1516b
Copulae: On the Crossroads of Mathematics and Economics
Workshop
1516bPeriod
12 Apr - 18 Apr 2015Abstract
The central focus of the workshop was on copula theory as well as applications to multivariate stochastic modelling. The programme was intrinsically interdisciplinary and represented areas with much recent progress. The workshop included talks and dynamic discussions on construction, estimation and various applications of copulas to finance, insurance, hydrology, medicine, risk management and related fields.