Pemodelan dan simulasi asuransi siber korporat = Modeling and simulation of corporate cyber insurance

Suharso, Louis Jack Anthony (2024) Pemodelan dan simulasi asuransi siber korporat = Modeling and simulation of corporate cyber insurance. Bachelor thesis, Universitas Pelita Harapan.

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Abstract

Penelitian ini bertujuan untuk mencari metode pemodelan dan simulasi data premi asuransi siber korporat pada jaringan komputer yang tepat dan efisien. Seiring dengan kemajuan teknologi yang cepat, meningkatnya risiko siber pada jaringan komputer menjadi isu yang signifikan. Insiden peretasan data pada jaringan komputer yang terjadi merepresentasikan dampak serius, mengancam reputasi perusahaan, dan merugikan bagi kegiatan operasional bagi yang tidak mempersiapkan diri menghadapi risiko siber. Dalam menghadapi ancaman siber yang semakin meluas, asuransi penanggulangan siber menjadi komponen penting dalam melindungi jaringan komputer. Namun, karena tidak tersedianya tabel aktuaria untuk asuransi siber, diperlukan pendekatan simulasi data. Fokus penelitian ini terletak pada asuransi korporat dengan menerapkan prinsip kesetaraan (\textit{Equivalence Principle}), \textit{Value at Risk} (VaR), dan \textit{Tail Value at Risk} (TVaR) untuk menetapkan premi bersih. Melalui simulasi Monte Carlo yang telah dimodifikasi, penelitian ini menguraikan model asuransi siber pada jaringan komputer selama satu tahun. Analisis parameter model menyoroti peran kunci dalam manajemen risiko siber yang berdampak pada rata-rata premi bersih. Hasil penelitian ini memberikan wawasan komprehensif, menekankan urgensi perlindungan asuransi yang efektif pada jaringan komputer. Sebuah algoritma simulasi Monte Carlo yang efisien telah dikembangkan dan dianalisis untuk memperoleh data yang akurat terkait serangan siber pada komputer dalam jaringan yang terhubung sepenuhnya menggunakan model \textit{multiple state} yang telah dimodifikasi. Diharapkan bahwa penelitian ini dapat memberikan kontribusi berharga dalam pengelolaan risiko di era digital. Pengembangan algoritma ini juga diharapkan dapat memperkaya pendekatan akademis dan berkelanjutan dalam mengurangi dampak risiko siber, mencerminkan semangat proaktif dalam menghadapi tantangan keamanan di era digital yang terus berkembang. / This research aims to find an appropriate and efficient method for modeling and simulating corporate cyber insurance premium data on computer networks. With the rapid advancement of technology, the increasing cyber risks on computer networks have become a significant issue. Incidents of data breaches on computer networks represent serious impacts, threatening the company's reputation, and causing operational harm to those unprepared to face cyber risks. In the face of increasingly widespread cyber threats, cyber insurance becomes crucial in protecting computer networks. However, due to the unavailability of actuarial tables for cyber insurance, a data simulation approach is needed. This research focuses on corporate insurance by applying the Equivalence Principle, Value at Risk (VaR), and Tail Value at Risk (TVaR) principles to determine net premiums. This study outlines a cyber insurance model on computer networks through a modified Monte Carlo simulation for one year. The analysis of model parameters highlights key roles in cyber risk management that impact average net premiums. The results of this research provide comprehensive insights, emphasizing the urgency of effective insurance protection on computer systems. An efficient Monte Carlo simulation algorithm has been developed and analyzed to obtain accurate data related to cyber attacks on computers in fully connected networks using a modified multiple-state model. This research is expected to make a valuable contribution to risk management in the digital era. The development of this algorithm is also expected to enrich academic and sustainable approaches to reducing the impact of cyber risks, reflecting a proactive spirit in facing evolving security challenges in the digital age.

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