ARC "Interplay between Analysis, Probability and Actuarial Sciences (I-APAS)"
The aim of this project is to develop new mathematical methodologies for solving substantial and modern issues located at the interface between probability theory, functional and complex analysis and insurance mathematics. The main objectives are two-fold. On the one hand, researchers want to combine mathematical tools borrowed from analysis and from probability theory to obtain explicit representations and/or some essential information concerning the solutions of boundary value problems. On the other hand, in order to bridge the gap between the theory and the applications, researchers plan to apply their techniques and results to recent and central issues in insurance mathematics. More precisely, they want to develop analytical techniques to provide detailed information about the ruin probability and related quantities in the context of risk processes including stochastic returns on investments.
This project involves three units of the Department of Mathematics, Faculté des Sciences: Analyse, Probabilités, Sciences actuarielles.