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"Risk Analysis, Ruin and Extremes" (RARE)

Date du début: 1 déc. 2012, Date de fin: 30 nov. 2016,

"This project, named Risk Analysis, Ruin and Extremes (RARE), aims at developing the theoretical side of the analysis of ruin probabilities in case of disasters or extreme shocks for insurance-like risk pools, by the introduction and analysis of new risk measures, and by (asymptotic)quantification of aggregated risk, central topics of interest for the prediction of financial disasters and more ge ...
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