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  Subjects -> STATISTICS (Total: 130 journals)
Showing 1 - 151 of 151 Journals sorted alphabetically
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 61)
Annals of Applied Statistics     Full-text available via subscription   (Followers: 39)
Applied Categorical Structures     Hybrid Journal   (Followers: 4)
Argumentation et analyse du discours     Open Access   (Followers: 10)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 4)
Australian & New Zealand Journal of Statistics     Hybrid Journal   (Followers: 13)
Bernoulli     Full-text available via subscription   (Followers: 9)
Biometrical Journal     Hybrid Journal   (Followers: 10)
Biometrics     Hybrid Journal   (Followers: 51)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 18)
Building Simulation     Hybrid Journal   (Followers: 1)
Bulletin of Statistics     Full-text available via subscription   (Followers: 4)
CHANCE     Hybrid Journal   (Followers: 5)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics - Theory and Methods     Hybrid Journal   (Followers: 11)
Computational Statistics     Hybrid Journal   (Followers: 14)
Computational Statistics & Data Analysis     Hybrid Journal   (Followers: 37)
Current Research in Biostatistics     Open Access   (Followers: 8)
Decisions in Economics and Finance     Hybrid Journal   (Followers: 11)
Demographic Research     Open Access   (Followers: 16)
Electronic Journal of Statistics     Open Access   (Followers: 8)
Engineering With Computers     Hybrid Journal   (Followers: 5)
Environmental and Ecological Statistics     Hybrid Journal   (Followers: 7)
ESAIM: Probability and Statistics     Full-text available via subscription   (Followers: 5)
Extremes     Hybrid Journal   (Followers: 2)
Fuzzy Optimization and Decision Making     Hybrid Journal   (Followers: 8)
Geneva Papers on Risk and Insurance - Issues and Practice     Hybrid Journal   (Followers: 13)
Handbook of Numerical Analysis     Full-text available via subscription   (Followers: 5)
Handbook of Statistics     Full-text available via subscription   (Followers: 7)
IEA World Energy Statistics and Balances -     Full-text available via subscription   (Followers: 2)
International Journal of Computational Economics and Econometrics     Hybrid Journal   (Followers: 6)
International Journal of Quality, Statistics, and Reliability     Open Access   (Followers: 17)
International Journal of Stochastic Analysis     Open Access   (Followers: 3)
International Statistical Review     Hybrid Journal   (Followers: 12)
International Trade by Commodity Statistics - Statistiques du commerce international par produit     Full-text available via subscription  
Journal of Algebraic Combinatorics     Hybrid Journal   (Followers: 4)
Journal of Applied Statistics     Hybrid Journal   (Followers: 20)
Journal of Biopharmaceutical Statistics     Hybrid Journal   (Followers: 20)
Journal of Business & Economic Statistics     Full-text available via subscription   (Followers: 39, SJR: 3.664, CiteScore: 2)
Journal of Combinatorial Optimization     Hybrid Journal   (Followers: 7)
Journal of Computational & Graphical Statistics     Full-text available via subscription   (Followers: 20)
Journal of Econometrics     Hybrid Journal   (Followers: 82)
Journal of Educational and Behavioral Statistics     Hybrid Journal   (Followers: 6)
Journal of Forecasting     Hybrid Journal   (Followers: 17)
Journal of Global Optimization     Hybrid Journal   (Followers: 7)
Journal of Interactive Marketing     Hybrid Journal   (Followers: 10)
Journal of Mathematics and Statistics     Open Access   (Followers: 8)
Journal of Nonparametric Statistics     Hybrid Journal   (Followers: 6)
Journal of Probability and Statistics     Open Access   (Followers: 10)
Journal of Risk and Uncertainty     Hybrid Journal   (Followers: 32)
Journal of Statistical and Econometric Methods     Open Access   (Followers: 5)
Journal of Statistical Physics     Hybrid Journal   (Followers: 13)
Journal of Statistical Planning and Inference     Hybrid Journal   (Followers: 8)
Journal of Statistical Software     Open Access   (Followers: 20, SJR: 13.802, CiteScore: 16)
Journal of the American Statistical Association     Full-text available via subscription   (Followers: 72, SJR: 3.746, CiteScore: 2)
Journal of the Korean Statistical Society     Hybrid Journal   (Followers: 1)
Journal of the Royal Statistical Society Series C (Applied Statistics)     Hybrid Journal   (Followers: 31)
Journal of the Royal Statistical Society, Series A (Statistics in Society)     Hybrid Journal   (Followers: 26)
Journal of the Royal Statistical Society, Series B (Statistical Methodology)     Hybrid Journal   (Followers: 43)
Journal of Theoretical Probability     Hybrid Journal   (Followers: 3)
Journal of Time Series Analysis     Hybrid Journal   (Followers: 16)
Journal of Urbanism: International Research on Placemaking and Urban Sustainability     Hybrid Journal   (Followers: 30)
Law, Probability and Risk     Hybrid Journal   (Followers: 8)
Lifetime Data Analysis     Hybrid Journal   (Followers: 7)
Mathematical Methods of Statistics     Hybrid Journal   (Followers: 4)
