Linkage Projects - Grant ID: LP130100723

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP130100723

Funding Status
Closed

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Funded Activity 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.

Funded Activity Details

Start Date: 13-12-2013

End Date: 01-06-2020

Funding Scheme: Linkage Projects

Funding Amount: $232,449.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Applied Statistics | Investment and Risk Management | Banking, Finance and Investment | Insurance Studies

ANZSRC Socio-Economic Objective (SEO)

Superannuation and Insurance Services |

Other Keywords

Applied Statistics | Banking, Finance and Investment | Insurance Studies | Investment and Risk Management | Superannuation and Insurance Services

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