ACTUARY METHODS FOR ANALYSIS OF INFORMATION RISKS


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Abstract

The article discusses actuarial methods of information risk analysis. The concept of information risk is given, and strategies and methods of risk management are described. The fund estimates for losses in the individual risk model, in the collective risk model and in the Shuette – Nesbitt model are considered. Methods for assessing the required size of the fund and insurance premium are considered. The estimates obtained can be used both by the risk holder to form the fund necessary to cover losses (risk financing method), and by insurance organizations to calculate the insurance premium.

About the authors

Victor N. Nikishov

Samara National Research University

Author for correspondence.
Email: tsh-sea05@yandex.ru
ORCID iD: 0000-0003-3629-4015

Сandidate of Physical and Mathematical Sciences, associate professor of the Department of Mathematics and Business Informatics

Russian Federation

Vadim O. Levchenko

Samara National Research University

Email: vadlev83@yandex.ru
ORCID iD: 0000-0002-8648-3300

senior lecturer of the Department of Mathematics and Business Informatics

Russian Federation

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Copyright (c) 2020 Виктор Николаевич Никишов, Вадим Олегович Левченко

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