Grant: Discovery Grants Program - Individual
Concordia University
$16,000.00
Measures and Models for Dependent Actuarial Risks
FY 2021-22
Summary
Dependence modeling; Estimation; Insurance models; Level sets; Multivariate distributions; Multivariate Risk measures; Optimal pricing; Reinsurance; Risk decomposition; Risk Theory
Program
Discovery Grants Program - Individual
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data
As published
Application id
RGPIN-2015-05447
Name nom
Mailhot, Mélina
Department département
Mathematics and Statistics - Mathematics and Statistics
Organization id
70
Institution établissement
Concordia University
Province en
Québec
Province fr
Québec
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2015
Award amount
16000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
1200
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Advancement of knowledge
Area of application fr
Avancement des connaissances
Research subject code
3004
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Applied statistics
Research subject fr
Statistique appliquée
Installment
inst:7
Partie
1
Nb partie
8
Application title
Measures and Models for Dependent Actuarial Risks
Keyword
NSERC
Application summary
Dependence modeling; Estimation; Insurance models; Level sets; Multivariate distributions; Multivariate Risk measures; Optimal pricing; Reinsurance; Risk decomposition; Risk Theory