Measurement Interdisciplinary Research and Perspectives     Hybrid Journal   (Followers: 1)
Metrika     Hybrid Journal   (Followers: 4)
Modelling of Mechanical Systems     Full-text available via subscription   (Followers: 1)
Monte Carlo Methods and Applications     Hybrid Journal   (Followers: 6)
Monthly Statistics of International Trade - Statistiques mensuelles du commerce international     Full-text available via subscription   (Followers: 2)
Multivariate Behavioral Research     Hybrid Journal   (Followers: 5)
Optimization Letters     Hybrid Journal   (Followers: 2)
Optimization Methods and Software     Hybrid Journal   (Followers: 8)
Oxford Bulletin of Economics and Statistics     Hybrid Journal   (Followers: 34)
Pharmaceutical Statistics     Hybrid Journal   (Followers: 17)
Probability Surveys     Open Access   (Followers: 4)
Queueing Systems     Hybrid Journal   (Followers: 7)
Research Synthesis Methods     Hybrid Journal   (Followers: 7)
Review of Economics and Statistics     Hybrid Journal   (Followers: 124)
Review of Socionetwork Strategies     Hybrid Journal  
Risk Management     Hybrid Journal   (Followers: 15)
Sankhya A     Hybrid Journal   (Followers: 2)
Scandinavian Journal of Statistics     Hybrid Journal   (Followers: 9)
Sequential Analysis: Design Methods and Applications     Hybrid Journal  
Significance     Hybrid Journal   (Followers: 7)
Sociological Methods & Research     Hybrid Journal   (Followers: 37)
SourceOCDE Comptes nationaux et Statistiques retrospectives     Full-text available via subscription  
SourceOCDE Statistiques : Sources et methodes     Full-text available via subscription  
SourceOECD Bank Profitability Statistics - SourceOCDE Rentabilite des banques     Full-text available via subscription   (Followers: 1)
SourceOECD Insurance Statistics - SourceOCDE Statistiques d'assurance     Full-text available via subscription   (Followers: 2)
SourceOECD Main Economic Indicators - SourceOCDE Principaux indicateurs economiques     Full-text available via subscription   (Followers: 1)
SourceOECD Measuring Globalisation Statistics - SourceOCDE Mesurer la mondialisation - Base de donnees statistiques     Full-text available via subscription  
SourceOECD Monthly Statistics of International Trade     Full-text available via subscription   (Followers: 1)
SourceOECD National Accounts & Historical Statistics     Full-text available via subscription  
SourceOECD OECD Economic Outlook Database - SourceOCDE Statistiques des Perspectives economiques de l'OCDE     Full-text available via subscription   (Followers: 2)
SourceOECD Science and Technology Statistics - SourceOCDE Base de donnees des sciences et de la technologie     Full-text available via subscription  
SourceOECD Statistics Sources & Methods     Full-text available via subscription   (Followers: 1)
SourceOECD Taxing Wages Statistics - SourceOCDE Statistiques des impots sur les salaires     Full-text available via subscription  
Stata Journal     Full-text available via subscription   (Followers: 9)
Statistica Neerlandica     Hybrid Journal   (Followers: 1)
Statistical Applications in Genetics and Molecular Biology     Hybrid Journal   (Followers: 5)
Statistical Communications in Infectious Diseases     Hybrid Journal  
Statistical Inference for Stochastic Processes     Hybrid Journal   (Followers: 3)
Statistical Methodology     Hybrid Journal   (Followers: 7)
Statistical Methods and Applications     Hybrid Journal   (Followers: 6)
Statistical Methods in Medical Research     Hybrid Journal   (Followers: 27)
Statistical Modelling     Hybrid Journal   (Followers: 19)
Statistical Papers     Hybrid Journal   (Followers: 4)
Statistical Science     Full-text available via subscription   (Followers: 13)
Statistics & Probability Letters     Hybrid Journal   (Followers: 13)
Statistics & Risk Modeling     Hybrid Journal   (Followers: 2)
Statistics and Computing     Hybrid Journal   (Followers: 13)
Statistics and Economics     Open Access   (Followers: 1)
Statistics in Medicine     Hybrid Journal   (Followers: 191)
Statistics, Politics and Policy     Hybrid Journal   (Followers: 6)
Statistics: A Journal of Theoretical and Applied Statistics     Hybrid Journal   (Followers: 14)
Stochastic Models     Hybrid Journal   (Followers: 3)
Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports     Hybrid Journal   (Followers: 2)
Structural and Multidisciplinary Optimization     Hybrid Journal   (Followers: 12)
Teaching Statistics     Hybrid Journal   (Followers: 7)
Technology Innovations in Statistics Education (TISE)     Open Access   (Followers: 2)
TEST     Hybrid Journal   (Followers: 3)
The American Statistician     Full-text available via subscription   (Followers: 24)
The Annals of Applied Probability     Full-text available via subscription   (Followers: 8)
The Annals of Probability     Full-text available via subscription   (Followers: 10)
The Annals of Statistics     Full-text available via subscription   (Followers: 34)
The Canadian Journal of Statistics / La Revue Canadienne de Statistique     Hybrid Journal   (Followers: 11)
Wiley Interdisciplinary Reviews - Computational Statistics     Hybrid Journal   (Followers: 1)

