1516b
Copulae: On the Crossroads of Mathematics and Economics
Report (538.3Kb)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.
Report
Workshop Report 2015,20Organizers
Xiaohong Chen, New Haven; Wolfgang Karl Härdle, Berlin; Piotr Jaworski, Warsaw; Johanna G. Nešlehová, MontréalEMS Reference
Chen Xiaohong, Härdle Wolfgang Karl, Jaworski Piotr, Nešlehová Johanna: Copulae: On the Crossroads of Mathematics and Economics. Oberwolfach Rep. 12 (2015), 1085-1137. doi: 10.4171/OWR/2015/20Oberwolfach Photo Collection
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