Date
Time



26th January 2022

27th January 2022

Time: 9.00 - 11.00 am

GMT Dublin

 

Venue
Online

Introduction to Graph Theory for Actuaries

Announcements from the EAA organiser: Graph theory is not only an important part of mathematical education. Its applications are widespread and of interest for economics, chemistry, Informatics, biology and engineers. Graph theory applies when net-like structures appear. That could be computer networks, traffic systems, electronic circuits, chemical compounds, economic relationships, or social networks. In insurance context, graphs occur in operational risk, cyber risk, customer behaviour, reputational risk, natural catastrophes, climate change, and many other contexts. To understand these kinds of networks is essential for valuation of risk, developing measures or calculating scenarios. Actuaries and risk managers are encouraged to learn about these techniques for better modelling of non-linear interrelated risks.

The web session will give an introduction to the mathematical theory of graphs and show how these techniques can be applied to risk management.

The web session is intended as an introduction for actuaries and risk managers wishing to learn about modelling of networks. It is designed for those who are or will be involved in operational risk, cyber risk, reputational risk, natural catastrophes or other interlinked risk sources.

Technical Requirements: Please check with your IT department if your firewall and computer settings support web session participation (the programme Zoom is used for this online training).

Click here to register. Your early-bird registration fee is € 200.00 plus 19% VAT for bookings by 15 December 2021. After this date, the fee will be € 270.00 plus 19% VAT.

Agenda

Wednesday, 26 January:

  • Introduction to graph theory
  • Undirected graphs

Thursday, 27 January:

  • Directed graphs
  • Applications
Biographical details

Christoph is a Senior Manager with Milliman and is leading the Milliman practice in Austria. He has twenty years experience in actuarial consulting in all relevant fields of businesses. Beside his professional career he served six years as President of the Actuarial Association of Austria and also six years in the Board of the AAE as Chairman of the Investment and Financial Risk Committee (nowadays Risk Management Committee). He is co-Author of many AAE publications, he also co-authored the paper “Actuaries and Operational Risk Management”.

Event Type
Web Session
Speakers/Presenters
Christoph Krischanitz
Organizer
European Actuarial Academy (EAA)