Grant: Discovery Grants Program - Individual
University of Waterloo
$86,000.00
Mathematical aspects of some robust techniques in risk management
EF 2021-22
Résumé
G-expectation; pathwise Itô calculus; risk management; risk measures; robust optimization; robust statistics
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2017-04054
Name nom
Schied, Alexander
Department département
Statistics and Actuarial Science
Organization id
33
Institution établissement
University of Waterloo
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2017
Award amount
86000
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
1205
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Mathematical sciences
Area of application fr
Sciences mathématiques
Research subject code
3007
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Stochastic processes
Research subject fr
Processus stochastiques
Installment
inst:5; 6
Partie
2
Nb partie
6
Application title
Mathematical aspects of some robust techniques in risk management
Keyword
NSERC
Application summary
G-expectation; pathwise Itô calculus; risk management; risk measures; robust optimization; robust statistics
