Yousra Cherkaoui Tangi

With ransomware attacks on the rise all over the world, regulators are keeping a close eye on the reimbursement of ransoms by insurers.

We present a toy portfolio inspired by OECD sectors data where the interactions between the insured are modeled through a network.

We present a calibration technique for one complex risk neutral model, relying on neural networks and significantly reducing computational time.