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Abstract
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| This program aims at integrating the interdisciplinary capacities (applied mathematics, statistics, operations research, economics, computer science and political science) of some of the key groups within Madrid in the field of risk analysis. The program will deal with common themes relevant across various application areas in relation with: ¿ Basic and fundamental modelling issues in areas such as extreme event theory (models and inference), expert pooling, or negotiation analysis. ¿ Novel modelling tools in areas such as multiattribute risk measures, adversarial modelling, risk sharing models, or multivariate extreme events inference. ¿ Novel computational approaches such as reduced order models to approximate risk measures, optimisation over continuous influence diagrams describing risk management problems or Bayesian discrete event simulation for complex risk assessment models. ¿ Applications to traditional areas of risk analysis, such as finance or insurance, in relation with problems such as financial fraud detection or auction models. ¿ Applications in banking such as credit risk modelling, pricing, managing and hedging. ¿ Operational risk and its applications in both financial and non-financial institutions. ¿ Applications to novel areas of risk analysis such as counterterrorism modelling and management in relation with national security; critical infrastructure protection; Information and Communication Technologies in relation with cybersecurity or cyberfraud detection; or risk analysis in relation with aviation operations. ¿ Last but not least, issues of risk communication such as how to convey meaningfully the notion of risk to a non-specialist. Through this program we aim at dealing with the overarching questions in the field of risk analysis, with a view towards unification of concepts, tools and methods acroos different application areas, and convert our team in a reference across the world. | |
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International
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No |
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Project type
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Proyectos y convenios en convocatorias públicas competitivas |
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Company
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Ministerio de Ciencia e Innovación |
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Entity Nationality
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ESPAÑA |
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Entity size
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Gran Empresa (>250) |
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Granting date
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18/01/2009 |