Math and Stat Colloquium Series

• October 20, 2022
• 3:00 PM - 4:00 CST
• MUND0609
• Not open to the public.
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• Details

  Speaker: Michelle Yuanying Guan

  Title: Network Models in Finance and Insurance

  Abstract: The financial systems can be perceived as a complex interacting system and networks of financial institutions exhibit complex structures. In this presentation, we will show how different network structures have an impact on the spread of financial risk among financial institutions. We will also investigate how these network structures can be applied to the study of cyber risk in the insurance field.

  About the speaker:
  Dr. Guan earned her PhD in Financial Mathematics from Florida State University in 2011. Prior to joining the faculty at DePaul University in 2020, Dr. Guan served as an Associate Professor and the Actuarial Science Advisor in the Department of Mathematics and Actuarial Science at Indiana University Northwest.
  Dr. Guan is an Associate of the Society of Actuaries (ASA). Her research interests are in financial mathematics and actuarial science, focusing on heterogeneous agent models in asset pricing and systemic risk in financial systems.
  https://csh.depaul.edu/faculty-staff/faculty-a-z/Pages/mathematical-sciences/michelle-guan.aspx