Cyentia Institute
Quantitative research programme on information risk. Models the frequency and severity of cyber loss events from large claims databases, with particular care given to distributions and tails. A reference for anyone seeking usable parameters rather than averages.
Statistical analysis of historical loss databases covering tens of thousands of events, with distribution fitting and tail-parameter estimation. Methodological rigour is high; access to the underlying datasets nonetheless remains restricted.
Use to parameterise a cyber loss model (frequency, severity, dependence) beyond market averages. Particularly suited to actuarial work and simulation modules.