Grant: Discovery Grants Program - Accelerator Supplements
University of Waterloo
$80,000.00
Model uncertainty and robustness in risk management
EF 2019-20
Résumé
banking,dependence modeling,model uncertainty,optimization,risk aggregation,risk management,risk measures,risk sharing,robustness,systemic risk
Programme
Discovery Grants Program - Accelerator Supplements
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
522590-2018
Name nom
Wang, Ruodu
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
2019
Competition year année de concours
2018
Award amount
80000
Program id
RGPAS
Program name en
Discovery Grants Program - Accelerator Supplements
Program name fr
Programme de subventions à la découverte - supplément d'accélération
Group en
DISCOVERY RESEARCH
Group fr
RECHERCHE AXÉE SUR LA DÉCOUVERTE
Committee code
1559
Committee name en
DAS Selection Committee
Committee name fr
SAD Comité de sélection
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
3000
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Statistics and probability
Research subject fr
Statistique et probabilité
Installment
inst:2 - 3
Partie
2
Nb partie
3
Application title
Model uncertainty and robustness in risk management
Keyword
NSERC
Application summary
banking,dependence modeling,model uncertainty,optimization,risk aggregation,risk management,risk measures,risk sharing,robustness,systemic risk
