Discovery Projects - Grant ID: DP0558957

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0558957

Funding Status
Closed

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

Rare Event Simulation with Heavy Tails. The project provides a rigorous way to enhance our understanding of the mechanisms that bring about catastrophic rare events such as urban flooding, electricity shortages and financial bankrupcy. Australia is at the forefront of exciting recent developments in rare event simulation. The advancement of the knowledge in this area will generate a competitive advantage for various sections of the Australian industry, including the areas of industrial reliability, finance and insurance, were accurate simulation techniques are becoming increasingly important.

Funded Activity Details

Start Date: 01-01-2005

End Date: 31-12-2008

Funding Scheme: Discovery Projects

Funding Amount: $150,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Probability Theory | Simulation And Modelling | Statistics | Statistical Theory

ANZSRC Socio-Economic Objective (SEO)

Insurance services | Mathematical sciences |

Other Keywords

Insurance services | Mathematical sciences | Probability Theory | Simulation And Modelling | Statistical Theory | Statistics

Related Links