Project

FWO sabbatical bench fee professor Vanmaele

Code
K803124N
Duration
23 September 2024 → 21 September 2025
Funding
Research Foundation - Flanders (FWO)
Research disciplines
  • Natural sciences
    • Partial differential equations
    • Game theory, economics, social and behavioural sciences
    • Probability theory
    • Numerical analysis
Keywords
fair valuation wrong way risk credit risk insurance liabilities
 
Project description

Besides the ongoing FWO-research project on Numerical analysis and simulation of exotic energy derivatives  jointly with
professor in ‘t Hout of the University of Antwerp and professor Benth of the University of Olso and the project Risk
analysis for market models under random horizons in collaboration with professor Choulli from Alberta University,
Edmonton, Canada, the aim is to explore two new interconnected research projects  on fair valuation in finance and insurance with professor Dhaene at KU Leuven, and professor Linders and professor Kandhai both at University of Amsterdam . These projects will not only expand our research portfolio but also enhance collaboration among the various partners within the FWO scientific research network ModSimFIE.