论文标题
使用风险偏好设计减轻网络保险中的道德危害
Mitigating Moral Hazard in Cyber Insurance Using Risk Preference Design
论文作者
论文摘要
网络保险是一种可以改善网络物理系统（CPS）安全性和弹性的风险分担机制。被保险人的风险偏好在网络保险市场中起着重要作用。随着信息技术的进步，它可以通过推动，营销或其他类型的信息活动来重塑。在本文中，我们为一类主要代理网络保险问题提供了风险偏好设计框架。它为保险公司设计激励兼容和最大化网络保险合同的自由度创造了一个额外的自由度。此外，这种方法可以实现一种定量方法来减少由保险人和保险公司之间的信息不对称引起的道德危害。我们表征了最佳合同在结果中单调的条件。这证明了实践中线性合同的可行性合理。这项工作建立了一个度量，以量化道德危害的强度，并通过风险偏好设计创建一个理论的基础，以控制道德危害。我们使用线性合同案例研究来显示数值结果并证明其在增强CPS安全性中的作用。
Cyber insurance is a risk-sharing mechanism that can improve cyber-physical systems (CPS) security and resilience. The risk preference of the insured plays an important role in cyber insurance markets. With the advances in information technologies, it can be reshaped through nudging, marketing, or other types of information campaigns. In this paper, we propose a framework of risk preference design for a class of principal-agent cyber insurance problems. It creates an additional dimension of freedom for the insurer for designing incentive-compatible and welfare-maximizing cyber insurance contracts. Furthermore, this approach enables a quantitative approach to reduce the moral hazard that arises from information asymmetry between the insured and the insurer. We characterize the conditions under which the optimal contract is monotone in the outcome. This justifies the feasibility of linear contracts in practice. This work establishes a metric to quantify the intensity of moral hazard and create a theoretic underpinning for controlling moral hazard through risk preference design. We use a linear contract case study to show numerical results and demonstrate its role in strengthening CPS security.
