Boundary Crossing Analysis for Random Processes with Applications to Risk Management

有效管理环境、金融和养老金投资风险对澳大利亚至关重要。该项目的结果将增加风险管理的理论基础，并为金融工程，保险，养老基金等领域的专家提供新的计算工具。这些工具将有助于改进风险状况评估，并为流行病、网络入侵和其他潜在危险变化的安全监测制定新的统计控制图。该研究还将使澳大利亚在与随机过程，数学金融，控制理论及其应用相关的教育领域具有竞争优势。

Effective management of environmental, financial and superannuation investment risks is vitally important for Australia. Results of the project will add to the theoretical foundations of risk management and provide new computational tools for specialists working in the areas of financial engineering, insurance, superannuation funds. These tools will assist in improving risk profile evaluation and developing new statistical control charts for security monitoring of epidemics, networks intrusions and other potentially dangerous changes. The research will also give Australia a competitive advantage in the area of education related to stochastic processes, mathematical finance, control theory and their applications.