Date of Award

Fall 11-21-2019

Degree Type

Dissertation

Degree Name

Doctor of Philosophy (PhD)

Department

Risk Management and Insurance

First Advisor

Glenn Harrison

Second Advisor

Hamed Amini

Third Advisor

Francis Annan

Fourth Advisor

Stephen Shore

Fifth Advisor

James Todd Swarthout

Abstract

Participation in networks inevitably involves risk. However, the study of networks has, perhaps surprisingly, not had much to say about network risk in the sense that most economists would use the term ‘risk.’ No consensus has even emerged on what such a model would constitute. Network risk appears to be present in the world, whether in the financial sector, in transportation, or with regards to interpersonal connections, and yet we have few tools for modeling it. The primary contribution of this thesis is a formal notion of network risk, and a set of tools for measuring it.

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