Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Mathematical modelling of risk measures and optimal strategies

2011/01/B/HS4/00982

Keywords:

ruin hedging risk theory

Descriptors:

  • HS4_6: Financial markets, international finance, public finance

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Wrocławski, Wydział Matematyki i Informatyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Zbigniew Palmowski 

Number of co-investigators in the project: 3

Call: OPUS 1 - announced on 2011-03-15

Amount awarded: 229 500 PLN

Project start date (Y-m-d): 2011-12-01

Project end date (Y-m-d): 2014-05-31

Project duration:: 30 months (the same as in the proposal)

Project status: Project settled