| EPSRC Reference: |
GR/T23879/01 |
| Title: |
Measures of risk and uncertainty at the interface of insurance and finance |
| Principal Investigator: |
Barrieu, Professor PMI |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Statistics |
| Organisation: |
London School of Economics & Pol Sci |
| Scheme: |
Overseas Travel Grants Pre-FEC |
| Starts: |
01 July 2004 |
Ends: |
30 September 2005 |
Value (£): |
8,590
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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Summary on Grant Application Form |
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The key objective of the proposed research is to assess risk in various areas in the interface of insurance and finance.The development, generation and characteristics of consistentdynamic risk measures will be studied in detail just as the question of the impact of additional information on risk assessment.This project is based on a close research relationship with Professor Nicole El Karoui (C.M.A.P, Ecole Polytechnique and Probability Department, University Paris VI, Paris - France) Her deep involvement is reflected by her past and current collaborations with Pauline Barrieu. Moreover, this research project can only benefit from her experience and past research, especially B.S.D.E.s.Moreover, several academic visits to different European institutions and the participation at international conferences are also planned.The total cost for this project, including travel and subsistence, is 9,000.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.lse.ac.uk |