Projects funded by the NCN
Large Deviations and RuinProbabilities for Multivariate Random Iterative Mappings
2011/01/M/ST1/04604
Keywords:
stochastic recursions Lipschitz recursions stationary measures large deviations ruin probabilities ARCH and GARCH models,fractional moments discrete and continuous time perpetuities.
Descriptors:
- ST1_8: Analysis
- ST1_13: Probability and statistics
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Uniwersytet Wrocławski, Wydział Matematyki i Informatyki
woj. dolnośląskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 7
Call: HARMONIA 1 - announced on 2011-03-15
Amount awarded: 223 600 PLN
Project start date (Y-m-d): 2011-12-01
Project end date (Y-m-d): 2014-11-30
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled