Projects funded by the NCN
Multi-peril and multi-region natural catastrophe risk management: from building multidimensional loss models to novel CAT securities
2022/47/B/HS4/02139
Keywords:
natural hazards financial and insurance markets CAT bonds multivariate stochastic models pricing of financial instruments
Descriptors:
- HS4_006:
- ST1_017:
- HS4_003:
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Politechnika Wrocławska
woj. dolnośląskie
Principal investigator (from the host institution):
dr hab. Krzysztof Waldemar Burnecki
Number of co-investigators in the project: 4
Call: OPUS 24 - announced on 2022-07-15
Amount awarded: 600 697 PLN
Project start date (Y-m-d): 2023-06-27
Project end date (Y-m-d): 2026-06-26
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (2)
- Pricing of insurance-linked securities: a multi-peril approachAuthors:Krzysztof Burnecki, Marek A. Teuerle, Martyna ZdebAcademic press:Journal of Mathematics in Industry (rok: 2024, tom: 14, strony: 45674), Wydawca: SpringerStatus:PublishedDOI:10.1186/s13362-024-00154-9 - link to the publication
- Tail and memory behaviour of the cryptocurrency prices and stock market indicesAuthors:Julia Kończal, Michał WronkaAcademic press:Mathematica Applicanda (rok: 2024, tom: 52, strony: 85-117), Wydawca: Polskie Towarzystwo MatematyczneStatus:PublishedDOI:10.14708/ma.v52i1.7305 - link to the publication