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Similar Journals
Journal Cover
Geneva Papers on Risk and Insurance - Issues and Practice
Journal Prestige (SJR): 0.392
Citation Impact (citeScore): 1
Number of Followers: 13  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1018-5895 - ISSN (Online) 1468-0440
Published by Springer-Verlag Homepage  [2626 journals]
  • Competition reduces profitability: the case of the Indian life
           microinsurance industry
    • Abstract: Abstract We aim to understand the effect of market and firm-level concentration on return on equity in the Indian life microinsurance industry (LMI). This research is one of the first attempts to empirically test structure–performance issues in India. Using data on 14 companies that remained active in the LMI market during 2009–2019, we demonstrate that firms in the Indian LMI market scored better on profitability measures whenever competitive pressures were lower. We calculate Herfindahl–Hirschman concentration indexes (HHI), market share and entropy measures and use panel data techniques to find a positive effect of concentration and a negative effect of market share. We conclude that LMI-specialised insurers in India perform better than diversified insurers.
      PubDate: 2021-01-11
       
  • Dynamic information asymmetry in micro health insurance: implications for
           sustainability
    • Abstract: Abstract Micro health insurance is an important channel for financing health expenditure for low-income people, yet the supply of such programmes lags behind demand because many of them become unsustainable. Using individual-level dynamic data from a micro health insurance programme in Pakistan, this study tests for the existence of information asymmetry (adverse selection and moral hazard) using a series of non-parametric tests so that insurers and policymakers can better understand the underlying reasons that lead to dynamic claim patterns before taking appropriate actions to improve the sustainability of these programmes. The study’s contribution lies in constructing an appropriate method and novel test statistics to detect information asymmetry using dynamic claim data in a multivariate recurrent event model framework. The results show that adverse selection exists widely for a variety of disease types and that moral hazard is only significant for chronic diseases. Furthermore, pregnancy-related claims demonstrate an increasing trend of adverse selection that needs to be addressed with priority. The analysis provides insight into the sustainable provision of micro health insurance to low-income people in developing regions.
      PubDate: 2021-01-04
       
