Projects funded by the NCN
Optimization methods in actuarial science and finance
2016/23/B/HS4/00566
Keywords:
optimization ruin dividends VAR mortality rate
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_16: Other related subjects
- ST1_18: Control theory and optimisation
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):
Number of co-investigators in the project: 1
Call: OPUS 12 - announced on 2016-09-15
Amount awarded: 243 900 PLN
Project start date (Y-m-d): 2017-07-17
Project end date (Y-m-d): 2021-07-16
Project duration:: 48 months (the same as in the proposal)
Project status: Project settled
Project description
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