Graf, Mathias

Forschungsprojekt

• Development of stochastic typhoon model in Northwest Pacific region and its application to portfolio loss estimation

A framework as well as a software tool for portfolio loss estimation due to typhoon events is established taking basis in the Bayesian statistics and Bayesian probabilistic network. The Bayesian approach enables consistent integration of historical evidence, professional experience and scientific knowledge for typhoon events. The established software tool supports decision makers in insurance industries to design their insurance policies with a better precision, by incorporating information available at any stage of decision making.

Curriculum Vitae

• 2006 Master of Science in Informatics with concentration in Information Systems, University of Zürich, CH

• since 2007 Research assistant, Group of Prof. M.H. Faber, Risk and Safety, ETH

Teaching

• Course title: Risk assessment (Master of Advanced Studies in Natural Hazards
  Management)
  Level and place: Master of Advanced Studies, ETH Zurich
  Dates: 2011

• Course title: Statistics and probability theory
  Level and place: Second semester level, Institute of Structural Engineering, ETH Zurich
  Dates: 2011

• Course title: Statistics and probability theory (exercises)
  Level and place: Second semester level, Institute of Structural Engineering, ETH Zurich
  Dates: 2008-2010

• Course title: Risiko und Sicherheit im Bauingenierwesen (Certificate of Advanced Studies in Risiko und Sicherheit technischer Systeme) (exercises)
  Level and place: Certificate of Advanced Studies, ETH Zurich
  Dates: 2009

• Supervision of Master projects related to the field of typhoon risk assessment.

Publications

PhD thesis

• Graf, M. (2012), Bayesian framework for probabilistic modelling of typhoon risks. ETH Zurich

Master thesis

• Graf, M. (2006), Ausarbeitung und Umsetzung einer Experimentalumgebung zur Benutzeranalyse in mobilen Umgebungen. University of Zurich

Refereed journal papers

2011

• Nishijima, K., Maruyama T., Graf, M. (2011) A preliminary impact assessment of typhoon wind risk of residential buildings in Japan under future climate change, submitted to Hydrological Research Letters

2009

• Graf, M., Nishijima, K., and Faber, M. H. (2009). Bayesian updating in natural hazard risk assessment. Australian Journal of Structural Engineering, 9(1), 35-44.

Conference papers

2011

• Graf, M., Nishijima, K. (2011). Issues of epistemic uncertainty treatment in decision analysis for tropical cyclone risk management, 11th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 11, Zürich, Switzerland.

2009

• Graf, M., Nishijima, K. and Faber, M.H. (2009). A probabilistic typhoon model for the northwest Pacific region. Proceedings of the 7th Asia-Pacific Conference on Wind Engineering, APCWE7, Taipei, Taiwan.

• Nishijima, K., Graf, M., and Faber, M.H. (2009). Optimal evacuation and shut-down decisions in the face of emerging natural hazards. Proceedings of the 10th International Conference on Structural Safety and Reliability, ICOSSAR2009, Osaka, Japan.

2008

• Graf, M., Nishijima, K., and Faber, M.H. (2008). Adaptation of typhoon risk modelling to climate changes. International Disaster and Risk Conference, IDRC, Davos, Switzerland.

Workshop papers

2008

• Nishijima, K., Graf, M., and Faber, M. H. (2008). From Near-real-time Information Processing to Near-real-time Decision Making in Risk Management of Natural Hazards. Inaugural International Conference of the Engineering Mechanics Institute, EM08, University of Minnesota, Minneapolis, Minnesota.

2007

• Graf, M., Nishijima, K., and Faber, M. H. (2007). Bayesian updating in natural hazard risk assessment. International Forum on Engineering Decision Making, Third IFED Forum, Shoal Bay, Australia.

Research reports, other publications and presentations

2011

• Nishijima, K., Graf, M., and Faber, M. H. (2011). Technical note on Development of stochastic typhoon model in Northwest Pacific region and its application to portfolio loss estimation (2nd phase). AON Benfield Tokyo.

2009

• Nishijima, K., Graf, M., and Faber, M. H. (2009). Technical note on Development of stochastic typhoon model in Northwest Pacific region and its application to portfolio loss estimation (1st phase). . AON Re Tokyo.

• Graf, M., Nishijima, K., and Faber, M. H. (2009). User manual for Typhoon Risk Analysis. AON Re Tokyo.