  • Government interventions in microinsurance: evidence from China
    • Abstract: Abstract The microinsurance market suffers from severe market failures; thus, government interventions are increasingly used to stimulate its functioning. Our article evaluates, from a law and economics perspective, whether these interventions are effective in increasing access to insurance without inducing moral hazard and adverse selection. We then use this framework to evaluate typical types of government interventions in the Chinese microinsurance market (subsidisation, simplification, use of group policy and established distribution channels). Using practical cases, we further identify solutions to remedy the market frictions induced by government interventions. We find that government interventions are only effective under certain conditions: (1) stable and smartly designed subsidies are provided or innovative market practices are subsidised; (2) insurance policies are easy to understand; (3) product distributors are properly trained or licensed; (4) group policies can be renewed.
      PubDate: 2021-01-04
       
  • The role of distribution channels in market discipline for the life
           insurance industry
    • Abstract: Abstract This paper investigates the role of distribution channels in market discipline for the life insurance industry as marketing intermediaries help transmit information between insurers and consumers. Based on life insurance data in Taiwan during 2004–2013, the paper analyses the relationship between insurance demand and insurers’ enterprise risk considering the effect of the distribution channel. The empirical results suggest that the distribution channel is an influential factor in insurance demand. The results also show that insurance demand and choice of distribution channel in Taiwan are responsive to insurers’ enterprise risk. These findings suggest that insurance commissioners should consider the role of marketing intermediaries when market discipline is adopted as an approach for surveillance of the insurance market.
      PubDate: 2021-01-01
       
  • Addressing insurance of data breach cyber risks in the catastrophe
           framework
    • Abstract: Abstract Considering data breaches as a man-made catastrophe helps clarify the actuarial need for multiple levels of analysis—going beyond claims-driven loss statistics alone—and calls for specific advances in both data and models. The prominent human element and the dynamic, networked and multi-type nature of cyber risk are perhaps what makes it uniquely challenging. Complementary top-down statistical and bottom-up analytical approaches are discussed. Focusing on data breach severity, we exploit open data for events at organisations in the U.S. We show that this extremely heavy-tailed risk is worsening for external attacker ‘hack’ events. Writing in Q2 of 2018, the median predicted number of ids breached in the U.S. due to hacking in the last 6 months of 2018 was 0.5 billion, with a 5% chance that the figure exceeds 7 billion, doubling the historical total. ‘Fortunately’, the total breach in that period turned out to be near the median.
      PubDate: 2021-01-01
       
  • The effect of microinsurance on the insurance market: evidence from Taiwan
    • Abstract: Abstract Microinsurance is one of the fastest growing new markets for the billions at the bottom of the financial pyramid – low-income customers previously precluded from traditional insurance. Will insurers really benefit from serving a larger amount of customers' This paper attempts to provide answers by examining the performance of life insurers in Taiwan. Our results show that microinsurance dummy variables are negatively related to efficiency scores and premium income in both OLS and Tobit models. Providing microinsurance products will increase competition between micro and traditional insurance products and reduce market demand for traditional insurance. The efficiency and premium income of traditional insurers will decrease if the price of microinsurance is regulated at marginal cost.
      PubDate: 2021-01-01
       
