In the recent period, Cyber-Risk has emerged as one of the major threats for every company. Costs due to cyber-crime are increasing exponentially, leading to severe financial consequences. The absence of enough reliable data and lack of a fully developed methodology to model cyber-risk make its understanding very challenging. Our aim is to develop new models constructed by keeping in mind the main characteristics of this risk, and assess their performances on the database of Cyber Crimes Complaints registered at C3N (Centre de lutte Contre les Criminalités Numériques) of PJGN (Police Judiciaire de la Gendarmerie Nationale).