Vine Copulas and their Applications

Time: July 8 and 9, 2019 (prior to the 23rd International Congress on Insurance: Mathematics and Economics)

Place: Institute for Advanced Study, Garching

Registration fee: 100/200€ (academic/industry), coffee breaks will be provided.

Note that a short course to introduce vine copulas and their estimation using R will take place prior to the workshop on July 7, 2019 from 9:00 to 17:00 (fee: 50/100 € (academic/industry)). The cost for the short course will cover coffee breaks and lunch snacks.

The book of abstracts including the schedule can be found below.

Registration deadline: June 1st, 2019

Abstract submission deadline: April 1st, 2019

Decision on abstracts will be made until April 15, 2019.

Realistic big data analyses require statistical models accounting for dependence. The class of vine copulas (vine-copula.org) has been shown to capture flexibly dependence patterns with tail dependence and asymmetry. Vine copulas significantly extend the Gaussian copula. This two day workshop is devoted to theoretical and methodological advances in vine copula models, including estimation, model selection, simulation, statistical learning, and survival models. Another focus is to showcase important applications in the area of finance, insurance, life sciences, engineering and machine learning.

Accomodation

Travel information

Kjersti Aas, Norwegian Computing Center

Carole Bernard, Grenoble Ecole de Management

Roger Cooke, Resources for the Future

Harry Joe, University of British Columbia

Dorota Kurowicka, TU Delft

The conference dinner will take place at Garchinger Augustiner on July 8,2019 at 18:30.

Please use the template below for your abstract and send it (PDF and tex file) to thomas.nagler@tum.de. You will be considered for a 20 minutes presentation and for the poster session.

Registration is closed.

Payment Details:

Short Course 07.07.2019 (50/100€ (academic/industry))

Purpose(Verwendungszweck): 0002.0174.9420 + First name + Last name

Recipient: Staatsoberkasse Bayern für TUM

Bank: Bayer. Landesbank Muenchen

BIC: BYLADEMM

IBAN: DE10 7005 0000 0000 0248 66

Vine Copulas 08./09.07.2019 (100/200€ (academic/industry))

Purpose(Verwendungszweck): 0002.0175.1238 + First name + Last name

Recipient: Staatsoberkasse Bayern für TUM

Bank: Bayer. Landesbank Muenchen

BIC: BYLADEMM

IBAN: DE10 7005 0000 0000 0248 66

If you register for both, the short course and the workshop, two bank transfers are required.

Cancellation Policy:

Before June 9, 2019: 75% of the registration fee will be refunded.

Between June 9 and June 23, 2019: 50% of the registration fee will be refunded.

After June 23, 2019: No refund.

To cancel your registration, write an E-mail to a.kreuzer@tum.de.

Claudia Czado, Aleksey Min, Thomas Nagler, Nicole Barthel, Alexander Kreuzer

Andrea Grant

see [link]