The main objective of this project is to develop a new network of researchers working on quantitative risk management towards applications in food and environmental risks assessment. We would like to give opportunities to french researchers to collaborate with experts from different countries. A special attention will be paid to young researchers and PhD students.
Heavy tail phenomena and temporal dependence are at the core of food and climatic risks analysis. Intuitively, heavy tail phenomena are those where the extremes values are important compared with other values (hurricane, large food contaminant doses, like methylmercury, ochratoxin...). The traditional risk analysis under the assumption that the observations (consumption, contaminants or environmental risk factors) are independent, leads to a systematic underestimation of risks. Mathematical models taking into account the interplay between temporal and spatial dependencies (consumptions dynamic, pharmakocinetic elimination phenomenon, correlations between contaminants and different factors) will allow to better characterize populations at risk. Quantifying the link between the dependence and the heavy tails is a major issue for applications and prudential decisions. For instance, a question of interest is how to define maximum contamination limits or norms, for some specific contaminants involved in many products taking into account the
dependence between different consumptions but also the dependence in time.