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"Risk Analysis, Ruin and Extremes"

Objective

"This project, named Risk Analysis, Ruin and Extremes (RARE), 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.

Since specialists working on the areas of extremes and rare events are scarce and sparse, such an exchange program helps creating a needed network of knowledge, ideas and experience. We propose 12 international leading research centers from European, emergent and developed countries, to establish an initial network basis of 20 experienced researchers and 20 early stage researchers."

Call for proposal

FP7-PEOPLE-2012-IRSES
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Coordinator

THE UNIVERSITY OF LIVERPOOL
EU contribution
€ 226 200,00
Address
BROWNLOW HILL 765 FOUNDATION BUILDING
L69 7ZX Liverpool
United Kingdom

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Region
North West (England) Merseyside Liverpool
Activity type
Higher or Secondary Education Establishments
Administrative Contact
Corina Constantinescu (Dr.)
Links
Total cost
No data

Participants (4)