Optimal reinsurance strategies (16 Oct 2007 - 16 Oct 2010).
PI: M.L. Centeno. 42,000
Randomness in deterministic dynamical systems and applications (1 Jan 2010 - 31 Jul 2013).
PI: J. Lopes Dias. 105,911
Statistical analysis of computer models (1 Jan 2010 - 15 Jul 2013).
PI: R. Paulo. 18,600
Evaluation of dividend barrier variables in the actuarial dual risk model (1 Feb 2010 - 31 Jul 2013).
PI: A.D. Egídio dos Reis. 21,510
Solving vehicle routing problems by using meta-heuristics (15 Mar 2010 - 14 Sep 2013).
PI: J. Brandão. 51,331
Pricing and behavioural responses in the water sector. (1 Sep 2010 - 31 Aug 2013).
PI: J. Murteira. 63,258
Stochastic Analysis and Numerical Approximations in Mathematical Finance - SANAF (9 Jun 2011 - 31 Dec 2014).
Theoretical developments in the regression analysis of fractional data and its applications to Finance (1 Jan 2012 - 31 Dec 2014).
Incumprimento de crédito bancário e as consequências para o financiamento das empresas (1 Oct 2012 - 30 Jul 2015).
PI: D.A. Dias. 15,000
Analysis of Nonlinear Partial Differential Equations in Mathematical Finance (1 Jan 2013 - 31 Dec 2014).
PI: M.R. Grossinho. 4,000
Ruin probabilities and dividend problems in the primal and dual risk models (1 Oct 2014 - 30 Sep 2015).
PI: A.D. Egídio dos Reis. 12,000
New trends in Lyapunov exponents (1 Sep 2018 - 30 Jun 2022).
Sustainable Management of Fisheries with Stochastic Differential Equations (1 Jan 2022 - 30 Jun 2023).
PI: N.M. Brites. 31,765
Optimal-Re: Optimal reinsurance with dependencies (1 Jan 2022 - 30 Jun 2023).
PI: A. Moura. 49
Fluid-structure interaction for functional assessment of ascending aortic aneurysms: a biomechanical-based approach toward clinical practice (1 Jan 2022 - 31 Dec 2024).
Multi-ITN STRIKE - Novel Methods in Computational Finance (Portuguese team of a Consortium of 11European universities) (1 Jan 2013 - 31 Dec 2016).
PI: M.R. Grossinho. 200,000