CORDIS
EU research results

CORDIS

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"Risk Analysis, Ruin and Extremes"

Project information

Grant agreement ID: 318984

Status

Closed project

  • Start date

    1 December 2012

  • End date

    30 November 2016

Funded under:

FP7-PEOPLE

  • Overall budget:

    € 783 000

  • EU contribution

    € 783 000

Coordinated by:

THE UNIVERSITY OF LIVERPOOL

United Kingdom

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."
Leaflet | Map data © OpenStreetMap contributors, Credit: EC-GISCO, © EuroGeographics for the administrative boundaries

Coordinator

THE UNIVERSITY OF LIVERPOOL

Address

Brownlow Hill 765 Foundation Building
L69 7zx Liverpool

United Kingdom

Activity type

Higher or Secondary Education Establishments

EU Contribution

€ 226 200

Administrative Contact

Corina Constantinescu (Dr.)

Participants (4)

ASSOCIATION GROUPE ESSEC

France

EU Contribution

€ 116 000

UNIVERSITE DE LAUSANNE

Switzerland

EU Contribution

€ 305 300

UNIWERSYTET WROCLAWSKI

Poland

EU Contribution

€ 135 500

EIDGENOESSISCHE TECHNISCHE HOCHSCHULE ZUERICH

Switzerland

Project information

Grant agreement ID: 318984

Status

Closed project

  • Start date

    1 December 2012

  • End date

    30 November 2016

Funded under:

FP7-PEOPLE

  • Overall budget:

    € 783 000

  • EU contribution

    € 783 000

Coordinated by:

THE UNIVERSITY OF LIVERPOOL

United Kingdom