Presentasjon om: "With the support of. Petroleum Finance Insurance HealthMarine Common challenges to statistical science Mission:(sfi) 2 develops core statistical methodologies,"— Utskrift av presentasjonen:
Petroleum Finance Insurance HealthMarine Common challenges to statistical science Mission:(sfi) 2 develops core statistical methodologies, strategically necessary to achieve innovation goals in four key sectors
Focus on the common methodological arena at (sfi)². Presentations are organised according to aims, questions and statistical methods, highlighting common themes across areas and applications. Each parallel session is thought as a small working group of researchers and partners, who (with some surprise) share common needs and interest and will discover new tools and approaches through cross-fertilisation and interaction.
Where are we now? 2007 a good start! First months of 2008 a good acceleration! Projects People Culture
In April, the new (sfi) 2 headquarters at NR were inaugurated. The first four Ph.D students and the first three postdocs have been recruited. Research at (sfi) 2 is organised in projects. Many projects were started, in all areas and methodology. Twenty projects continue in 2008. About five projects have been stopped. (sfi) 2 projects focus on ambitious aims, from the point of view of the application, in terms of innovation and statistical methodology.
More than fifty researchers and students, from NR, UiO, NTNU and partners actively work in (sfi) 2 projects. New collaborations are being created. 46 refereed articles. (sfi) 2 hosted an international workshop on risk aggregation. 30 seminars, most with international guests. The (sfi) 2 Wednesday lunch tradition has been established. 17 one-week-long visits (or more)
The Graduate School in Biostatistics at UiO started Two graduate courses were held at UiO, in statistical genomics and finance and insurance mathematics. (sfi) 2 was awarded with an EU Marie Curie Industry- Academia Partnerships and Pathways grant on Climate Change and the Insurance Industry, 2008-2011. The http://sfi.nr.no webpage is fully operating, updated and a rich source of information. It is also used as archive for events.http://sfi.nr.no The total financial cost was 35.3 mil. NOK. This was funded by all partners’ in-kind research time, basic funding from the Norwegian Research Council and from partners.
FindOil TotalRisk StatInsure CCII: Climate Change and Insurance Industry StatMarine MissingStripes: biomolecular radioactivity images Genome Browser MetaAnalysis: Synthesis and Appraisal of Multiple Sources of Information CompareSeq MaleContrasept Multicompare EventHistory: Survival analysis in medicine and insurance Swing option: Pricing of flexible gas contracts ComplexModels BiosearchTools Infectious diseases Statistical genomics in cancer Research projects at (sfi) 2
Highlights - many exciting projects are of course on-going, - here are some precise delivered results (already). In finance, we have developed a completely new approach to high dimensional tail dependency, based on pair copulae. In insurance, we have studied the possible effects of climate change on insurance losses, specifically property. In marine resources, the catch-at-age model, developed by HI and NR and used by Norwegian authorities for definition of fishery quotas, has been extended in three important directions: effect of haul size on catch estimate; coastal cod; discarded fish.
Highlights In biotechnology, we have developed new methods to enhance the data analysis of real-time imaging of radioactive emissions, acquired through the technology at Biomolex. We have developed new methods for huge amounts of simultaneous comparisons, merging different data sets We have developed hierarchical forms of frailty and applied them to the study of cancer. Highly structured stochastic systems are one of the most advanced modelling approaches for complex systems. Inference relies on time consuming MCMC algorithms. We have developed a numerical approach which now runs in seconds and reaches astonishing precise results.