  • The impact of peer effects and economic policy-related uncertainty on U.S.
           life insurers' investment decisions
    • Abstract: Abstract This paper examines the impact of peer evaluation and economic policy-related uncertainty on insurers’ investment decisions in the U.S. life insurance industry. Using data from 567 U.S. life insurers, we find that U.S. life insurers’ investment decisions are significantly positively associated with peer insurers’ investment decisions, consistent with the learning peer channel hypothesis. In addition, we find that when the country’s economic policy-related uncertainty is higher, insurance firms are more likely to lower their investment, which supports the wait-and-see hypothesis. We further investigate the effect of government crisis interventions on life insurer investment, considering policy-related uncertainty. The results indicate that liquidity support and nationalisation policies encourage insurers’ investment decisions. We also perform alternative checks to address endogeneity concerns. The results mostly support our earlier findings. However, the results on the sensitivity of investment to peer effects and policy-related uncertainty vary. The results are robust to controls for various attributes, such as insurer characteristics, peer insurer characteristics, economic policy-related uncertainty and government crisis interventions.
      PubDate: 2021-01-01
       
  • Efficiency, productivity and competitiveness of the Malaysian insurance
           sector: an analysis of risk-based capital regulation
    • Abstract: Abstract Risk-based capital is used to specify minimum capital requirements for insurers, but it can also cause insurers to bear higher risk if the actual risk of an asset is improperly assessed. This study investigates the efficiency, productivity and competitiveness of the Malaysian insurance industry. The usefulness of regulatory policies will be studied, with particular focus on the risk-based capital framework. This study includes all insurance firms operating in Malaysia between 2000 and 2017. Data envelopment analysis, Malmquist productivity index and Panzar–Rosse methodologies are employed. The findings indicate that life insurers are more efficient and competitive than general insurers. There is a deterioration in the efficiency and productivity of conventional insurers following implementation of risk-based capital requirements. The risk-based capital for Takaful framework, however, improves Takaful insurers’ efficiency and productivity. The findings have implications for business strategy development, such as the level of restrictions on insurance operations. General insurers are recommended to employ technology-enhancing pricing and claims systems to increase efficiency.
      PubDate: 2021-01-01
       
  • Information sources and participation in the Chinese insurance market:
           knowledge as a mediator
    • Abstract: Abstract This study analyses the role of insurance knowledge in mediating between various important information sources and insurance market participation using a large and representative national data set from China. We find that all information sources have a significantly positive effect on market participation. However, the insurance knowledge variable demonstrates significantly positive mediation effects only when the predictors are mass media and community outreach. The government can take advantage of disseminating such information via effective media identified in this paper, thereby achieving knowledge enhancement and maintaining the sustainability of the industry. Moreover, we see that the serious problem of agent misselling is also found in China, which has a devastating effect on insurers’ and agents’ credibility, making any information that they provide unreliable in the eyes of the public.
      PubDate: 2021-01-01
       
  • Under pressure: investment behaviour of insurers under different financial
           and regulatory conditions
    • Abstract: Abstract Firms that have losses are expected to sell tax-free securities and replace them with taxable securities since they can no longer benefit from tax savings. However, after the most recent financial crisis, firms’ decisions to rebalance their investment portfolios may have led to additional losses during a period of stressed financial performance and increased insurance regulation. This study examines portfolio allocation behaviour in the property and casualty insurance industry. The results show that investment limitations imposed by insurance regulators can inhibit desired investment allocation post the financial crisis.
      PubDate: 2021-01-01
       
