CORDIS Project
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This project explores multivariate shock models to analyze systems affected by random shocks. It aims to enhance understanding of risk analysis in various applications, such as financial networks and infrastructure, by developing both parametric and nonparametric models.
The project I am presenting is meant to fulfill the ideals behind a Marie Curie CIG.
In fact, while it has its solid roots in the studies I have conducted so far, in my PhD thesis and during my postdoctoral research period at Bern University (CH), it also possesses all the ingredients to integrate and complement the research interests and projects of my new research “home”, TU Delft (NL).From a scientific point of view, the project represents a clear evolution of my research interests: moving fr…
TECHNISCHE UNIVERSITEIT DELFT
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