Projects funded by the NCN
Parisian fluctuation theory for Lévy processes
2015/19/D/ST1/01182
Keywords:
risk process Lévy process ruin probability ruin probability with Parisian delay
Descriptors:
- 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: 1
Call: SONATA 10 - announced on 2015-09-15
Amount awarded: 119 660 PLN
Project start date (Y-m-d): 2016-07-11
Project end date (Y-m-d): 2020-01-10
Project duration:: 42 months (the same as in the proposal)
Project status: Project settled
Project description
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