  • Does agricultural insurance promote primary industry production'
           Evidence from a quasi-experiment in China
    • Abstract: Abstract Whether agricultural insurance promotes primary industry production has been debated for decades. Our paper studies this question based on the agricultural insurance premium subsidy policy in China. We use this quasi-experiment to conduct difference-in-differences and event study estimations. We find that the development of agricultural insurance, induced by premium subsidies, significantly promotes primary industry production; per person, it increases by CNY 1430 in subsidised provinces compared to unsubsidised provinces. We use county-level data to address the aggregation problem in our province-level analysis and obtain the same conclusion. We also find that agricultural insurance primarily affects agriculture and husbandry among the four subindustries of the primary industry.
      PubDate: 2020-11-24
       
  • Microinsurance and household asset welfare in South Africa
    • Abstract: Abstract This paper examines the effect of microinsurance usage on household asset welfare, measured as asset accumulation index using a sample of 2006 households with access to formal non-banking and informal financial services from the 2015 FinScope Survey. Using the treatment effect and instrumental variable estimation techniques to account for endogeneity and selection biases, the empirical results support the hypothesis that microinsurance provides financial protection through asset accumulation to improve welfare. The findings are robust for different types of microinsurance products and weighted and unweighted asset accumulation indices. The policy implications of the findings are discussed.
      PubDate: 2020-11-20
       
  • The financial impact of the implementation of Solvency II on the Mexican
           insurance sector
    • Abstract: Abstract This paper examines the effects of the regulatory changes implemented in the Mexican insurance sector in adjustment to the international regulations of Solvency II imposed by the International Association of Insurance Supervisors. The effect of regulatory changes on the risk and performance levels of foreign entities was analysed and compared with their domestic counterparts. Using a difference-in-difference estimator, significant evidence that foreign insurance companies enhanced their default risk after complying with the law was found. The findings showed that the stability levels of domestic entities were negatively affected. No effect on the performance level for both types of entities was found. This study provides evidence that foreign entities were already prepared for the change in regulation, as opposed to domestic ones, due to their association with their foreign holdings.
      PubDate: 2020-11-13
       
  • Pricing dynamics in the market for catastrophe bonds
    • Abstract: Abstract We study the time variation of the market price of catastrophe (CAT) bonds for the period 1999–2016. While we find an overall decreasing trend in the price of expected loss risk, large catastrophes increase this price by 34% on average. Our empirical tests show that the latter effect is temporary and unlikely to be the byproduct of behavioural changes in investors’ perceptions about catastrophic risk, as previously argued. Instead, we find evidence that changes in the price of expected loss risk may be explained by changes in investor effective risk aversion, initiated by catastrophic events triggering CAT bond losses that could bring investors closer to their habit consumption levels and lead to a hard reinsurance market environment. Contagion effects from reinsurance markets are more relevant after main catastrophes given the levels of liquidity in the markets. Furthermore, contagion effects from financial markets are minor and only relevant during the subprime financial crisis, as documented in previous studies.
      PubDate: 2020-10-14
       
  • Societal trust, risk avoidance and corporate risk taking: evidence from
           the global insurance industry
    • Abstract: Abstract The global insurance industry is undergoing fundamental change, with countries that are classified as emerging economies (such as China and other countries in the Asia-Pacific region) playing increasingly important roles. In this article, we investigate the effect of two important dimensions of a country’s culture, societal trust and risk avoidance, on risk taking by insurance firms around the world between 2001 and 2014. We measure societal trust and risk avoidance using the World Value Survey. Our results indicate that there is a positive and significant association between the level of societal trust and insurer risk taking in a country, while there is a negative and significant association between the level of risk avoidance and insurer risk taking. We show that our main results are robust to changes in sample composition and potential bias related to the 2007–2009 global financial crisis. One possible concern is that insurer risk taking could be affected by many institutional and societal factors of a country that are not included in our regression analysis. To alleviate this concern, we use the two-stage least squares regression method with instrumental variables to address the potential endogeneity problem related to omitted variables, and find that our results remain unchanged. Additionally, we show that the negative relationship between risk avoidance and insurer risk taking still holds when we use alternative uncertainty avoidance measures.
      PubDate: 2020-10-14
       
