Scholarship 13/08059-4 - Probabilidade aplicada, Estatística aplicada

Grant number:	13/08059-4
Support Opportunities:	Scholarships abroad - Research
Effective date (Start):	September 01, 2013
Effective date (End):	November 30, 2013
Field of knowledge:	Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics

Principal Investigator:	Nikolai Valtchev Kolev
Grantee:	Nikolai Valtchev Kolev
Host Investigator:	Umberto Cherubini

Host Institution:	Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
Research place:	Università di Bologna, Italy

Abstract The project will focus on extending of the classical Marshall-Olkin model assuming dependence between the random variables involved. Bivariate probability and aging properties of the model will be studied, together with features related to evolution of dependence along time using typical reliability, copula theory and stochastic comparison techniques. Possible applications of the extended model to systemic risk and contagion modelling in finance are suggested. (AU)

News published in Agência FAPESP Newsletter about the scholarship:
TITULO

Articles published in other media outlets (0 total):
More items Less items
VEICULO: TITULO (DATA)
VEICULO: TITULO (DATA)

Please report errors in scientific publications list by writing to: .