipb.ac.id/handle/123456789/108505 |
Appears in Collections: | UT - Actuaria |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Cover, Lembar Pengesahan, Prakata, Daftar Isi.pdf Restricted Access | Cover | 2 MB | Adobe PDF | View/Open |
G94170056_Cut Emi Aisyah.pdf Restricted Access | Fullteks | 6.21 MB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 4.03 MB | Adobe PDF | View/Open |
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