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Field of Research : Applied Statistics
Australian State/Territory : NSW
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  • Funded Activity

    Linkage Projects - Grant ID: LP130100723

    Funder
    Australian Research Council
    Funding Amount
    $232,449.00
    Summary
    Modelling claim dependencies for the general insurance industry with economic capital in view: an innovative approach with stochastic processes. This project will develop and enhance multi-dimensional models used to describe and assess the risks borne by general insurers. These innovative methods, which will be directly applicable by the industry, will strengthen the efficiency and the safety of the Australian economy.
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