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Contrasting the optimal resource allocation to cybersecurity and cyber insurance using prospect theory versus expected utility theory

Chaitanya Joshi, Jinming Yang, Sergeja Slapnicar, Ryan K L Ko

arXiv 28 Nov 2024 · Econometrics · publishedComputers & Security (2025) · 5 citations (OpenAlex)

arXiv:2411.18838 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Protecting against cyber-threats is vital for every organization and can be done by investing in cybersecurity controls and purchasing cyber insurance. However, these are interlinked since insurance premiums could be reduced by investing more in cybersecurity controls. The expected utility theory and the prospect theory are two alternative theories explaining decision-making under risk and uncertainty, which can inform strategies for optimizing resource allocation. While the former is considered a rational approach, research has shown that most people make decisions consistent with the latter, including on insurance uptakes. We compare and contrast these two approaches to provide important insights into how the two approaches could lead to different optimal allocations resulting in differing risk exposure as well as financial costs. We introduce the concept of a risk curve and show that identifying the nature of the risk curve is a key step in deriving the optimal resource allocation.

Citation extraction

50
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112
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appendix boundary found by appendix_titled_section at “Supplementary material” · 86% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Marotta, A., Martinelli, F., Nanni, S., Orlando, A., and Yautsiukhin… (2017) Cyber-insurance survey1.000124100%
2Hwang, I. D (2021) Prospect theory and insurance demand: Empirical evidence on the role of loss aversion1.00063100%
3Sydnor, J (2010) (over)insuring modest risks1.00053100%
4Tversky, A. and Kahneman, D (1992) Advances in prospect theory: Cumulative representation of uncertainty0.9507486%
5de Smidt, G. and Botzen, W (2018) Perceptions of corporate cyber risks and insurance decision-making0.92843100%
6Bruhin, A., Fehr-Duda, H., and Epper, T (2010) Risk and rationality: Uncovering heterogeneity in probability distortion0.8434375%
7Back, K. E (2017) 3Utility and Risk Aversion0.81142100%
8Uuganbayar, G., Yautsiukhin, A., Martinelli, F., and Massacci, F (2021) Optimisation of cyber insurance coverage with selection of cost effective security controls0.81142100%
9Kunreuther, H. and Pauly, M (2004) Neglecting disaster: Why don't people insure against large losses?0.73732100%
10Kahneman, D. and Tversky, A (1979) Prospect theory: An analysis of decision under risk0.73732100%

Showing the top 10 of 50 scored citations.