Discovery Projects - Grant ID: DP160103489

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP160103489

Funding Status
Closed

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Funded Activity Summary

Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk management around natural catastrophes and long-term asset investment of pension funds. The solutions and outcomes are expected to deliver optimal resource allocation proposals and better management of risk exposure in practice.

Funded Activity Details

Start Date: 01-02-2016

End Date: 30-06-2021

Funding Scheme: Discovery Projects

Funding Amount: $343,700.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Optimisation | Statistical Theory | Stochastic Analysis and Modelling | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in the Information and Computing Sciences | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Expanding Knowledge in the Information and Computing Sciences | Expanding Knowledge in the Mathematical Sciences | Optimisation | Statistical Theory | Statistics | Stochastic Analysis and Modelling

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