Cyber Insurance Market Signals

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  "title": "Cyber Insurance Market Signals",
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  "lastUpdated": "2026-04-25",
  "dateCreated": "2026-04-25",
  "summary": "Analyzes cyber insurance market signals (2017–2024) as revealed-preference evidence on catastrophic cyber risk, using premium data, loss ratios, war exclusions, reinsurance structures, and cat bond issuance to argue that the market treats correlated systemic cyber events as largely uninsurable; Munich Re's 200-year return period estimates range from \\$20–46B in industry losses against \\$16.6B in annual premiums, with \\$575M in cyber cat bonds representing ~1.3% of total cat bond market.",
  "description": "Cyber insurance pricing, capacity limits, war exclusions, and reinsurance structures as revealed-preference evidence on the market's expected damage distribution and catastrophic tail risk.",
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