Pemodelan Distribusi Kerugian Siber Dengan Pendekatan Copula Dan Perhitungan Premi Murni Asuransi Siber

Idellie, Putri Lathifah (2022) Pemodelan Distribusi Kerugian Siber Dengan Pendekatan Copula Dan Perhitungan Premi Murni Asuransi Siber. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Percepatan perkembangan teknologi dan informasi serta kemudahan akses internet mendorong proses digitalisasi semakin luas. Hampir seluruh alat komunikasi baik alat komunikasi pribadi maupun perusahaan menggunakan jaringan internet untuk menerima, mengirimkan serta menyimpan data. Digitalisasi tidak hanya memberikan dampak positif bagi pengguna namun juga terdapat risiko-risiko siber didalamnya. Perkembangan digitalisasi dan meluasnya penggunaan internet membuat risiko atas kerugian yang diakibatkan serangan siber kerap terjadi dan beragam. Beberapa jenis serangan siber yang umumnya terjadi dan dapat terlindungi asuransi diantaranya serangan ransomware, business email compromise (BEC), phishing, dan kelalaian sumber daya manusia (SDM). Salah satu cara untuk mengurangi kerugian atas dampak yang ditimbulkan dari risiko siber yaitu dengan menggunakan jasa asuransi umum berupa produk asuransi siber. Asuransi siber merupakan produk dari asuransi umum yang melindungi pemegang polis dari kejadian tidak menentu terkait kejadian yang berhubungan dengan pengadaan sistem informasi. Perhitungan harga produk asuransi siber berbeda dengan perhitungan premi asuransi tradisional. Asuransi siber tidak memiliki sistem penilaian standar atau tabel aktuaria untuk menentukan harga premi, premi asuransi siber menggunakan variabel ranking yang menjadi dasar pengambilan keputusan. Maka dari itu, pada penelitian ini dilakukan perhitungan premi murni asuransi siber dengan metode black scholes dari simulasi Monte Carlo berbasis copula terpilih berdasarkan data historis variabel banyak komputer terpilih (xk) dan besar kerugian dalam dolar(yk) sebagai fungsi distribusi kerugian dan waktu tunggu kejadian serangan siber (T) dengan simulasi proses poisson dan menghasilkan distribusi marginal.
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The acceleration of the development of technology and information as well as the ease of internet access are driving the wider digitization process. Almost all communication tools, both personal and corporate communication tools, use the internet network to receive, transmit and stores data. Digitization not only has a positive impact on users, but there are also cyber risks in it. The development of digitalization and the widespread use of the internet make the risks
of losses caused by cyber attacks frequent and varied. Several types of cyber attacks that generally occur and can be covered by insurance include ransomware attacks, business email compromise (BEC), phishing, and negligence of human resources (HR). One way to reduce losses from the impact of cyber risk is to use general insurance services in the form of cyber insurance products. Cyber insurance is a product of general insurance that protects policyholders from uncertain events related to events related to the procurement of information systems. The calculation of the price of cyber insurance products is different from the calculation of traditional insurance premiums. Cyber insurance does not have a variable rating system or actuarial table to determine premium prices, cyber insurance premiums use rankings which are the basis for making decisions. Therefore, in this study, pure cyber insurance premiums were calculated using the Black Scholes method from selected copula-based Monte Carlo simulations from historical data on selected computer variables (xk) and loss magnitude in dollar (yk) as a function of distribution of losses, and waiting time for cyber attacks (T) generated with Poisson process simulation by simulating the Poisson process and producing a marginal distribution of x ~ Geometry (0.053974) and y ~ Lognormal (11.04501; 2.13956), Frank's copula with parameter _F= 11.42 and obtained a pure cyber insurance premium of $0 - $165,870 for each company.

Item Type:	Thesis (Other)
Additional Information:	RSAk 519.544 Ide p-1 2022
Uncontrolled Keywords:	Asuransi siber, Black Scholes, Copula Archimedean, Distribusi frekuensi, Distribusi kegagalan, Simulasi Monte Carlo, Simulasi proses poisson Archimedean copula, Black Scholes, Cyber Insurance, Frequency distribution, Loss distribution, Monte Carlo simulation, Poisson process simulation
Subjects:	H Social Sciences > HA Statistics > HA31.7 Estimation
Divisions:	Faculty of Mathematics, Computation, and Data Science > Actuaria > 94203-(S1) Undergraduate Thesis
Depositing User:	Mr. Marsudiyana -
Date Deposited:	26 Nov 2024 06:03
Last Modified:	26 Nov 2024 06:03
URI:	http://repository.its.ac.id/id/eprint/115839

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