  • Insurance definitions of cyber war
    • Abstract: Abstract Definitions of war found in cyber insurance policies provide a novel window into the concept of cyber war. Mediated by market forces, changes in policy wording reflect shifting expectations surrounding technology and military strategy. Legal cases contesting war clauses probe state-formulated narratives around war and offensive cyber operations. In a recent legal case, an insurer refused to pay a property insurance claim by arguing the cause of the claim—the NotPetya cyberattack—constitutes a hostile or warlike action. To understand the implications, we build a corpus of 56 cyber insurance policies. Longitudinal analysis reveals some specialist cyber insurance providers introduced policies without war clauses until as late as 2012. Recent years have seen war exclusions weakened as cyber insurance policies affirmatively cover “cyber terrorism”. However, these clauses provide few explicit definitions, rather they prompt a legal discourse in which evidence is presented and subjected to formal reasoning. Going forward, war clauses will evolve so insurers can better quantify and control the costs resulting from offensive cyber operations. This pushes insurers to affirmatively describe the circumstances in which cyber conflict is uninsurable.
      PubDate: 2020-10-01
       
  • Time-varying effects of cyberattacks on firm value
    • Abstract: Abstract This paper adds to research on the effect of cyber events on the attacked firm’s value in light of conflicting results from previous studies. Using 536 cyberattack announcements that occurred during the 2007–2016 period, the main goal is to investigate for changes in investor reaction over time as cyberattacks have become more frequent. Empirical evidence shows that cumulative abnormal returns of attacked firms were volatile earlier in the period, became increasingly negative, but have moderated recently. This paper proposes and discusses potential explanations for this observed U-shaped pattern over the 10-year period. The relation between stock market reaction and type of attack, type of data affected, type of perpetrator and various firm level characteristics is also examined.
      PubDate: 2020-10-01
       
  • Correction to: Under pressure: investment behaviour of insurers under
           different financial and regulatory conditions
    • Abstract: In the first published version of this article the acknowledgements contained an error. The sentence ‘I would like to thank Joseph Comprix, Randell Elder, Susan Albring, Craig Nichols, William Horrace, Tyler Leverty, Norma Nielson, Dara Marshall, Lamont Black, Stephani Mason, Phebian L. Davis-Culler, Noelle Butski and Menna Bizuneh and worship participants at West Virginia University, New Mexico State University, DePaul University, Miami University.’ was replaced with the sentence ‘I would like to thank Joseph Comprix, Randell Elder, Susan Albring, Craig Nichols, William Horrace, Tyler Leverty, Norma Nielson, Dara Marshall, Lamont Black, Stephani Mason, Phebian L. Davis-Culler, Noelle Butski and Menna Bizuneh and workshop participants at West Virginia University, New Mexico State University, DePaul University, Miami University.’
      PubDate: 2020-09-03
       
  • Cyber insurance demand, supply, contracts and cases
    • PubDate: 2020-08-26
       
  • Cyber assets at risk: monetary impact of U.S. personally identifiable
           information mega data breaches
    • Abstract: Abstract This study investigates various factors that can affect the monetary impact of data breaches on companies. This paper introduces a model for the total cost of a mega data breach based on a data set created from multiple sources that categorises stolen data for U.S. residents as personally identifiable information (PII) and sensitive personally identifiable information (SPII). We use a rigorous stepwise regression analysis that includes polynomial and factorial multilevel effects of the independent variables. There are three significant findings. First, our model finds a significant relation between total data breach cost and revenue, the total amount of PII and SPII, and class action lawsuits. Second, the categorisation of personal information as sensitive and non-sensitive explains the cost better than previous work. Finally, all of the independent variables demonstrate multilevel factorial interactions.
      PubDate: 2020-07-31
       
 
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