Call for Papers | Cyber Risks and Insurance
The emergence of cyber insurance has created a thriving, interdisciplinary community of scholars spanning finance, computer science, law, business, economics, public policy, international relations, and more. The Geneva Association is pleased to announce a special October 2026 issue of The Geneva Papers on Risk and Insurance on Cyber Risks and Insurance.
We encourage scholars from all disciplines to submit contributions related to topics including, but not limited to:
Catalysing Cyber Risk Transfer to Capital Markets | Key messages
Could insurance-linked securities (ILS) help close the cyber protection gap? Our recent report explores how a more robust cyber ILS market could expand insurers’ appetites and abilities to take on extreme cyber risks, and what is needed to catalyse growth in this space.
Insurance in a Fragmented World Economy | Key messages
The notable rise of geoeconomic issues in the World Economic Forum's 2025 Global Risk Report rankings reflects widespread uncertainty about the future of global economic relations. What should insurers expect? Our report explores this topic in depth, outlining how insurance companies may need to adapt.
New research by the Geneva Association analyses the effects of ‘slowbalisation’ on the insurance industry
ZURICH, 15 January 2024 – The global economy is shifting from integration to fragmentation as nations prioritise security over efficiency. A new research report by the Geneva Association, Insurance in a Fragmented World Economy, explores the implications of reduced globalisation, or ‘slowbalisation’, for re/insurers and strategies for companies to adapt to evolving risks.
Financial innovations like cyber Cat bonds will help address the cyber protection gap, says Geneva Association report
ZURICH, 12 December 2024 – A new Geneva Association report, Catalysing Cyber Risk Transfer to Capital Markets: Catastrophe bonds and beyond, examines the role of alternative risk transfer (ART) mechanisms in addressing escalating cybersecurity risks.