Discovery Projects - Grant ID: DP0877639

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0877639

Funding Status
Closed

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Funded Activity Summary

Dynamic risk measures. Exposure to risk is a pervasive problem. The results will be of importance for financial institutions when they estimate their exposure to risk. Other applications will be to determine the level of risk from a terrorist attack or regional instability. Companies wish to allocate resources to minimize their exposure to adverse events.

Funded Activity Details

Start Date: 2009

End Date: 12-2015

Funding Scheme: Discovery Projects

Funding Amount: $897,296.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Applied Mathematics | Systems Theory And Control

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Other | Insurance services |

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