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Modeling climate impacted risk with generalized additive models with location, scale and shape

Area of Interest: Systemic Risk  Lead Institution: Macquarie University

Project Summary


Research Team

Team Leader:

Professor Stefan Trueck | Co-Director Centre for Financial Risk, Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University

Researchers:

David Pitt | Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University

John McAnernay, Climate Futures

Tony Coleman, Lonergan Edwards and Associates Ltd