Risk Analysis, Ruin and Extremes (RARE)
University of Liverpool IFAM, together with a consortium of 11 other international higher education institutions including IIM Bangalore, has been awarded a four year EU Framework 7 project, within the Marie Curie People Action on International Research Staff Exchange (IRSES). The project aims at developing the theoretical side of the analysis of ruin probabilities in case of disasters or extreme shocks for insurance- like risk pools, by the introduction and analysis of new risk measures, and by (asymptotic) quantification of aggregated risk, central topics of interest for the prediction of financial disasters and more generally for risk management. It investigates Risk Modeling, New Development on Extreme Rare Events etc. Link to the project page is given below. http://www.liv.ac.uk/institute-for-financial-and-actuarial-mathematics/rare/
Risk Analysis, Ruin and Extremes (RARE)
Project Team: | Shubhabrata Das |
Sponsor: | Marie Curie International Research Staff Exchange Scheme Fellowship within the 7th European Community Framework Programme Quantitative |
Project Status: | Ongoing (Initiated in 2013 ) Grant period - (Jan 2013– Dec 2016) |
Area: | Decision Sciences |
Abstract: | University of Liverpool IFAM, together with a consortium of 11 other international higher education institutions including IIM Bangalore, has been awarded a four year EU Framework 7 project, within the Marie Curie People Action on International Research Staff Exchange (IRSES). The project aims at developing the theoretical side of the analysis of ruin probabilities in case of disasters or extreme shocks for insurance- like risk pools, by the introduction and analysis of new risk measures, and by (asymptotic) quantification of aggregated risk, central topics of interest for the prediction of financial disasters and more generally for risk management. It investigates Risk Modeling, New Development on Extreme Rare Events etc. Link to the project page is given below. http://www.liv.ac.uk/institute-for-financial-and-actuarial-mathematics/rare/ |