Dependence Modeling in Finance, Insurance and Environmental Science
May 17-19, 2016 in Garching-Forschungszentrum
In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the first workshops were focused on vine copulas (vine-copula.org), the theme of the last workshop was much broader. This workshop is intended to continue with this broader view.
- Carole Bernard, Grenoble Ecole de Management [Abstract]
- Roger Cooke, Technical University Delft [Abstract]
- Fabrizio Durante, Free University Bozen-Bolzano [Abstract]
- Paul Embrechts, ETH Zurich [Abstract]
- Christian Genest, McGill University [Abstract]
- Irène Gijbels, KU Leuven [Abstract]
- Harry Joe, University of British Columbia [Abstract]
- Luis Mediero, Universidad Politécnica de Madrid [Abstract]
- Johanna Nešlehová, McGill University [Abstract]
- Giovanni Puccetti, University of Milan [Abstract]
Two short lectures (The R-package VineCopula and the Rearrangement Algorithm: Theory and Practice) will be arranged on the afternoon of May 19, 2016 directly following the conference. The targeted audience includes advanced PhD students and junior faculty.
The registration deadline for the conference has passed.
C. Czado and M. Scherer
B. Haas, M. Killiches and D. Mueller