Graph-based approach to insurance/risk management?

jeudi 16 avril 2015

I've been studying economics from a network/graph theory based approach and so far it looks really cool. For example, for reinsurance/retrocession agreements you can construct a who-insures-whom graph to get a bird's eye view of the insurance network and analyze systemic risk.



Anyone look into this or see papers/books about it? Is this approach being used in industry?





Graph-based approach to insurance/risk management?

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