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_6: Financial markets, international finance, public finance
- ST1_17: Applied mathematics
- HS4_3: Econometrics, statistical methods
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: 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
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