Discovery Projects - Grant ID: DP0880693

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0880693

Funding Status
Closed

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Funded Activity Summary

Boundary Crossing Analysis for Random Processes with Applications to Risk Management. Effective management of environmental, financial and superannuation investment risks is vitally important for Australia. Results of the project will add to the theoretical foundations of risk management and provide new computational tools for specialists working in the areas of financial engineering, insurance, superannuation funds. These tools will assist in improving risk profile evaluation and developing new statistical control charts for security monitoring of epidemics, networks intrusions and other potentially dangerous changes. The research will also give Australia a competitive advantage in the area of education related to stochastic processes, mathematical finance, control theory and their applications.

Funded Activity Details

Start Date: 01-02-2008

End Date: 30-06-2011

Funding Scheme: Discovery Projects

Funding Amount: $235,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Statistics | Risk Theory |

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Insurance services | Mathematical sciences

Other Keywords

Finance | Finance and investment services | Insurance services | Mathematical sciences | Risk Theory | Statistics | Stochastic Analysis And Modelling

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